c24445e8e4
📖 Added @Johannes review of MoM documentation
2021-08-16 10:41:07 +02:00
4c0f8ec6be
📖 Added documentation for method of moments
2021-08-16 10:41:07 +02:00
Stéphane Adjemian (Charybdis)
8d0241171b
Cosmetic change (remove trailing space).
2021-08-16 10:36:38 +02:00
862b6d1387
manual: correct description of how to change HPI
2021-08-08 11:00:57 +02:00
650e02d98a
manual: remove misleading statement on prior truncation
2021-08-08 11:00:53 +02:00
440a0e460b
Storage of results: use subfolder
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Ref. #1758
2021-07-23 14:12:17 +02:00
3fb41e075f
Matlab implementation of the consider_all_endogenous_and_auxiliary option
2021-07-22 13:12:27 +02:00
9f934bbcf1
Manual: update several links to old Dynare wiki
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In several places, there was only a general link to the old Dynare wiki. This
can be confusing, because we no longer use this wiki. Rather use specific links
to the pages that were not migrated to the new wiki.
[skip ci]
2021-07-08 18:03:25 +02:00
f5c5b05f12
The xls_sheet option now takes a quoted string as value
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Recommend that syntax in the manual, but keep the old one for backward
compatibility.
Ref. preprocessor#67
2021-05-31 18:21:13 +02:00
c7d02a356e
Manual: harmonize and document usage of quoted strings
2021-05-31 18:21:13 +02:00
bbfa145c58
manual: adding option lmmcp to extend_path command
2021-05-28 13:49:58 +02:00
5fa6265944
Implement new option smoother_redux, to allow fast smoother for very large models. It runs smoother only for state variables and computes the remaining ones ex-post
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Contains improvements, in order to recover as much as possible static unobserved (filtered, smoothed, updated, k-step ahead), Variance, State_uncertainty, k-step ahead variances trying to map lagged states onto current ones using pinv(T). This has exceptions (namely lagged shocks which are ONLY used to recover static NON observed variables). this exception is also trapped.
For such extensions we can only recover smoothed variables starting from d+1. Variances CANNOT be recovered for such variables (the smoother gives ZERO.)
2021-05-27 16:59:15 +02:00
1645f38269
Implement heteroskedastic filter and smoother
2021-05-26 18:45:16 +02:00
0d6bc47158
Merge branch 'rattoma/dynare-mh_initialize_from_previous_mcmc'
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Ref. !1841
2021-05-11 18:51:57 +02:00
a0f2b2399b
New option mh_initialize_from_previous_mcmc that allows to pick initial values for a new MCMC from a previous one
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If an additional parameter is estimated, it is initialized using prior_draw.
2021-05-11 18:48:43 +02:00
bdb743eaa7
Merge branch 'rattoma/dynare-fast_realtime_shock_decomp'
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Closes !1842
2021-05-10 15:55:28 +02:00
2d39991a0a
allow for a more accurate (and more expensive) fast realtime modality, triggered by fast_realtime=INTEGER_VECTOR and where vector fast_realtime controls periods for which the smoother is run. If max(fast_realtime)<nobs, the smoother is also run for the full sample. Manual updated accordingly.
2021-05-10 15:55:03 +02:00
3c7865a950
Merge branch 'rattoma/dynare-initial_estimation_checks_errors'
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Ref. !1839
2021-05-07 17:52:45 +02:00
74121c2aee
New no_init_estimation_check_first_obs option that allows to skip check of singularity in first observation
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(like deficient # of shocks in the presence of stockflow observed)
2021-05-07 17:51:03 +02:00
62aa799d3e
Manual: matrices ghx and ghu are ordered differently if block option is given
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By the way, also specify that columns of ghx are ordered according to
oo_.dr.state_var in all cases.
Ref. #1726
2021-05-04 17:17:55 +02:00
Stéphane Adjemian (Charybdis)
f65a153520
Describe how one an write comments in a mod file.
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Also warns about the behavior of macro directives in comments.
2021-04-21 10:59:04 +02:00
919cec4c0f
Manual: linear_approximation option is also available with stack_solve_algo=7
2021-04-20 16:54:39 +02:00
a2c5df956f
Manual: add a short description of how decision rules are stored at order ≥ 4
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Closes : #1764
2021-03-10 14:44:19 +01:00
7c8f486727
Allow setting initial state for Kalman filter
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Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
2021-01-28 17:24:27 +01:00
e3cda8c76d
Document optimizers compatible with analytic_derivation
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1770
2021-01-24 17:41:17 +01:00
f553826502
Merge branch 'optim_doc' of git.dynare.org:JohannesPfeifer/dynare
2021-01-22 18:33:41 +01:00
d0bada1fdf
manual: update optim for mode_compute=13
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[skip CI]
2021-01-22 17:08:20 +01:00
0823823068
Preprocessor update
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- forbid lead/lags on exogenous deterministic (Closes : #1765 )
- fix crash when @#ifdef/@#ifndef is passed something else than a variable name
(Closes : #1771 )
2021-01-22 14:13:37 +01:00
Stéphane Adjemian (Odysseus)
0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise
2021-01-11 11:06:55 +01:00
5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare
2020-12-22 12:29:38 +01:00
0e9b8c33f9
Document changes to discretionary_policy
2020-12-20 14:00:13 +01:00
ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:40:57 +01:00
f2cde3b6d9
Make schur_vec_tol settable and document it
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Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/29
Also convert it to lowercase as all other options
2020-12-17 19:59:22 +01:00
4cf9f7d1a7
stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
18350f680e
manual: clarify that mh_replic is per chain, not the total number of replications
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[skip CI]
2020-11-30 17:32:03 +01:00
b4f293bdf2
Document mode_compute=13
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[skip ci]
2020-11-27 14:22:59 +01:00
fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
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Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.
Incidentally, this closes #1731 . This commit therefore also removes the
workaround introduced in 0391dbbeb1
2020-11-09 16:34:12 +01:00
f823f1a691
Manual: fix link to (old) Dynare wiki
2020-11-03 16:52:23 +01:00
71e3e0d49e
Fix extended_path with bytecode
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By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.
Closes : #1742
2020-10-14 17:25:58 +02:00
Stéphane Adjemian (Charybdis)
511908e011
Factorized initialization of fields required by solve_algo={12,14}.
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Closes #3 .
2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis)
17e6421ea3
Merged master into enterprise.
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Fixed conflict in
- doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
a9fea692e9
Preprocessor: allow 'use_dll' option to be specified on the command line
2020-09-18 15:20:00 +02:00
f6e7c2d061
Manual: remove obsolete requirement for 'use_dll' on Windows
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[skip ci]
2020-09-18 15:05:38 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
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Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
b281d682f2
Manual: document default name for “shock_groups” blocks
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By the way, fix the syntax description for the name (it needs *not* be quoted).
[skip ci]
2020-09-14 18:43:08 +02:00
11ef652136
Manual, external functions: when derivatives are not provided, finite difference is used
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[skip ci]
2020-07-09 18:03:35 +02:00
dfc7357636
Add display of theoretical moments at order=3 with pruning
2020-06-30 13:46:54 +02:00
b70d99d1b4
Refactoring of initval_file and histval_file
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initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.
Closes : #1671
2020-05-14 16:45:54 +02:00
Stéphane Adjemian (Charybdis)
046960c4a8
Merge remote-tracking branch community/master into enterprise
2020-04-03 11:33:46 +02:00
64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution
2020-04-01 14:46:22 +02:00
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
625ad3099e
Document options added in dab769c6f4
2020-03-19 14:42:18 +01:00
Stéphane Adjemian (Charybdis)
2083246a35
Add initial condition for mh_tune_jscale.
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Closes #1717 .
2020-02-29 13:25:24 +01:00
2fcd22059b
Add documentation for the mh_tune_jscale_initial_guess option
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Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/16
2020-02-29 10:28:50 +01:00
Stéphane Adjemian (Charybdis)
fa95a6347d
Added new nonlinear solvers (solve_algo 12 and 14).
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These algorithms are alternative versions of 2 and 4 specialized for
models where each equation has only one endogenous variable on the
left hand side (only allowed expression on LHS is the log of an
endogenous variable). Univariate recursive blocks are then not solved
with a non linear but by evaluating the RHS expression.
2020-02-20 13:07:54 +01:00
2fea033874
doc: remove warning in compilation introduced in 3af2cc3fc4
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a blank line is needed after a bulleted list
2020-02-19 22:17:38 +01:00
70d7a48d44
preprocessor update
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- macro processor: allow for the definition of a variable without a value
- dragonfly: add new field to `options_.parallel_info`
- fix lookbehind to handle `-` sign in substitution of dates in native statements
- remove support for weekly dates
- dragonfly: support ProgramConfig config file option
- dragonfly: support ProgramPath config file option
- add undocumented `gui` option to preprocessor
- occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
- make loop variables const
- Combine `DynareMain.cc` and `DynareMain2.cc`
2020-02-19 22:03:01 +01:00
04d06dc330
Merge branch 'manual' into 'master'
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Manual updates regarding Identification
See merge request Dynare/dynare!1712
2020-02-17 16:14:16 +00:00
3af2cc3fc4
📖 Update manual
2020-02-17 16:58:38 +01:00
cd195279e9
Manual: workaround for incorrect display of macro-directives without arguments
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The workaround consists in appending the names of those macro-directives with a
regular space followed by a zero-width space (U+200B).
An extra LaTeX declaration was also added in order to make this hack work with
the PDF.
Ref. #1707
2020-02-17 15:41:39 +01:00
Stéphane Adjemian (Charybdis)
f69cd14983
Updated reference manual wrt the nonlinear filters at higher order.
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis)
10c196de34
k order approximation available in online filters.
2020-02-16 21:16:21 +01:00
99d2b5ad39
Manual: add set union and intersection operators in the macro-processor
2020-02-14 18:28:10 +01:00
177c5c359f
Implement estimation under discretionary optimal policy
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Also add a test case.
For the time being, estimating parameters that appear in the discount factor is
not supported.
Ref. #1173
2020-02-03 18:29:45 +01:00
00ee480674
Manual: add the accessor functions
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Note that, for get_mean, the syntax with an optional order is not documented,
because the semantics is different at order 2, and it does not work for higher
orders.
Closes : #1687
2020-01-22 16:25:35 +01:00
77b7b216d0
doc: use references instead of repeating the same info
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[skip ci]
2020-01-22 10:59:34 +01:00
b090669e8f
doc: add info about `epilogue` block
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Closes issue #1679
[skip ci]
2020-01-22 10:31:56 +01:00
06ce5d1e56
Manual: document init2shocks
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Closes : #1650
2020-01-21 18:39:33 +01:00
e371b1a94b
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
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The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.
Closes : #1093
2020-01-20 16:23:10 +01:00
2fb18bba97
Manual: FILENAME need not always be a quoted string (in a Dynare context)
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Ref. !1692
2020-01-20 14:59:37 +01:00
b3aef92234
Document xls_range/sheet options of calib_smoother
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Closes https://git.dynare.org/Dynare/dynare/issues/1695
2020-01-13 12:56:18 +01:00
8764330725
fix typo in doc
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`check` has two OPTIONS
[skip ci]
2020-01-13 12:42:09 +01:00
2c8c120298
Replace various references to deprecated ramsey_policy by ramsey_model
2020-01-10 15:26:50 +01:00
055710c938
Change ordering of optimal policy commands
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Moves common planner_objective command to front
2020-01-10 15:11:09 +01:00
7245cb2ef3
Document evaluate_planner_objective
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Also clarifies restructures section on optimal policy and clarifies calling order of commands
2020-01-10 08:38:22 +01:00
f8e415a868
Change perfect foresight example code to suggested new syntax
2020-01-09 19:30:38 +01:00
b4479361c1
doc: fix typo and formatting
2020-01-08 15:43:18 +01:00
8fbb77303a
dynare manual: cleanup whitespace
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- remove trailing whitespace
- replace tabs with spaces as per PEP guidelines
2020-01-08 15:04:59 +01:00
c4cc32db29
Merge branch 'dynasave' into 'master'
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Expand documentation of dynasave
Closes #1691
See merge request Dynare/dynare!1692
2020-01-06 13:55:27 +00:00
aa610f9f8e
Expand documentation of dynasave
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Closes https://git.dynare.org/Dynare/dynare/issues/1691
2020-01-06 13:15:36 +01:00
d40b775260
Preprocessor: new “with_epilogue” option and related fixes
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Ref. !1688
2019-12-20 11:57:34 +01:00
efa6c6c682
“datafile” option of “perfect_foresight_setup” (and “simul”) now equivalent to “initval_file”
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Ref. #1663
2019-12-19 14:58:54 +01:00
f720f470bf
Preprocessor update
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— “ramsey_policy”: bugfix when no option is passed
— various improvements to “epilogue” (preprocessor#36)
— compatibility with Bison 3.5
— bugfix in search for constant equations
— new “planner_discount_latex_name” option of “ramsey_policy” (Closes : #1686 )
2019-12-18 17:46:38 +01:00
54781be7ae
Manual: markup fixes
2019-12-18 16:56:39 +01:00
6ba10b88f2
Preprocessor: various provisions for improvements to shock decomposition
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Accordingly update the MATLAB routines, the testsuite, and the manual.
In particular, “squeeze_shock_decomp” has been renamed to
“squeeze_shock_decomposition” for consistency with other commands.
Ref. #1687 , !1655
2019-12-18 11:56:57 +01:00
553615efbc
Manual: fix the description of the “colormap” option
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This option takes as argument the name of MATLAB/Octave variable, not a string.
Ref #1586
2019-12-09 15:52:50 +01:00
3f3f49c465
Merge branch 'flip_diff' into 'master'
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Flip diff
See merge request Dynare/dynare!1677
2019-12-06 15:29:07 +00:00
5e429f8c92
update preprocessor
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- fix bug with cbrt
- fix latex output
- add compilation_setup command. closes preprocessor#35
- fix bugs with initial_condition_decomposition. preprocessor#37
2019-12-06 14:58:19 +01:00
fa493bc10a
doc: fix typo
2019-12-06 14:58:19 +01:00
74e7c12d9d
integrate documentation for plot_shock_decomposition
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add documentation to initial_condition_decomposition
2019-12-05 16:51:37 +01:00
e9607d09a5
added documentation of flip diff options of plot decomposition
2019-12-05 15:13:17 +01:00
b9af92eb8a
Save conditional forecast output in oo_. Closes : Dynare/dynare#1672
2019-11-29 15:25:05 +01:00
f2205ed4a1
add nograph option to plot_shock_decomposition
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In updating the preprocessor, also update call to plot_icforecast
2019-11-29 15:17:41 +01:00
52cb36d433
Preprocessor update
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- new include_eqs and exclude_eqs command-line options
- new “forecast” option to “shock_decomposition”
- remove the “linear” option of “stoch_simul”
- forbid exogenous and exogenous deterministic variables in STEADY_STATE
operator (#825 )
2019-11-27 17:32:52 +01:00
a909bfd58c
Manual: fix typo
2019-11-26 12:59:20 +01:00
b60d26a745
Add variable explanations to manual
2019-11-22 11:16:14 +01:00
13c645e940
Preprocessor: improvement to balanced growth test ( #1389 ), macro-processor bugfix for loops
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Also includes various modernizations.
2019-11-14 18:04:07 +01:00
cc9445e086
Manual: update various URLs
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Some URLs have changed with the new Dynare website.
Also use HTTPS whenever possible.
2019-11-14 17:04:05 +01:00
b3d1e8412b
Add support for mode_compute=1 under Octave
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Since version 1.6, the optim Forge package has an implementation of fmincon.
Hence we can now use mode_compute=1 under Octave.
This commit also adds tests/optimizers/fs2000_1.mod to the testsuite. It will
be skipped under MATLAB if the optimization toolbox is not there, or under
Octave if optim ≥ 1.6 is not there.
2019-10-08 18:38:15 +02:00
6c1dcae506
Manual: fix links to Octave Forge website
2019-10-08 18:38:15 +02:00
Willi Mutschler
Johannes Pfeifer
Sébastien Villemot
MichelJuillard
Marco Ratto
Houtan Bastani
Dóra Kocsis