9557142cc4
preprocessor: remove constraint outlined in #849
2015-07-30 17:52:47 +02:00
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
ae4e802c44
Fied bug. Moved option linear_approximation.
2015-07-08 11:11:22 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
fa80fbf635
Enable tex option for stoch_simul
2015-06-08 18:00:32 +02:00
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
8048b0c5c1
Allow for relative_irf option in estimation command
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The option was used and inherited from stoch_simul before
2015-06-08 16:42:43 +02:00
2f0cb39e14
adding options LMMCP and OCCBIN to perfect_foresight_solver and
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extended_path
2015-06-02 17:38:22 +02:00
88798bfe5e
Fixed bug introduced in c22d31330c (Ramsey
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constraints).
2015-06-01 12:27:16 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
89828e56cc
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
44790abbb7
preprocessor: add tarb_optim option to estimation. #940
2015-05-13 16:50:07 +02:00
12be4e6672
preprocessor: add tarb_new_block_probability option to estimation. #940
2015-05-13 15:49:41 +02:00
0d76e30248
preprocessor: add tarb_mode_compute option to estimation. #940
2015-05-13 15:46:52 +02:00
e5df26a6e8
preprocessor: add use_tarb option to estimation. #940
2015-05-13 15:32:24 +02:00
f239c1c368
preprocessor: add huge_number to estimation and osr. #924
2015-05-13 15:14:34 +02:00
027f1302d1
preprocessor: add dr_display_tol to stoch_simul. #924
2015-05-13 15:12:39 +02:00
18e9521450
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +02:00
090c4fedbd
Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
2015-04-03 18:02:03 +02:00
30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
f72910ae33
fix preprocessor implimentation of filter_algorithm option to estimation. closes #843
2015-02-09 03:20:37 +01:00
eae9f688c5
preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520
2014-12-12 18:02:07 +01:00
978398323e
preprocessor: add prefilter, first_obs, and loglinear options to calib_smoother, #803
2014-11-26 15:05:07 +01:00
4b41aa70c4
preprocessor: add optim option to osr, #779
2014-11-25 11:44:52 +01:00
f3ec84971b
preprocessor: add diffuse_filter and prior_trunc options to identification, #677
2014-11-18 11:53:34 +01:00
4b338b4bcb
preprocessor: add nodecomposition option to estimation and stoch_simul, #702
2014-11-17 12:15:38 +01:00
3f68450d51
osr: add option opt_algo. #779
2014-11-14 17:35:03 +01:00
5500846280
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
df19396acf
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
9bfdeb30e2
Bug fixes.
2014-09-08 22:36:41 +02:00
5e4b7d8d42
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
bcad4f31f2
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
08c74b8f41
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
a6009908e4
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
648c4717ad
Added option number_of_particles (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
4f02e58010
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
06d1f66242
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
a8f9fdf296
New option "overwrite" to "shocks" and "mshocks".
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Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
8956bddeba
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
632fd01836
Allow ranges in lags/periods specification of {irf,moment}_calibration.
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Ref #267
2014-03-17 18:12:04 +01:00
17477ab095
adding ramsey_model to Dynare grammar
2014-03-09 12:15:32 +01:00
35795c3ba9
Add option mh_conf_sig
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Fixes #598
2014-03-06 10:06:55 +01:00
658f759ede
ms-dsge: add number_of_lags and parameters option to front end
2014-02-24 12:37:18 +01:00
3c1271f5c2
Implement syntaxes for moment_calibration and irf_calibration.
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Ref #267
2014-02-10 19:23:06 +01:00
3348481104
Add new options consider_all_endogenous and consider_only_observed.
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Closes #336
2014-02-04 14:49:06 +01:00
Houtan Bastani
MichelJuillard
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Johannes Pfeifer
Sébastien Villemot
Houtan Bastani