659474bd99
Manual: the “expression” option of “var_expectation_model” does not take a string
...
[skip ci]
2023-02-13 14:10:24 -05:00
a1cdd287e5
Manual: specify that perfect_foresight_with_expectation_errors_setup(datafile=…) wants a CSV file
...
[skip ci]
2023-02-10 16:41:51 -05:00
4a150efb22
Manual: misc quote fixes
...
[skip ci]
2023-02-09 13:40:09 -05:00
05db89cb8c
Manual: fix typo
...
[skip ci]
2023-02-07 16:29:15 -05:00
3e6b6c87c3
Manual: fix math formula in “markowitz” option description
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By the way, add some explanatory words.
[skip ci]
2023-02-07 16:25:16 -05:00
65053667cf
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command
2023-02-07 14:49:00 -05:00
0c06ab1cc1
Block decomposition: make mfs=1 the default
2023-01-25 18:43:59 +01:00
e30314e75d
Drop the “Sigma_e” statement
2023-01-16 16:52:42 +01:00
1b47c8a5e5
Drop the “periods” statement
2023-01-16 16:52:40 +01:00
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
Stéphane Adjemian (Guts)
f769420888
Document new option conditional_likelihood.
2023-01-06 15:39:10 +01:00
45450651a2
model_info.m: fix display of block decomposition
2023-01-03 16:17:43 +01:00
9de0688cfe
Make default jscale depend on number of estimated parameters
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1849
2022-12-03 16:00:27 +01:00
6185767f63
Fix typo
...
[skip ci]
2022-11-30 15:21:49 +01:00
d574705b4a
Design and performance improvement to solve_algo={12,14}
...
Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models
Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).
This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).
By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).
This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
3e391347d4
Manual: fix wrong anchor
2022-11-30 14:42:15 +01:00
28cf8d1719
Manual: document missing options of calib_smoother
2022-11-24 10:01:45 +01:00
169985ae8e
Manual: fix typo
2022-11-11 09:42:05 +01:00
272e438c2b
OccBin: document simul_reset_check_ahead_periods and simul_max_check_ahead_periods
2022-11-04 23:16:21 +01:00
417108643a
Manual: minor improvements to description of solve_algo={1,2,9}
...
[skip ci]
2022-10-24 18:05:15 +02:00
5bfcbe57f5
Merge branch 'doc_mcp' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2077
2022-09-14 17:32:40 +02:00
9a6ab30a03
Manual: expand documentation of MCP
2022-09-13 17:51:16 +02:00
3493b91ead
mode_compute=6: document changes in e5102eee
2022-09-13 13:43:33 +02:00
13709f6853
Add “fsolve_options” option to “steady” command
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Closes : #1856
2022-07-22 14:35:19 +02:00
32cf926ef8
Macro-variables defined without a value are now set to “true”
...
They were previously set to 1.
Ref. preprocessor#43
2022-06-16 16:52:50 +02:00
ec6ce95efd
Manual: fix return value of “in” macro-operator
...
It returns a boolean, not a logical.
2022-06-16 16:50:01 +02:00
1bb87538be
Merge branch 'doc_parallel' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1976
2022-06-15 15:42:05 +02:00
06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode)
...
Previously, LBJ was available:
– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
was not making it clear that it was LBJ)
This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
2022-06-15 15:06:33 +02:00
594d847cba
Merge branch 'occ_checks' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2040
2022-06-07 15:03:30 +02:00
852d1352da
Expand documentation of markowitz criterion
2022-06-07 15:00:50 +02:00
48eae1dd66
Manual: modernizes terminology on master/slave
2022-06-02 14:26:25 +02:00
8ac72590da
PKF: document incompatibilities and throw proper errors if triggered
2022-05-31 17:40:03 +02:00
e24ff8e91f
Document tolx option of steady
2022-05-31 14:37:11 +02:00
aeac54bd15
occbin: clarify concept of baseline regime
2022-05-17 12:25:14 +02:00
0685e03ecd
occbin: add warning on spurious regime transitions
2022-05-17 12:25:14 +02:00
63a116fb28
New += and *= syntaxes in “endval(learnt_in=…)” blocks
2022-05-03 17:46:59 +02:00
a2fbd6d23c
Manual: fix typo
...
[skip ci]
2022-04-29 17:47:36 +02:00
be90ca1156
Manual: add perfect foresight with expectation errors
2022-04-29 17:43:35 +02:00
518ef89268
Manual: fix typo and fonts
2022-04-29 11:23:39 +02:00
3b4ef0df49
Add new “log” option to “var” statement
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Ref. #349
2022-03-30 18:01:22 +02:00
6988f0a3d8
Preprocessor: refactor parsing of symbol lists
...
Incidentally, this change allows a sligthly more flexible syntax in
“svar_identification”, so document it.
2022-03-29 15:11:28 +02:00
d9feb04503
Manual: remove nonexisting syntax in “svar_identification”
2022-03-29 15:11:25 +02:00
ecbfb7d083
Manual: clarify potential naming issues in steady state files
2022-03-14 20:33:19 +01:00
3d7299c1e4
New option “non_zero” to the “resid” command
...
When this option is given, the “resid” command only displays non-zero residuals
2022-03-01 14:26:16 +01:00
Stéphane Adjemian (Charybdis)
c9825c803a
Fix description of the conditional_forecast command.
...
Closes #1844
2022-02-24 20:33:47 +01:00
9a27735f47
Manual: cosmetics
2022-02-10 17:35:21 +01:00
685598c6e2
Add interface to “static” and “incidence” options of “model_info”
...
These options were implemented and described in the reference manual, but their
interface was missing.
By the way, make various minor improvements to the description of “model_info”
in the reference manual. In particular, remove the single quotes around the two
aforementioned options (which are a remnant from an older interface).
2022-02-09 14:07:30 +01:00
Stéphane Adjemian (Ryûk)
f5f47cd834
Add new option last_simulation_period to initval_file command.
...
Also adjust the periods in Simulated_time_series (output of the perfect
foresight solver in the workspace). Note that this dseries object contains the
observations for the initial condition (M_.orig_maximum_lag observations) and
for the terminal condition (M_.orig_maximum_lead observations).
See #1838 .
Fix testsuite (wrong file name)
2022-01-21 17:39:47 +01:00
b7d37f092f
manual: expansion of the semi-structural estimation section
...
[skip ci]
2022-01-06 17:59:21 +01:00
8553525c0f
Merge branch 'doc' into 'master'
...
manual: clarify moment_calibration
See merge request Dynare/dynare!1990
2022-01-06 08:21:31 +00:00
Stéphane Adjemian (Ryûk)
02901002cf
Various improvements in the documentation of semi-structural models.
...
[skip ci]
2022-01-05 15:08:53 +01:00
Stéphane Adjemian (Ryûk)
472e66ae47
Fix list of allowed expressions in LHS (for solve_algo={12,14}).
...
[skip ci]
2022-01-05 11:46:53 +01:00
259fe492e8
manual: clarify moment_calibration
2022-01-05 11:31:17 +01:00
7f3bc60ce0
lsqnonlin only supported for method_of_moments
2022-01-04 14:33:05 +01:00
Stéphane Adjemian (Ryûk)
7ad508532d
Documentation of semi-structural models tools.
2022-01-02 21:00:28 +01:00
4db2899868
estimated_params: fixes for new semantics
...
The change implemented in 21a8a5794a
2021-12-16 15:38:09 +01:00
d4cb7f7ff2
manual: clarify heteroskedastic_shocks-block
2021-12-16 09:09:47 +01:00
21a8a5794a
Various new model editing features
...
– multiple “model” and “estimated_params” block are supported
– new “model_options” statement to set model options in a global fashion
– new “model_remove” command to remove equations
– new “model_replace” block to replace equations
– new “var_remove” command to remove variables (or parameters)
– new “estimated_params_remove” block to remove estimated parameters
2021-12-15 17:33:01 +01:00
6f87edfa3d
Manual: remove wrong end;
2021-12-14 11:21:17 +01:00
8eeb92e56b
Add hyberbolic primitives (sinh, cosh, tanh, asinh, acosh, atanh)
2021-12-07 18:04:56 +01:00
5f675eee18
Add erfc() primitive
2021-12-07 17:00:59 +01:00
c07508a917
occbin_write_regimes: distinguish between smoother and simulations
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Closes : #1828
2021-12-07 12:41:34 +01:00
9212cae713
evaluate_planner_objective: document options
2021-12-07 12:19:31 +01:00
d959c6e1dd
manual: clarify inversion filter smoother
2021-11-07 10:10:57 +01:00
8e58c190a8
Manual: fix broken reference
2021-11-05 09:18:34 +01:00
368ff7f8fe
Merge branch 'Zhong' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1946
2021-10-20 15:54:40 +02:00
2c20453861
Document second-order accurate approximation of welfare at order=2
2021-10-18 17:15:05 +02:00
226ed712bd
Documentation: add missing author
2021-10-17 15:11:52 +02:00
c320af2cd0
Merge branch 'mh_mode' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1932
2021-09-22 16:24:39 +02:00
6abc984d5e
Fix mh_posterior_mode_estimation option
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1044
2021-09-22 10:00:47 +02:00
f097d7c4b5
Manual: further details on evaluate_planner_objective
...
[skip CI]
2021-09-21 13:11:20 +02:00
d5b66ea28a
Document recent changes to evaluate_planner_objective
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1680
2021-09-16 15:44:08 +02:00
6c14ffb6fb
manual: updated info on auxiliary variables
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1811
2021-09-15 16:10:59 +02:00
966234b044
model_info.m: add non-block info
2021-09-15 16:10:43 +02:00
41b3146273
occbin: add description of filter_use_relaxation
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(@stepan removed trailing space)
2021-08-17 11:10:08 +02:00
948e4e7540
Manual: correct default for optimizer following a5995aec03
...
(@stepan removed trailing space)
2021-08-17 10:51:24 +02:00
21f3e120dd
Manual: update link to equation tag wiki
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1808
2021-08-16 13:05:42 +02:00
Stéphane Adjemian (Charybdis)
a0685c6693
Fix sphinx warning (title underline too short).
2021-08-16 13:01:17 +02:00
cbce60943f
Manual: document behavior of steady_state() in perfect_foresight_context
...
(@stepan removed trailing whitespaces)
2021-08-16 12:58:09 +02:00
64b9e4c4af
Manual: document that typically Bayesian names are used even if ML is done
...
(@stepan removed trailing whitepaces)
2021-08-16 12:51:37 +02:00
89b6ecf900
Manual: add warnings regarding the use of auxiliary variables
...
(@stepan removed trailing spaces)
2021-08-16 12:47:54 +02:00
cc04ef6ebf
Particle filter: document remaining options
...
(@stepan removed trailing spaces)
2021-08-16 12:41:42 +02:00
Stéphane Adjemian (Charybdis)
c46f661669
Cosmetic changes (remove trailing spaces).
2021-08-16 12:26:20 +02:00
12cd217edf
Occbin: add documentation
2021-08-16 11:41:07 +02:00
Stéphane Adjemian (Charybdis)
4d590f8a87
Cosmetic change (remvove trailing spaces).
2021-08-16 10:55:33 +02:00
49cba34358
📖 Fix references in documentation
2021-08-16 10:41:07 +02:00
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
...
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
...
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
...
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
...
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'
...
Ref. !1841
2021-05-11 18:51:57 +02:00
Sébastien Villemot
Stéphane Adjemian (Guts)
Johannes Pfeifer
Willi Mutschler
MichelJuillard
Marco Ratto