66bc9fd9c2
Rename “dynare_sensitivity” command to “sensitivity”
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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
ec76bda254
Remove obsolete Sylvester options
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dr_block has been removed
2023-12-11 18:04:43 +01:00
bea87aafad
Manual: minor formatting improvements
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[skip ci]
2023-12-04 16:22:24 +01:00
b0197da05f
Manual: fix code block formatting
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[skip ci]
2023-11-28 12:28:43 +01:00
d0e99daf9a
mcmc_diagnostics.m: compute Geweke and Raftery/Lewis also with more than one chain
2023-11-23 16:59:02 +01:00
eb8444889a
Manual: add reference for cycle reduction
2023-11-21 03:32:43 +01:00
8a54d10389
Merge branch 'doc' into 'master'
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manual: port changes from Dynare/preprocessor@e85d085ae8
See merge request Dynare/dynare!2208
2023-11-16 08:11:20 +00:00
0e08dd287b
manual: fix some quotes
2023-11-15 21:39:38 +01:00
e27ab153d7
manual: port changes from Dynare/preprocessor@e85d085ae8
2023-11-15 14:07:44 +01:00
4b4cfba2dc
model_replace, model_remove: allow selecting an equation with several (conjunct) tags
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NB: does not (yet) works with Occbin regime-specific equations.
Ref. #1890
2023-11-15 12:08:21 +01:00
88ce107466
Rename ys0_ into oo_.initial_steady_state and ex0_ into oo_.initial_exo_steady_state
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Also document these variables.
2023-10-24 09:38:51 +02:00
1334ae045a
Manual: document oo_.exo_steady_state
2023-10-24 09:38:50 +02:00
f40e7cfc68
Manual: fix typo
2023-10-24 09:38:50 +02:00
8c3429bb0f
Perfect foresight with expectation errors: change the semantics of endval(learnt_in=…)
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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
5145bd0708
New option “relative_to_initval” to “mshocks” block
2023-10-18 16:45:06 -04:00
39f9d4352a
The “mshocks” block now accepts the “learnt_in” option
2023-10-17 17:24:15 -04:00
66ccb3b3d3
Manual: fix typo in description of “multiply” keyword in “shocks(learnt_in=…)” block
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Also add a missing word.
2023-10-17 17:19:20 -04:00
3e5591d41f
New “static_mfs” option to the “model” block (and the “model_options” command)
2023-10-16 11:57:02 -04:00
b4e2a0be48
Manual: fix typo in name of perfect_foresight_with_expectation_errors_solver
2023-10-11 18:50:31 -04:00
a00eb5e1de
stoch_simul.m: add nomodelsummary option
2023-10-11 09:31:40 -04:00
e5b7ddbb33
Manual: fix typos in conditional forecasting section
2023-10-10 14:49:11 -04:00
2e3fbfc040
New option “from_initval_to_endval” to “homotopy_setup” block
2023-10-10 13:19:12 -04:00
82ea15e5e7
Manual: steady / document homotopy_mode = 0
2023-10-06 16:15:01 -04:00
727f925f01
steady: set a more sensible default value for homotopy_steps (10)
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Also document it.
2023-10-06 16:11:53 -04:00
32d5bc05a1
Octave: support ofig graph format
2023-10-05 10:28:28 -04:00
71b63c6e8e
Remove unused lik_algo-option
2023-09-25 17:17:37 +02:00
552e6575cc
Use newrat as default mode-finder
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Tends to perform better than csminwel
2023-09-20 12:55:29 +02:00
6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
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Ref. !2181
2023-09-20 10:17:14 +02:00
7f2483ed38
Merge branch 'additional_optimizer_steps_doc' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2184
2023-09-20 10:16:08 +02:00
f6a8473144
estimation: support additional_optimizer_steps
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
8032aa6e7e
Manual: correct entry on additional_optimizer_steps supporting strings
2023-09-19 14:34:49 +02:00
80ce86baf8
Manual: clarify location of Geweke convergence diagnostic matrices
2023-09-19 13:26:33 +02:00
8f650a9cca
Put raftery lewis convergence under oo_.convergence
2023-09-19 13:26:33 +02:00
2b313b0308
BVAR: move to subfolder
2023-09-14 12:05:18 +02:00
eb16bb4373
Merge branch 'dynare-osr_analytic'
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Ref. !2171
2023-09-13 11:19:20 +02:00
885fda0e20
OSR: allow using analytic gradient
2023-09-13 11:19:13 +02:00
8cc5ecf6ec
Manual: fix reference
2023-09-11 17:16:11 +02:00
d60a19ce49
Finish implementation of truncated normal distribution
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1593
2023-09-06 12:46:41 +02:00
801b774bcd
Manual: stochastic simulation with pruning now available at arbitrary order
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Ref. #1643
[skip ci]
2023-07-24 09:16:28 +02:00
9b2c0fb94d
Add brooks_gelman_plotrows to manual and testsuite
2023-07-06 09:32:19 -04:00
d5a3a8e16a
Various improvements to perfect foresight homotopy
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– new option “endval_steady” to pf_setup command to recompute terminal
steady state in the homotopy loop
– new options “homotopy_linearization_fallback” and
“homotopy_marginal_linearization_fallback” to pf_solver and pfwee_solver
commands, to get an approximate solution when homotopy fails to go to 100%
– new options “homotopy_initial_step_size”, “homotopy_min_step_size”,
“homotopy_step_size_increase_success_count” and “homotopy_max_completion_share”
to pf_solver and pfwee_solver commands to fine tune the homotopy behaviour
– removed option “homotopy_alt_starting_point” to pf_solver command, not really
useful
– new options “steady_solve_algo”, “steady_tolf”, “steady_tolx”,
“steady_maxit”, “steady_markowitz” to pf_solver and pfwee_solver commands, to
control the computation of the terminal steady state (and remove the
equivalent options which previously had different names in pfwee_solver command)
2023-06-21 15:58:23 +02:00
ec336e9c95
Manual: homotopy in perfect foresight supported for purely backward/forward/static models
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Done in fe142b663e
2023-06-19 18:01:47 +02:00
c1b78e26ac
perfect_foresight_with_expectation_errors_{setup,solver}: streamline handling of guess values
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– Remove the terminal_steady_state_as_guess_value option to pfwee_solver
– pfwee_setup now sets the same guess values as pf_setup (i.e. terminal steady
state at all periods)
– With constant_simulation_length option, pfwee_solver uses terminal steady
state as guess values for periods that are added to the simulation
2023-06-15 15:37:48 +02:00
be28ab1cbe
Manual: document approximation point of linear_approximation
2023-04-25 13:05:27 -04:00
c6ce5856e9
Manual: update URL for sylvester.pdf
2023-04-17 18:10:36 +02:00
19afc087cc
Manual: give more details for stack_solve_algo=0
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Explain that the solver is a direct sparse LU, to differentiate it from
stack_solve_algo={2,3,4} which use the same Newton algorithm but with different
solvers.
2023-04-03 18:31:04 +02:00
82bd6829a6
manual: add guidance on number of draws in slice sampler
2023-03-13 15:34:03 -04:00
aee39d54ef
Manual: misc cosmetic fixes
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[skip ci]
2023-02-17 11:19:17 -05:00
2a25119bb3
Manual: the preprocessor no longer generates a <modfile>.m, it’s been replaced by the driver file
2023-02-17 11:11:08 -05:00
Sébastien Villemot
Stéphane Adjemian (Ryûk)
Johannes Pfeifer
Willi Mutschler