Commit Graph

297 Commits (5d47ac2aa9b0ab12c3b3d4bab39a03ead4eda0be)

Author SHA1 Message Date
Johannes Pfeifer 5d47ac2aa9 SMC: gracefully exit with unsupported options 2024-02-19 14:26:28 +01:00
Sébastien Villemot 3000e6d691
Manual: cosmetics 2024-02-16 10:46:02 +01:00
Sébastien Villemot d61cb124ba
Manual: add missing options to occbin_solver 2024-02-02 18:32:03 +01:00
Sébastien Villemot 05d82796c2
Manual: better documentation of solve_algo=12,14 2024-02-02 18:32:03 +01:00
Sébastien Villemot cfa978b39e
Manual: typos and cosmetics 2024-02-02 18:32:03 +01:00
Sébastien Villemot c125d35347 Merge branch 'conditional_lik_doc' into 'master'
manual: fix description of conditional likelihood

See merge request Dynare/dynare!2272
2024-01-30 10:17:07 +00:00
Johannes Pfeifer 8e91841a39 manual: fix description of conditional likelihood 2024-01-29 22:54:43 +01:00
Stéphane Adjemian (Argos) 8eab48aa5e
Document composite targets in PAC equation. 2024-01-29 15:23:03 +01:00
Stéphane Adjemian (Argos) 942d8846e4
Cosmetic changes. 2024-01-29 15:23:03 +01:00
Sébastien Villemot 6b6b648255
Manual: minor fixes to function synopses 2024-01-17 16:31:37 +01:00
Johannes Pfeifer 6ba9cb06e7 manual: add missing package from e5951650 2024-01-16 16:13:14 +01:00
Sébastien Villemot ffb578276e
Improve naming and description of various stack_solve_algo values
Also minor improvements to solve_algo description.
2024-01-05 16:03:19 +01:00
Willi Mutschler c4bf6d079f
Add documentation for irf matching 2023-12-21 02:40:27 +01:00
Johannes Pfeifer 48380a1370
Do not assign variables to base workspace by default
Related to https://git.dynare.org/Dynare/preprocessor/-/issues/95
2023-12-18 11:51:27 +01:00
Johannes Pfeifer 74ac072549 newrat: document new options 2023-12-14 22:16:57 +01:00
Sébastien Villemot 66bc9fd9c2
Rename “dynare_sensitivity” command to “sensitivity”
The old name is still accepted, but will trigger a deprecation warning.
2023-12-14 18:38:23 +01:00
Stéphane Adjemian (Ryûk) 60c0ed0180
Add Sequential Monte Carlo sampler. 2023-12-13 15:30:38 +01:00
Johannes Pfeifer ec76bda254 Remove obsolete Sylvester options
dr_block has been removed
2023-12-11 18:04:43 +01:00
Sébastien Villemot bea87aafad
Manual: minor formatting improvements
[skip ci]
2023-12-04 16:22:24 +01:00
Sébastien Villemot b0197da05f
Manual: fix code block formatting
[skip ci]
2023-11-28 12:28:43 +01:00
Johannes Pfeifer d0e99daf9a mcmc_diagnostics.m: compute Geweke and Raftery/Lewis also with more than one chain 2023-11-23 16:59:02 +01:00
Johannes Pfeifer eb8444889a Manual: add reference for cycle reduction 2023-11-21 03:32:43 +01:00
Sébastien Villemot 8a54d10389 Merge branch 'doc' into 'master'
manual: port changes from Dynare/preprocessor@e85d085ae8

See merge request Dynare/dynare!2208
2023-11-16 08:11:20 +00:00
Johannes Pfeifer 0e08dd287b manual: fix some quotes 2023-11-15 21:39:38 +01:00
Johannes Pfeifer e27ab153d7 manual: port changes from Dynare/preprocessor@e85d085ae8 2023-11-15 14:07:44 +01:00
Sébastien Villemot 4b4cfba2dc
model_replace, model_remove: allow selecting an equation with several (conjunct) tags
NB: does not (yet) works with Occbin regime-specific equations.

Ref. #1890
2023-11-15 12:08:21 +01:00
Sébastien Villemot 88ce107466
Rename ys0_ into oo_.initial_steady_state and ex0_ into oo_.initial_exo_steady_state
Also document these variables.
2023-10-24 09:38:51 +02:00
Sébastien Villemot 1334ae045a
Manual: document oo_.exo_steady_state 2023-10-24 09:38:50 +02:00
Sébastien Villemot f40e7cfc68
Manual: fix typo 2023-10-24 09:38:50 +02:00
Sébastien Villemot 8c3429bb0f
Perfect foresight with expectation errors: change the semantics of endval(learnt_in=…)
Similarly to the regular “endval” block, any variable mentioned in this
block will jump to its new value in the period where the information is learnt.
In particular, this means that any temporary shock that may have been
anticipated on that variable (as specified through a “shocks(learnt_in=...)”
block for a previous informational period) will be overwritten.
2023-10-20 16:05:56 -04:00
Sébastien Villemot 5145bd0708
New option “relative_to_initval” to “mshocks” block 2023-10-18 16:45:06 -04:00
Sébastien Villemot 39f9d4352a
The “mshocks” block now accepts the “learnt_in” option 2023-10-17 17:24:15 -04:00
Sébastien Villemot 66ccb3b3d3
Manual: fix typo in description of “multiply” keyword in “shocks(learnt_in=…)” block
Also add a missing word.
2023-10-17 17:19:20 -04:00
Sébastien Villemot 3e5591d41f
New “static_mfs” option to the “model” block (and the “model_options” command) 2023-10-16 11:57:02 -04:00
Sébastien Villemot b4e2a0be48
Manual: fix typo in name of perfect_foresight_with_expectation_errors_solver 2023-10-11 18:50:31 -04:00
Johannes Pfeifer a00eb5e1de
stoch_simul.m: add nomodelsummary option 2023-10-11 09:31:40 -04:00
Sébastien Villemot e5b7ddbb33
Manual: fix typos in conditional forecasting section 2023-10-10 14:49:11 -04:00
Sébastien Villemot 2e3fbfc040
New option “from_initval_to_endval” to “homotopy_setup” block 2023-10-10 13:19:12 -04:00
Sébastien Villemot 82ea15e5e7
Manual: steady / document homotopy_mode = 0 2023-10-06 16:15:01 -04:00
Sébastien Villemot 727f925f01
steady: set a more sensible default value for homotopy_steps (10)
Also document it.
2023-10-06 16:11:53 -04:00
Johannes Pfeifer 32d5bc05a1
Octave: support ofig graph format 2023-10-05 10:28:28 -04:00
Johannes Pfeifer 71b63c6e8e
Remove unused lik_algo-option 2023-09-25 17:17:37 +02:00
Johannes Pfeifer 552e6575cc Use newrat as default mode-finder
Tends to perform better than csminwel
2023-09-20 12:55:29 +02:00
Sébastien Villemot 6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
Ref. !2181
2023-09-20 10:17:14 +02:00
Sébastien Villemot 7f2483ed38
Merge branch 'additional_optimizer_steps_doc' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2184
2023-09-20 10:16:08 +02:00
Johannes Pfeifer f6a8473144 estimation: support additional_optimizer_steps
Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
Johannes Pfeifer 8032aa6e7e Manual: correct entry on additional_optimizer_steps supporting strings 2023-09-19 14:34:49 +02:00
Willi Mutschler 80ce86baf8
Manual: clarify location of Geweke convergence diagnostic matrices 2023-09-19 13:26:33 +02:00
Willi Mutschler 8f650a9cca
Put raftery lewis convergence under oo_.convergence 2023-09-19 13:26:33 +02:00
Johannes Pfeifer 2b313b0308
BVAR: move to subfolder 2023-09-14 12:05:18 +02:00