Commit Graph

929 Commits (6ad876cc1868ff7bfb659854577da66c38cb3a98)

Author SHA1 Message Date
Johannes Pfeifer 55d44f0983 Add preprocessor option silent_optimizer 2015-06-08 16:48:57 +02:00
Johannes Pfeifer 6b69297c27 Improve documentation of relative_irf option 2015-06-08 16:39:07 +02:00
Johannes Pfeifer fe221bbc42 Add/adapt unit test for conditional forecasts with initval and histval blocks 2015-06-08 16:12:37 +02:00
Johannes Pfeifer 1c01bacf36 Fix bug in dyn_forecast.m where forecasts after an initval block where computed at the initial values and not at the steady state
This contradicted the manual (histval must be used to do this). Also clarifies the manual on this.
2015-06-08 15:48:46 +02:00
Johannes Pfeifer ad66a7bb35 Account for initial values when making conditional forecasts
- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
Sébastien Villemot 1c6b394c77 Macro-processor slides: some updates, license under CC-BY-SA-4.0. 2015-06-08 14:55:13 +02:00
Houtan Bastani d39eb4d922 doc: small fixes to dseries/reporting slides 2015-06-08 11:16:03 +02:00
Houtan Bastani 41155369ac Merge pull request #955 from JohannesPfeifer/identification_fixes
Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
Houtan Bastani aaee660f0a doc: update dseries/reporting slides 2015-06-07 21:35:26 +02:00
Houtan Bastani cf9d318e0c doc: fix typos in dseries/reporting presentation 2015-06-07 11:50:36 +02:00
Johannes Pfeifer c9b05575f5 Add missing anchor to manual 2015-06-05 21:52:11 +02:00
Johannes Pfeifer d09bf195c9 Make sure diffuse_filter option is correctly passed in dynare_identification.m
Closes #677
2015-06-05 16:39:17 +02:00
Stéphane Adjemian (Hermes) bbfc650f7f Updated reference manual.
The homotopy is not implemented for purely forward and backward models (See 3a1905756c39dd515f5eaa70451a851e862f232f).
2015-06-04 12:28:58 +02:00
Houtan Bastani 1961d0ae7f doc: update ms-sbvar description. closes #934 2015-06-02 10:53:52 +02:00
Stéphane Adjemian 583d20848f Merge pull request #941 from JohannesPfeifer/huge_number
Document new options huge_number and dr_disp_tol
2015-06-01 16:40:32 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes) 194bdb57c3 Merge branch 'rewrite-nonlinear-filters' 2015-05-28 15:40:39 +02:00
Stéphane Adjemian (Hermes) 928c51e5b9 Added online approach (parameters treated as state variables) in the
reference manual.
2015-05-28 15:36:56 +02:00
Houtan Bastani fe8750c1bc preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Johannes Pfeifer 6c7b4e8a74 Document huge_number and dr_display_tol
Closes #924
2015-05-13 20:31:40 +02:00
Michel Juillard 3171e87448 fixing logic in creation of checksum file. Improving documentation. 2015-05-11 08:57:24 +02:00
Michel Juillard 530e314786 adding dynare command line option 'fast' in order not to recompile MEX
files if the lists of variables and the equations haven't changed
between two runs of the same model file.
2015-05-10 20:29:03 +02:00
Stéphane Adjemian efc5ec7002 Merge pull request #908 from JohannesPfeifer/optimizer_doc
Add documentation for new optimizers
2015-05-07 15:12:15 +02:00
Houtan Bastani ad2f7d4a15 doc: reporting: add new fan chart options. closes #867 2015-04-27 18:34:28 +02:00
Houtan Bastani 18e9521450 preprocessor: add dirname option to estimation. closes #910 2015-04-27 11:59:21 +02:00
Johannes Pfeifer eed98a2c44 Adds documentation and license info for new optimizers
Also introduced alphabetic ordering for documented options
Closes #887
2015-04-24 12:30:51 +02:00
Marco Ratto 9596154f03 Small typos and formatting fixes. 2015-04-21 09:24:30 +02:00
Marco Ratto 6760938c6e fixed typo 2015-04-20 16:50:02 +02:00
Johannes Pfeifer e565508398 Fix manual structure after changes in 591cd064d1 2015-04-20 16:22:20 +02:00
Houtan Bastani 9bd47caab8 doc: change xref to pxref where appropriate 2015-04-20 11:36:31 +02:00
Houtan Bastani 591cd064d1 Merge pull request #895 from rattoma/gsa
updated documentation for IRF/moment restrictions and refreshed sensitiv...
2015-04-20 11:34:46 +02:00
Marco Ratto e3ed925400 Document reduced form mapping for MC samples with neighborhood_width 2015-04-20 11:28:54 +02:00
Houtan Bastani c5f7091ad0 doc: fix typo introduced in c46b6cdfea 2015-04-20 11:21:54 +02:00
Marco Ratto d8424b1620 updated documentation for IRF/moment restrictions and refreshed sensitivity analyses and plots 2015-04-20 11:06:21 +02:00
Stéphane Adjemian e67524e990 Merge pull request #872 from JohannesPfeifer/ramsey_documentation
Clarify Ramsey optimal policy in manual
2015-04-17 08:48:05 +02:00
Marco Ratto fe48de4406 Re-set default of new option diffuse_kalman_tol to 1e-6:
former hardcoded value was 1e-6 in the univariate smoother (i.e. the one most often used).
Updated documentation.
2015-04-08 15:44:39 +02:00
Johannes Pfeifer c46b6cdfea Clarify Ramsey optimal policy 2015-04-04 10:45:17 +02:00
Stéphane Adjemian (Charybdis) 090c4fedbd Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines. 2015-04-03 18:02:03 +02:00
Stéphane Adjemian (Scylla) 7544d8c97e Fixed typos in reference manual. 2015-03-31 00:43:59 +02:00
Stéphane Adjemian 28f2e2abd0 Merge pull request #856 from rattoma/optimizer_number_5
Fixed issues related to newratflag.
2015-03-30 15:22:05 +02:00
Stéphane Adjemian (Charybdis) 0e1dd779b9 Check that Dynare's routines are not overridden by other routines.
By default Dynare will temporarly change Matlab/Octave's path. Added an
option to force Dynare to keep the current path. Also check that the user
did not put dynare/matlab directory with all the subfolders in the path.

With this patch, we do not need to prefix Dynare routines with dyn_ or
dynare_ anymore.
2015-03-30 15:04:59 +02:00
Marco Ratto 7eeaef8472 Added documentation for optimizer 5. 2015-03-12 23:16:53 +01:00
Stéphane Adjemian (Charybdis) de5c541ce6 Manually merged PR #807.
Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
Johannes Pfeifer f89108568c Document osr option 2015-02-28 20:43:30 +01:00
Houtan Bastani e7bffae503 doc: add new @#include syntax 2015-02-25 09:10:45 +01:00
Stéphane Adjemian 32c29fece5 Merge pull request #842 from JohannesPfeifer/cosmetics
Cosmetical changes and additional documentation
2015-02-21 15:42:51 +01:00
Houtan Bastani ca83397d95 update copyright dates for files changed in 2015 2015-02-16 09:08:02 +01:00
Houtan Bastani dcabcb6b01 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Houtan Bastani 8673bcf558 reporting: add titleTruncate option 2015-01-27 09:54:37 +01:00
Johannes Pfeifer 8912ddf97c Expand documentation of endogenous priors 2015-01-27 08:20:54 +01:00
Houtan Bastani a592355d63 doc: fix typo 2014-12-30 21:52:48 +01:00
Houtan Bastani 810c410157 preprocessor: add new commandline option onlyclearglobals. closes #635 2014-12-30 21:51:33 +01:00
Houtan Bastani beb3fd1534 reporting: add legendAt option. closes #810 2014-12-29 22:18:08 +01:00
Houtan Bastani 0fbf99232d reporting: add support for bar graphs, closes #809 2014-12-23 17:52:40 +01:00
Johannes Pfeifer 021e0c8914 Document variable oo_recursive_ 2014-12-16 19:01:00 +01:00
Sébastien Villemot d3ae526d21 Fix affiliation. 2014-12-04 14:36:09 +01:00
Sébastien Villemot 26f111a238 Update affiliation. 2014-12-04 13:36:29 +01:00
Johannes Pfeifer c7237a7d13 Document that all types of vectors are possible in initval file
Also documents required size
2014-11-27 10:43:41 +01:00
MichelJuillard 22d4a86c6d Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
Houtan Bastani e0ae604cef doc: update gsa option defaults to accord with changes in 6f68ad69a8 2014-11-20 10:25:34 +01:00
Marco Ratto 0de4eadb66 Updated affiliation 2014-11-20 08:42:33 +01:00
Marco Ratto e01e957888 document nodecomposition 2014-11-18 13:04:37 +01:00
Johannes Pfeifer b735042f05 Fix naming of option selected_variables_only in manual 2014-11-16 21:11:06 +01:00
Johannes Pfeifer 9d25963976 Document different in FilteredVariablesKStepAhead-matrix between classical and Bayesian smoother 2014-11-16 21:08:18 +01:00
Johannes Pfeifer 68b27252d7 Fix selected_variables_only option with classical forecasts
dyn_forecast requires that the smoother has been run on all endogenous variables, leading to crashes. Now, if this option is encountered with classical forecasts, it is overridden. Also documents this in the manual.
2014-11-16 21:08:18 +01:00
Johannes Pfeifer 3902afa783 Improve documentation on filtered variables 2014-11-16 21:08:18 +01:00
Stéphane Adjemian (Telemachus) a8e7c30e6a Added @dseries/exist method. 2014-11-13 16:53:06 +01:00
Johannes Pfeifer 52935c82dc Fix typo in manual 2014-11-02 19:31:59 +01:00
Johannes Pfeifer 83123a59d5 Provide example for xls_range option in manual 2014-10-15 09:45:19 +02:00
Stéphane Adjemian 573d276f1a Merge pull request #739 from JohannesPfeifer/Cosmetic_changes
Cosmetic changes, documentation, and small bugfix
2014-10-13 13:39:19 +02:00
Stéphane Adjemian 9e3edd6673 Merge pull request #748 from JohannesPfeifer/maxit
Change maxit default value and correct manual
2014-10-10 19:03:56 +02:00
Johannes Pfeifer c6438122a1 Expand documentation on varexo in initval 2014-10-06 09:03:35 +02:00
Johannes Pfeifer 1ce39ac311 Document new default values for maxit and update manual to reflect that maxit options of deterministic solvers and steady state solvers are different now 2014-09-30 11:48:12 +02:00
Johannes Pfeifer 408608db03 Document Univariate Kalman Filter 2014-09-21 11:58:53 +02:00
Stéphane Adjemian (Charybdis) 9bd3792161 Reflects Michel's comment on aa503abfa7. 2014-09-20 12:52:59 +02:00
Stéphane Adjemian (Charybdis) 9eaf0a1ff5 Correction of PR #734 (model comparison). 2014-09-19 23:39:16 +02:00
Stéphane Adjemian (Charybdis) aa503abfa7 Correction on PR #734 (role of prior bounds). 2014-09-19 23:17:34 +02:00
Johannes Pfeifer bb3b96eb54 Clarify the role of prior bounds in the manual 2014-09-18 10:32:27 +02:00
Stéphane Adjemian (Charybdis) 6998d5b2d2 Mention in the manual that the base names of the data file and model file must be different. 2014-09-10 17:49:33 +02:00
Stéphane Adjemian (Charybdis) 2d7b7e9192 Fixed copy/paste error in manual. 2014-09-08 22:45:34 +02:00
Stéphane Adjemian (Scylla) 5500846280 Added option distribution_proposal (estimation, non linear filters). 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) df19396acf Added option proposal_approximation (estimation, non linear filters). 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) 5e4b7d8d42 Added filter_algorithm (estimation command, sets the particle filter algorithm). 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) bcad4f31f2 Added option resampling_method (estimation command, non linear filters). 2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla) 08c74b8f41 Added option resampling_threshold (estimation command, non linear filters). 2014-09-08 22:36:40 +02:00
Stéphane Adjemian (Scylla) a6009908e4 Added option resampling (estimation command, non linear filters). 2014-09-08 22:36:40 +02:00
Stéphane Adjemian (Scylla) 648c4717ad Added option number_of_particles (estimation command, non linear filters). 2014-09-08 22:36:40 +02:00
Sébastien Villemot 19e02acd0b Ref. manual: fix paths for Debian/Ubuntu packages. 2014-07-31 21:07:31 +02:00
Houtan Bastani 217ab0088d reporting: tables: add row highlighting option 2014-07-30 15:21:32 +02:00
Houtan Bastani f3c807f577 reporting: add writeCSV option for tables. closes #693 2014-07-29 15:21:51 +02:00
Houtan Bastani b4dd4b5de1 reporting: add writeCSV option for graphs, #693 2014-07-29 15:21:45 +02:00
Houtan Bastani 90335b94aa doc: update dseries slides to accord with changes in c5af1d43ed 2014-07-29 10:47:35 +02:00
Stéphane Adjemian (Scylla) 5c50bdfc0a Updated the manual: removed nobs and vobs members from @dseries objects (see commit c5af1d43ed). 2014-07-28 18:04:18 +02:00
Houtan Bastani adbecb6fc9 doc: reporting: minor clarifications. closes #687 2014-07-25 15:03:10 +02:00
Houtan Bastani 7387237a5b reporting: option to suppress reporting output. closes #688 2014-07-25 14:38:30 +02:00
Stéphane Adjemian (Charybdis) c13738eea7 Changed fourth remark added by Johannes in commit e7727ba2d3. 2014-07-18 18:37:31 +02:00
Johannes Pfeifer b69174477c Add more info on requirement on dsge_var prior weight needed for prior to be proper.
(cherry picked from commit 74fd0850d61f8ba464ff08ed42c4019d27722fb3)
2014-07-17 22:05:08 +02:00
Johannes Pfeifer e7727ba2d3 Expand manual entry for conditional forecasts 2014-07-17 22:05:07 +02:00
Sébastien Villemot 658151aa48 Merge pull request #682 from JohannesPfeifer/model_comparison
Filter out ML of model_comparison.m
2014-07-07 18:18:38 +02:00
Houtan Bastani ad00875cf6 reporting: graph: add option yTickLabelScaled 2014-07-07 16:49:53 +02:00
Houtan Bastani 97af5031b4 doc: add new compile options 2014-07-07 10:39:55 +02:00
Houtan Bastani 9fc4d62264 reporting: remove unused graphSize option 2014-07-07 10:29:09 +02:00
Johannes Pfeifer 85f336496d Filter out ML of model_comparison.m
Also documents that ML is not supported and adds reference for model comparison
Related to #681
2014-07-01 18:50:24 +02:00
Stéphane Adjemian (Charybdis) a8cb8ccd29 Merge branch 'use-dseries' 2014-06-27 22:38:07 +02:00
Houtan Bastani 87b4254ce5 reporting: remove checks on colors that are passed to graphs/series to allow for all color combinations supported by TikZ 2014-06-27 17:06:45 +02:00
Houtan Bastani 0ef65bc296 reporting: graph: add option tickFontSize 2014-06-27 15:56:06 +02:00
Houtan Bastani c23bb31252 reporting: add graph option to change title font size 2014-06-25 16:30:04 +02:00
Houtan Bastani be13e3bffb doc: fix typo 2014-06-25 16:27:53 +02:00
Houtan Bastani f2b4de1d8a reporting: support a different shape for the axis in a graph 2014-06-24 15:51:29 +02:00
Stéphane Adjemian (Scylla) a0907b2e05 Merge branch 'master' into use-dseries 2014-06-23 15:15:48 +02:00
Houtan Bastani 486b8677f0 doc: update dseries/reporting doc for change related to 6733c83ff5 2014-06-20 16:46:13 +02:00
Houtan Bastani 6733c83ff5 reporting: add graph option: zeroLineColor 2014-06-20 15:41:11 +02:00
Stéphane Adjemian (Scylla) 788c528c84 Merge branch 'master' into use-dseries 2014-06-19 18:13:35 +02:00
Stéphane Adjemian (Scylla) c4dac88ed2 Added the possibility to redefine the initial date (and implicitly the frequency) when a dseries object is instantiated with the name of a datafile. 2014-06-19 17:59:19 +02:00
Houtan Bastani bfc01f9369 doc: dseries/reporting: fix typo 2014-06-13 11:22:20 +02:00
Houtan Bastani 949bd988f1 doc: dseries/reporting: clarify freq field of dates 2014-06-13 11:10:28 +02:00
Houtan Bastani 5d2f298ebe doc: dseries/reporting update 2014-06-13 10:23:59 +02:00
Houtan Bastani b161f0a801 doc: fix typo 2014-06-13 10:11:45 +02:00
Houtan Bastani 3b04470b3c doc: dseries/reporting: fix arrows 2014-06-12 16:44:33 +02:00
Sébastien Villemot b84cb284d3 Fix texinfo issue. 2014-06-12 11:47:02 +02:00
Houtan Bastani f1fba4cd9e doc: dseries/reporting: rework hierarchy graph 2014-06-12 10:18:13 +02:00
Houtan Bastani 19e0d66a71 doc: dseries/reporting: update example 2014-06-12 09:51:57 +02:00
Stéphane Adjemian (Charybdis) 3ed5659f35 Updated manual to reflect changes introduced in c6d93d686a20be61a487e3c3a80774477591f846. 2014-06-11 12:22:35 +02:00
Stéphane Adjemian (Charybdis) bd26b78016 Updated manual (reflecting changes introduced in ab4792f5ab2fdd3c9ce3f09d29ee31c98519ba73). 2014-06-11 12:22:35 +02:00
Houtan Bastani 9258aecba0 reporting: add options to control y axis label 2014-06-10 10:15:15 +02:00
Houtan Bastani e1b3bdf3fb doc: remove line related to 59bfd89f09 2014-06-09 10:14:24 +02:00
Houtan Bastani 59bfd89f09 doc: update dseries slides to reflect changes 2014-06-09 09:59:29 +02:00
Houtan Bastani 8b960b873d doc: dseries slides touch ups 2014-06-06 12:10:22 +02:00
Houtan Bastani f06178a218 doc: dseries slides touch ups 2014-06-05 13:00:04 +02:00
Houtan Bastani a2eec75f6f doc: fix typos in dseries/reporting slides 2014-06-03 18:54:51 +02:00
Houtan Bastani ff268520cd doc: rework reporting portion of slides 2014-06-02 13:49:06 +02:00
Houtan Bastani dafc1b9c1f doc: add paragraph info to reporting portion of slides and do some minor touchups 2014-06-02 11:06:47 +02:00
Houtan Bastani 547fc8df49 doc: changes to dseries portion of slides following Stéphane’s slides 2014-06-02 11:06:47 +02:00
Houtan Bastani 799ce399f5 doc: some changes to dseries portion of slides, following Stéphane’s slides 2014-05-27 18:51:31 +02:00
Houtan Bastani da69fe91ab doc: more dates-related changes to slides 2014-05-27 14:54:28 +02:00
Houtan Bastani b63b8e381f doc: modify dates portion of slides based on Stéphane's slides 2014-05-27 11:55:18 +02:00
Houtan Bastani 9229a35e71 reporting: add new Paragraph class 2014-05-23 18:10:44 +02:00
Houtan Bastani 43424b414f doc: update doc for commit 0f61ae941a 2014-05-22 19:12:37 +02:00
Houtan Bastani f65361f70f doc: add clarifying remark 2014-05-22 19:03:25 +02:00
Houtan Bastani 1282f12bdc reporting: add new option graphShowInLegend to addSeries 2014-05-22 19:03:20 +02:00
Houtan Bastani 9bd01b4ee6 doc: slight changes to dseries/reporting slides 2014-05-22 16:40:50 +02:00
Sébastien Villemot 00873eceaa Fix texinfo error. 2014-05-21 11:30:51 +02:00
Houtan Bastani 0247faa9ed reporting: support horizontal lines 2014-05-20 14:25:01 +02:00
Houtan Bastani d470ef16ca reporting: support vertical lines 2014-05-20 14:17:24 +02:00
Houtan Bastani 3790531cad doc: add more do reporting example 2014-05-19 19:14:08 +02:00
Houtan Bastani 64e10aae10 doc: add introductory sentence for misc pgfplots/tikz options 2014-05-19 17:08:35 +02:00
Houtan Bastani c08ce73540 doc: fix typos 2014-05-19 17:03:31 +02:00
Houtan Bastani fa4aefb26c doc: add more information in the showLegend option 2014-05-19 16:30:19 +02:00
Houtan Bastani 264110835d reporting: add miscTikzAxisOptions option to addGraph 2014-05-19 15:57:43 +02:00
Houtan Bastani eb63ef0267 reporting: add miscTikzPictureOptions option to addGraph 2014-05-19 15:57:43 +02:00