Commit Graph

1501 Commits (7dd2dd5e24a343fbeaf3522ea5e535c27d8b9f95)

Author SHA1 Message Date
Sébastien Villemot 7b0ef3d080 Merge branch 'doc_references' into 'master'
Cosmetic fixes to reference in manual

See merge request Dynare/dynare!1628
2018-11-14 11:33:49 +00:00
Johannes Pfeifer bb1642b5b8 Cosmetic fixes to reference in manual 2018-11-14 12:15:59 +01:00
Sébastien Villemot 736d43c4e6
Bump minimal MATLAB version requirement to 7.9 (R2009b) 2018-11-13 15:59:16 +01:00
Houtan Bastani 2dcaff4f16
preprocessor: submodule update 2018-11-07 15:57:22 +01:00
Houtan Bastani e37549461b
doc: update mexext, matlabroot options 2018-11-06 16:41:35 +01:00
Sébastien Villemot 096936be9c
The preprocessor now compiles the MEX when use_dll is specified
Update documentation accordingly (except on macOS where the solution has not
yet been implemented).

Also include MinGW in the Windows installer.
2018-10-29 14:41:34 +01:00
Stéphane Adjemian (Charybdis) 6a847931dc
Dynare computes the excess kurtosis.
See https://forum.dynare.org/t/simulated-kurtosis-reported-incorrectly/12534
2018-10-03 23:22:33 +02:00
Michel Juillard 3ad654b9b8
Allowing for different number of periods in conditional_forecast_path.
Updated preprocessor submodule.
2018-09-27 18:58:24 +02:00
Sébastien Villemot 7b834bef29 Update URLs for the move to GitLab 2018-09-10 11:55:04 +02:00
Sébastien Villemot d03cc56587 solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
Houtan Bastani 01d5a13082 preprocessor: submodule update: on-the-fly variable declaration in equation tags 2018-07-09 15:36:49 +02:00
Houtan Bastani cfee93b080 preprocessor: submodule update: macro functions 2018-07-09 15:36:49 +02:00
Houtan Bastani ec3e32a12f update copyright year for doc 2018-07-09 15:36:49 +02:00
Sébastien Villemot a1b8bd39b2 Move the location of various generated files on the filesystem
- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
Johannes Pfeifer fa363f7e4b Correct name in manual 2018-06-07 23:15:24 +02:00
Sébastien Villemot 5166b43add Fix case 2018-05-17 12:06:07 +02:00
Stéphane Adjemian(Charybdis) f53be721c1 Added new option mh_tune_jscale.
Works only with the Random Walk Metropolis Hastings algorithm.

Closes #1598
2018-05-16 16:37:22 +02:00
Sébastien Villemot a3301777c9 Update my email and affiliation 2018-05-16 10:23:30 +02:00
Stéphane Adjemian(Charybdis) 8f53be2a6f Impose the consistency of the count of unstable eigenvalues...
... Between stoch_simul and check. Added sdim (the number of stable
eigenvalues) and edim (the complementary number of explosive eigenvalues) in dr
structure. The test is always done with sdim (or edim) returned by mjdgges.
2018-05-05 19:53:13 +02:00
Adrian Bunk 9e06eb8e65 Set the input encoding in parallel.tex
This fixes compilation with TeX Live 2018.
2018-04-23 17:49:15 +02:00
Houtan Bastani fdb72bb633 doc: fix warnings 2018-03-20 16:48:57 +01:00
Houtan Bastani 7f3120eb2e preprocessor: submodule update; introduction of on-the-fly variable declaration 2018-03-20 16:43:06 +01:00
Houtan Bastani 5d1a132374 move preprocessor and macroprocessor documentation to preprocessor submodule 2018-02-19 15:10:07 +01:00
Marco Ratto e45acc11cc fix error in documentation of presample in realtime shock decomposition 2018-02-01 19:15:07 +01:00
Johannes Pfeifer dde1acd18d Make fast_realtime accept observation as input 2018-01-26 18:23:49 +01:00
Johannes Pfeifer 911ca2a54f Add preprocessor interface for fast_realtime option of 2018-01-12 09:48:14 +01:00
Houtan 27317d25c5 preprocessor: add option to remove empty lines from macro-expanded mod file. closes #1551 2017-12-07 18:47:21 +01:00
Houtan 4a6fd427e0 preprocessor: add line number to field in structure that macro variables are saved to. #1564 2017-12-07 18:11:00 +01:00
Houtan Bastani 1d1a91239e preprocessor: support echomacrovars(save). closes #1564 2017-12-04 16:56:43 +01:00
Houtan Bastani c258bad2ab dynare command line: be less strict in accepting macros from .mod file 2017-11-14 12:21:48 +01:00
Houtan Bastani 21c8c3e586 doc: add verbatim BibTeX code for citing dynare 2017-10-13 13:50:49 +02:00
Houtan Bastani 87ea953aa7 doc: add Junior to citation in manual 2017-10-13 13:30:11 +02:00
Houtan Bastani a03834ac3e doc: update guidelines for citing dynare 2017-10-13 12:36:09 +02:00
Houtan Bastani 372decfe90 doc: update dynare compatibility 2017-10-13 12:18:35 +02:00
Houtan Bastani 6d7ae68e2e doc: update references to wiki and forum 2017-10-13 12:09:21 +02:00
Houtan Bastani 85dc468f74 doc: remove references to user guide 2017-10-13 12:09:03 +02:00
Johannes Pfeifer 8779b5a603 Document VarianceDecompositionME field 2017-10-05 11:33:17 +02:00
Johannes Pfeifer a1222a1d1b Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
Houtan Bastani 5c821b784d doc: move user guide to https://github.com/DynareTeam/user-guide.git 2017-09-22 11:52:51 +02:00
Houtan Bastani 513abe445f doc: update for change in 24a03ee290. #1509 2017-09-08 18:20:56 +02:00
Stéphane Adjemian (Scylla) 591a68bf50 Added option stochastic to Dynare command. 2017-08-31 10:19:43 +02:00
Houtan Bastani 349834eeca preprocessor: add write_latex_steady_steade_model command. Closes #1496 2017-08-30 14:30:06 +02:00
Houtan Bastani 09d44c89fd preprocessor: add parameter_set option to evaluate_smoother command. Closes #1477 2017-08-28 18:25:37 +02:00
Houtan Bastani 628c4cf27b preprocessor: add model_local_variable declaration for declaring model local variables with tex names. Closes #563 2017-08-28 17:24:56 +02:00
Houtan Bastani a8073a8d31 doc: add documentation for nopreprocessoroutput option. #1390 2017-08-25 17:41:40 +02:00
Houtan Bastani 1551d33e9e preprocessor: add write_equation_tags option to write_latex_original_model and write_latex_static_model. closes #1431 2017-08-24 16:10:53 +02:00
Johannes Pfeifer b4a52b8076 conditional_forecasts: Fix errors in manual 2017-08-16 19:45:58 +02:00
Johannes Pfeifer 8e899aa6bc Fix another typo in manual 2017-07-17 19:33:51 +02:00
Johannes Pfeifer 9f00081310 Fix typos in manual
Thanks to Jean-Paul K. Tsasa
2017-07-17 08:39:11 +02:00
Stéphane Adjemian 6a789458f1 Merge pull request #1474 from JohannesPfeifer/mode_compute_6_doc
mode_compute=6: Fix mistakes in manual
2017-06-30 12:01:46 +02:00
Johannes Pfeifer 2e06a636cd mode_compute=6: Fix mistakes in manual 2017-06-30 10:50:49 +02:00
Stéphane Adjemian (Charybdis) 63d6dfccf4 Added the possibility to dynare the dynare command options in the mod file. 2017-06-30 10:16:26 +02:00
Houtan Bastani 5eb66ff1ab preprocessor: only create one dynamic/static JSON file 2017-06-29 15:11:22 +02:00
Houtan Bastani 9a13adb111 preprocessor: print JSON deriv detail by default; use option to print less-detailed versions of dynamic/static models 2017-06-29 13:08:41 +02:00
Sébastien Villemot f1ed349d6b Enfore standard tmp directory when calling latex2html. 2017-06-29 12:32:21 +02:00
Sébastien Villemot 5feea2fc72 Update macro-processor slides (new @#include variant). 2017-06-28 18:19:10 +02:00
Sébastien Villemot 1270f12439 Drop texi2html requirement (obsolete software), use texi2any instead. 2017-06-28 17:24:26 +02:00
Stéphane Adjemian (Charybdis) 684861ce87 Fixed typos. 2017-06-28 15:35:05 +02:00
Houtan Bastani 1c2d116a0f doc: fix up wording of JSON description 2017-06-28 12:13:23 +02:00
Houtan Bastani 3938381e99 preprocessor: write JSON output for original model when writing after transform pass 2017-06-28 12:04:04 +02:00
Houtan Bastani 170d90bd84 doc: fix bug introduced in 8e0791d05c 2017-06-28 11:08:17 +02:00
Houtan Bastani 8e0791d05c doc: add info about JSON output 2017-06-28 11:02:16 +02:00
Houtan Bastani f917869439 doc: macOS related updates 2017-06-15 14:03:59 +02:00
Stéphane Adjemian (Charybdis) 0ed62fb476 Fixed authors ordering. 2017-06-11 02:25:05 +02:00
Johannes Pfeifer ac15f60ec6 Fix typo in manual and clarify analytic_derivation option 2017-05-27 18:30:40 +02:00
Stéphane Adjemian 502612a5a5 Merge pull request #1451 from JohannesPfeifer/bvar_doc
Document how to set options for BVAR Irfs
2017-05-16 12:49:30 +02:00
Johannes Pfeifer 6dde340c1e Document how to set options for BVAR Irfs 2017-05-14 18:37:34 +02:00
Johannes Pfeifer 660b370fb3 Fix typos in manual (thanks to Daniel Bendel) 2017-05-03 15:06:16 +02:00
Johannes Pfeifer 0361fb29dc Add documentation of one_sided_hp_filter missing from f7175745ac 2017-05-02 12:27:27 +02:00
Stéphane Adjemian 072246c5ab Merge pull request #1441 from JohannesPfeifer/ksstat
Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
Johannes Pfeifer d7b2e271d7 Update documentation on sensitivity
Closes #789
2017-04-27 12:03:02 +02:00
Johannes Pfeifer 451646ff16 Remove redundant ksstat option
Closes #1431
2017-04-27 11:08:17 +02:00
Stéphane Adjemian (Charybdis) d6e1d0baa5 Added option rescale_prediction_error_covariance. 2017-04-26 18:22:03 +02:00
Houtan Bastani 753d8a17f0 preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477 2017-04-05 11:01:25 +02:00
Houtan Bastani 14f4544a29 preprocessor: add option to write equation tags in latex output. closes #477 2017-04-04 16:08:30 +02:00
Stéphane Adjemian (Charybdis) f9a462bf07 Added option nonlinear_filter_initialization.
Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).

If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.

A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis) 8eefb6a747 Fixed warning introduced in b5c353f5a3. 2017-04-03 11:25:05 +02:00
Johannes Pfeifer b64aa57bc3 Update affiliation of Johannes 2017-04-01 19:59:29 +02:00
Houtan Bastani 6571f7ea68 doc: fix changes merged in ad2e1ffc8d 2017-03-28 11:56:38 +02:00
Johannes Pfeifer b5f989ccb1 Manual: Define integer_vector 2017-03-28 11:39:44 +02:00
Johannes Pfeifer 368262d5f1 Update manual on realtime_shock_decomposition following Marco's description 2017-03-28 11:35:27 +02:00
Johannes Pfeifer b5c353f5a3 Prevent Texinfo from replacing straight quotation marks in codes by italic ones 2017-03-27 12:36:18 +02:00
Johannes Pfeifer 14b8604de5 Restructure manual on shock_decomposition
- Introduces proper definition of output variables
- Clarifies various options
2017-03-27 12:35:36 +02:00
Johannes Pfeifer 94f09402a2 Manual: Add new subsections for commands not belonging to estimation 2017-03-27 11:43:07 +02:00
Houtan Bastani b3ecc8c003 preprocessor: add plot_shock_decomposition command. closes #1406 2017-03-24 12:11:36 +01:00
Houtan Bastani 2be17e1ebd doc: more fixes to documentation 2017-03-24 10:34:59 +01:00
Houtan Bastani 4f432b7e58 doc: update plot_shock_decomposition option names 2017-03-24 10:34:59 +01:00
Stéphane Adjemian c24ebb6055 Merge pull request #1413 from JohannesPfeifer/manual_fix
Fix typo in manual
2017-03-22 12:40:08 +01:00
Houtan Bastani 24abebb0b4 doc: correct argumnets to options 2017-03-21 14:35:04 +01:00
Houtan Bastani 4b4ee1cd92 doc: fix typo 2017-03-21 14:27:58 +01:00
Houtan Bastani 30232985ee doc: fix markups of i.e. and e.g. 2017-03-21 14:15:51 +01:00
Houtan Bastani 2a33cd1bb0 doc: fix doc following recent changes 2017-03-21 12:48:11 +01:00
Johannes Pfeifer effcd3d12a Fix typo in manual
ts does not exist
2017-03-21 09:48:55 +01:00
Johannes Pfeifer 9abac8ccdb Store indicator whether smoother was used with loglinear
Required to keep track of whether estimates were logged. Related to #1407
2017-03-20 11:36:10 +01:00
Stéphane Adjemian (Charybdis) dd02aa4c03 Expand reference manual on loglinear.
Partial cherry-pick of 3fc2e2b967d7c779058922e9f7fd9f688118a2f0 by Johannes Pfeifer.
2017-03-20 10:17:32 +01:00
Marco Ratto f52035a3a0 updated documentation about sub_draws 2017-03-18 00:06:15 +01:00
Marco Ratto a9732afaf6 document behavior of filtered_vars, filter_covariance and filter_step_ahead 2017-03-17 15:43:00 +01:00
Johannes Pfeifer 5d8d5e90d8 evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
Closes #1373
2017-03-17 13:15:39 +01:00
Stéphane Adjemian (Charybdis) ef9338bfd6 Fixed bugs in Reference Manual. 2017-03-17 12:42:00 +01:00
Marco Ratto 27f4f81bbd document save_realtime option of shock decomp 2017-03-17 12:41:59 +01:00
Marco Ratto 0053e7018f special characters fixed again. 2017-03-17 12:41:59 +01:00
Marco Ratto ddd25fb817 Improve documentation of shock decomposition commands 2017-03-17 12:41:59 +01:00
Marco Ratto 06176caf64 manual updates 2017-03-17 12:41:59 +01:00
Stéphane Adjemian (Charybdis) 9fbef0c107 Removed penalty_hessian routine.
+ Code factorization.
 + Added an option for using the penalized objective when computing numerically
 the hessian at the mode.

Previous behaviour (introduced with penalty_hessian routine) was to compute the
hessian matrix at the mode with the penalized objective function (instead of
the original objective function). This behaviour hides problematic situations,
where the computed hessian (using the original objective) would not be full
rank. For instance, if the estimation ends up with a parameter on (or very
close to) the bounds of its possible values (which is often not a desirable
outcome), the estimated posterior variance would be zero for this
parameter (with the original objective) because the hessian is not finite in
this direction, while the posterior variance would be positive if the penalized
objective is used instead. But this estimate would not be reliable by
construction of the penalty which is quite ad-hoc (more fundamentally I do not
think that there exists any rational for approximating the covariance matrix
with the inverse of the hessian matrix if the mode is on the border of the set
of possible values).

This commit restore the behaviour previous to 2446ab02ba.

An option is available for computing the hessian with the penalized
objective function.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis) 5b73d7d59c Added new optimization routine (particleswarm).
Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
Houtan Bastani e88739a5ea doc: add preprocessor copyright info 2017-02-01 18:16:51 +01:00
Houtan Bastani 25e9a81b71 doc: update for preprocessor 2017-02-01 18:06:44 +01:00
Houtan Bastani 3776b910a1 preprocessor: remove introduction to C++ programming 2017-01-31 17:11:28 +01:00
Houtan Bastani f1d607af99 preprocessor: remove extra exogenous variables. closes #841 2017-01-27 22:48:17 +01:00
Houtan Bastani a6e74ac7af doc: update manual copyright date 2017-01-23 14:24:30 -05:00
Houtan Bastani 12b8a915e9 submodule update: reporting 2017-01-09 16:20:15 +01:00
MichelJuillard 562b8f7a5c Merge pull request #1139 from JohannesPfeifer/Ramsey_documentation
Correct manual on Ramsey
2017-01-08 20:03:59 +01:00
Michel Juillard 1554f15a65 - rephrased description of objective function value when Lagrange multipliers are
set to 0
- type correction
2017-01-08 17:16:41 +01:00
Stéphane Adjemian 420fb3896b Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions
Document irf_calibration and moment_calibration in the context of est…
2017-01-05 09:08:52 +01:00
Stéphane Adjemian b464226eaa Merge pull request #1358 from JohannesPfeifer/nograph
Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
Stéphane Adjemian 90982d5fa0 Merge pull request #1357 from rattoma/parallel
Provisions for new node option NumberOfThreadsPerJob. Document option
2017-01-04 23:29:24 +01:00
Houtan Bastani 95ac8536ba doc: update menue for compiler installation 2016-12-28 11:10:02 +01:00
Johannes Pfeifer ca6cd152f2 Document that ramsey_policy now takes multipliers in the variable list.
Related to #1355
2016-12-27 14:36:51 +01:00
Johannes Pfeifer 91abae9ce0 Document graph option 2016-12-26 13:10:45 +01:00
Johannes Pfeifer 452d3cd986 Implement preprocessor interface for posterior_nograph option 2016-12-26 13:07:46 +01:00
Johannes Pfeifer 28d4ed1918 Finish implementation and documentation of nograph option of shock_decomposition.m 2016-12-26 12:52:28 +01:00
Johannes Pfeifer c7290a5f03 Document irf_calibration and moment_calibration in the context of estimation
Also adds unit test. Closes #1318
2016-12-23 12:11:10 +01:00
Johannes Pfeifer 5e010f57c0 Document different treatment of mh_recover and load_mh_file under Octave
Also adjusts unit tests accordingly. Closes #1332
2016-12-23 10:47:58 +01:00
Marco Ratto a55cbdd5fe Provisions for new node option NumberOfThreadsPerJob. Document option 2016-12-19 23:28:46 +01:00
Johannes Pfeifer 352786c2b4 load_mh_file: recompute results by default and load on request
Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
Johannes Pfeifer 5515da191a Add Raftery/Lewis (1992) convergence diagnostics 2016-12-17 17:22:05 +01:00
Stéphane Adjemian 5334c7433d Merge pull request #1345 from JohannesPfeifer/robust_lin_solve
robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e5…
2016-12-17 17:18:19 +01:00
Houtan Bastani de7d239f7c preprocessor: parallel: change default for singleCompThread. #1349 2016-12-13 11:12:04 +01:00
Houtan Bastani f1b4d63045 doc: fix endval typo and add @math{} markup 2016-12-08 10:54:03 +01:00
Stéphane Adjemian (Charybdis) d491b8c1ef Minor modification of 26baff91c.
An exogenous variable appearing in t+1 (as productivity in the expected
return of capital in the Euler equation) is not a forward variable.
2016-12-08 08:53:55 +01:00
Johannes Pfeifer da113029aa Correct initval, endval, and histval documentation 2016-12-08 08:53:55 +01:00
Johannes Pfeifer d5e20752ac robust_lin_solve: Fix mistakes introduced in 4b83c1bf76
Interface was still missing and documentation of option was in wrong place in manual and wrong
2016-12-01 17:31:29 +01:00
Houtan Bastani 392829ef40 doc: fix typo 2016-11-24 15:19:50 +01:00
MichelJuillard 31d2c7e332 Merge pull request #1324 from JohannesPfeifer/kalman
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
2016-11-13 19:13:10 +01:00
Johannes Pfeifer 7831dccd2a Transform save_tmp_file into an option and change defaults 2016-11-04 19:56:55 +01:00
Stéphane Adjemian 4532d13fd3 Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
Stochastic singularity
2016-11-04 10:56:50 +01:00
Johannes Pfeifer 98cf1bfc1d Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Stéphane Adjemian b069241d18 Merge pull request #1217 from JohannesPfeifer/qz_estimation
Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
Stéphane Adjemian 09d374a0be Merge pull request #1303 from JohannesPfeifer/shock_decomp
Shock decomposition and posterior moments
2016-11-04 00:41:04 +01:00
Stéphane Adjemian (Charybdis) a4fc0cb1a6 Fixed typo. 2016-11-03 17:22:44 +01:00
Stéphane Adjemian (Charybdis) f303378f54 Added warnings about the BVAR identification scheme. 2016-11-03 17:22:44 +01:00
Stéphane Adjemian (Charybdis) 9900c05560 Added missing command in list of BVAR commands. 2016-11-03 17:22:44 +01:00
Johannes Pfeifer fac3348dfe Add information on bvar_irf to bvar-a-la-sims.tex 2016-11-03 17:22:44 +01:00
Johannes Pfeifer ef2ee9d2b0 Fix typo in manual 2016-11-03 17:22:44 +01:00
Johannes Pfeifer d75651a8c7 Correct non-unique nodes in manual that breaks compilation 2016-10-15 11:01:00 +02:00
Johannes Pfeifer c7b751bd50 Add mingw to dyn_mex.m and document compiler options and installation. 2016-10-14 16:35:05 +02:00
Johannes Pfeifer fe9d024d9f Manual: add that if several files differ only by the extension, the filaname must include the extension and be written between quotes 2016-10-09 22:28:29 +02:00
Johannes Pfeifer 209f1b4a7c Allow first_obs and nobs as options of shock_decomposition 2016-10-06 14:20:04 +02:00
Johannes Pfeifer 2fe73fafdc Implement and document keep_kalman_algo_if_singularity_is_detected option 2016-10-02 12:56:28 +02:00
Johannes Pfeifer f553f893c6 Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
2016-10-02 10:51:47 +02:00
Houtan Bastani 245359a7df doc: remove last reference to java package for octave 2016-09-27 16:03:45 +02:00
Houtan Bastani 8edea5edb0 octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293 2016-09-27 16:00:34 +02:00
Houtan Bastani 3ace574d72 doc: fix typo 2016-09-16 14:57:35 +02:00
Houtan Bastani 804d31e8af preprocessor: allow shock group names to contain spaces. closes #1280 2016-09-14 14:10:00 +02:00
Houtan Bastani e31f0a8d0f macroprocessor: stop with error when division by zero is encountered. closes #1278 2016-09-05 17:36:40 +02:00
Johannes Pfeifer 76e2112df9 Improve manual on lmmcp 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 2751ab08bb Provide interface to original PATH files and document how to obtain them 2016-08-23 17:28:41 +02:00
Johannes Pfeifer dd22b9609e Add function generate_trace_plots.m that plots trace plots for all estimated parameters 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 8341ac33f8 Document treatment of measurement error in forecasts
Also removes wrong info on HPDTotalsup/inf
2016-08-23 17:22:41 +02:00
Houtan Bastani ab35020e97 Merge pull request #1224 from JohannesPfeifer/ms_doc
Document options of MS code after interface change
2016-08-23 16:57:06 +02:00
Johannes Pfeifer 75e52ed71d Make sure fast_kalman_filter is only used with diffuse_periods=0
Closes #1234
2016-08-22 19:24:35 +02:00
Johannes Pfeifer 818befd4eb Document mh_init_scale 2016-08-22 16:27:32 +02:00
Johannes Pfeifer df8ad833fb Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
Closes #503
2016-08-22 16:27:32 +02:00
MichelJuillard 6a6ccfa966 Merge pull request #1257 from JohannesPfeifer/conf_sig
Conf sig
2016-08-21 16:14:28 +02:00
MichelJuillard d27bbe667f Merge pull request #1230 from JohannesPfeifer/load_mh_file
Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +02:00
MichelJuillard cc5cafdd15 Merge pull request #1254 from JohannesPfeifer/log_density_save
Save log_density at the mode and document oo_.posterior-fields
2016-08-21 11:13:19 +02:00
MichelJuillard 688c812267 Merge pull request #1233 from JohannesPfeifer/doc_additions
Additional documentation for OSR and onlyclearglobals
2016-08-20 17:46:44 +02:00
MichelJuillard 5c69c789f6 Merge pull request #1261 from JohannesPfeifer/bvar
BVAR: Save prior and posterior information in oo_
2016-08-20 17:39:34 +02:00
Houtan Bastani e6a5b8f9b8 doc: clarify that latex code passed to reports must be valid 2016-08-17 14:42:02 +02:00
Houtan Bastani 850411a990 doc: clarify graphLineName option to addSeries 2016-08-17 14:39:15 +02:00
Johannes Pfeifer c156a5907c BVAR: Save prior and posterior information in oo_ 2016-08-01 10:41:04 +02:00
Johannes Pfeifer 8dadd1519e Restore backward compatibility of OSR command with maxit and tolf options
Translates these options into optim_opt structure
2016-07-22 16:53:19 +02:00
Johannes Pfeifer 1bd5c7cc0d Disentangle options_.conf_sig and set default to 0.9 2016-07-21 12:17:30 +02:00
Johannes Pfeifer 08e63f1812 Document tolf and tolx options for perfect foresight and steady
Related to #1249
2016-07-21 09:40:35 +02:00
Johannes Pfeifer f2f44a0989 Save log_density at the mode and document oo_.posterior-fields 2016-07-20 20:48:24 +02:00
Johannes Pfeifer 7621ebb5ea Harmonize spelling and function arguments of collect_latex_files.m
All lower caps and no inputs
2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Hermes) 2435040929 Changed default for nonlinear filters. 2016-07-01 11:47:21 +02:00
Stéphane Adjemian (Hermes) 581198741f Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
This reverts commit b0e7f1cfd7.
2016-06-24 17:38:54 +02:00
Houtan Bastani b0e7f1cfd7 Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
This reverts commit 7a29f50d99.
2016-06-23 15:59:35 +02:00
Houtan Bastani 7a29f50d99 preprocessor: allow for partitioning of variables along multiple dimensions 2016-06-23 15:36:42 +02:00
Johannes Pfeifer 1c420e6056 Allow for parameter_set=mle_mode in shock_decomposition
Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
Johannes Pfeifer 00dcc1b543 Clarify Dynare behavior of using clear all for Octave and Matlab
Closes #1232
2016-06-16 20:50:11 +02:00
Johannes Pfeifer 20ae7069cf Document new OSR fields of M_ 2016-06-16 20:49:02 +02:00
Johannes Pfeifer 1c84ccdc34 Save trend and constant for all variables in smoother 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 5d6d1336ef Enable filter_covariance option in posterior sampling 2016-06-16 12:05:38 +02:00
Stéphane Adjemian (Hermes) 64d01a806e Fixed behaviour of write_latex_prior_table command 2016-06-16 10:38:40 +02:00
Stéphane Adjemian (Lupi) b70fe62503 Minor change in user reference manual.
The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
2016-06-15 17:15:53 +02:00
Johannes Pfeifer e94a698a9b Implement write_latex_prior_table.m
Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
2016-06-15 16:47:39 +02:00
Johannes Pfeifer 4486d098b5 Save dsge_var objects at the mode 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 1084a2d452 Document new behavior of mh_recover and mh_replic 2016-06-14 15:18:05 +02:00
Johannes Pfeifer d02f8d0377 Allow for text-command in math environment by using amsmath package in collect_LaTeX_Files.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 954b0fe987 Document options of MS code after interface change
Closes #879
2016-06-12 13:07:05 +02:00
Sébastien Villemot fe9ef566a6 Fix duplicate texinfo anchor introduced in previous commit. 2016-06-02 14:01:14 +02:00
Houtan Bastani ea4ec224e1 preprocessor: add all_values_required option to histval. closes #261 2016-06-02 12:57:11 +02:00
Stéphane Adjemian (Charybdis) 15f83d0e18 Added new option for setting weights in CPF algorithm. 2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Charybdis) 67b808207c Added new algorithm for the estimation of nonlinear models. 2016-06-01 16:29:53 +02:00
Johannes Pfeifer 14c4a5c131 Fix copy and paste mistake in manual 2016-05-30 17:20:26 +02:00
Johannes Pfeifer cd128cb563 Document configuration file setting for Windows
Closes #337
2016-05-30 13:58:38 +02:00
Johannes Pfeifer b58c8274dd Manual: clarify that name tags are not required for all equations for display of residuals with tags 2016-05-28 19:34:07 +02:00
Johannes Pfeifer f5fd699149 Update documentation on equation tags and LMMCP
Also documents solve_algo=10
2016-05-28 18:02:57 +02:00
Johannes Pfeifer 06ed7ad83f Update manual on slice mode_files option to reflect 3e8dbcfc7e 2016-05-28 15:45:39 +02:00
Johannes Pfeifer 96ca17623b Fix URL fir equation tags 2016-05-28 15:25:03 +02:00
Stéphane Adjemian (Hermes) 635d5b704b Added description of options lmmcp and stack_solve_algo==7 in reference manual. 2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes) 97d094b6dd Added mention to equation tags in Ref. manual. 2016-05-24 17:26:06 +02:00
Johannes Pfeifer 03563e012b Allow for pass OSR parameter bounds to optimizer 2016-05-22 11:41:54 +02:00
Johannes Pfeifer 010787ba8d Document inefficiency factor computation 2016-05-19 16:33:06 +02:00
Johannes Pfeifer 048fbcc698 Add reference for slice sampler 2016-05-19 15:38:43 +02:00
Johannes Pfeifer ddaada1a16 Cosmetic changes to manual 2016-05-19 15:12:21 +02:00
Johannes Pfeifer 6241a834e1 Document recent posterior sampler interface changes 2016-05-19 15:02:58 +02:00
Houtan Bastani 6b7a77d5a9 preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187 2016-05-18 12:26:19 +02:00
Houtan Bastani 253e6c8dfb Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
This reverts commit c496d6f5ca.
2016-05-18 10:34:45 +02:00
Houtan Bastani c496d6f5ca Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
This reverts commit 024586fbb1.
2016-05-17 15:37:46 +02:00
Houtan Bastani 85e3ddd2d4 build system: modify package creation for OS X. Min requirements OS X 10.8+ and 64-bit Matlab 2016-05-13 15:52:49 +02:00
Houtan Bastani 024586fbb1 preprocessor: add option no_2nd_order_params_derivs. #1187 2016-05-12 14:40:28 +02:00
Houtan Bastani 25121bca4f fix copyright dates 2016-05-04 16:05:31 +02:00
Michel Juillard 98b53553c6 update doc for shocks_decomposition 2016-04-15 09:02:53 +02:00
MichelJuillard a8cc21eb97 Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
MichelJuillard aa1a0b5e25 Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
Johannes Pfeifer 1bf684442c Fix typos in manual 2016-04-12 11:04:49 +02:00
Johannes Pfeifer e086e0fb2d Add documentation on oo_.Smoother subfields 2016-04-12 10:52:41 +02:00
Johannes Pfeifer 8b21443284 Document oo_.Smoother.Variance 2016-04-12 10:52:06 +02:00
MichelJuillard 1def8a409b Merge pull request #1158 from JohannesPfeifer/higher_moments
Save skewness and kurtosis when simulated moments are requested
2016-04-12 10:46:40 +02:00
Johannes Pfeifer 80d3db5447 Clarify manual on conditional_forecasts with trends 2016-04-09 09:45:21 +02:00
Stéphane Adjemian 056548ba76 Merge pull request #1152 from JohannesPfeifer/headers
Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
Johannes Pfeifer 358ba0181c Save skewness and kurtosis when simulated moments are requested
Closes #1157
2016-04-06 09:23:54 +02:00
Johannes Pfeifer 00b605c084 Correct and clarify manual on shock_decomposition command 2016-04-02 17:36:53 +02:00
Johannes Pfeifer 62bdb510ab Clarify documentation on oo_.FilteredVariablesShockDecomposition
(cherry picked from commit b68304e1e8bda36269e87cc500b59ad7bc556d09)
2016-03-30 17:10:53 +02:00
Johannes Pfeifer ddb8e8f6e1 Clarify selected_variables_only option behavior
(cherry picked from commit dcdd1e7f7a324cc8de653bf56e43091b546883a0)
2016-03-30 17:10:37 +02:00
Stéphane Adjemian (Hermes) bdb5068235 Added documentation for prior command (CLI). 2016-03-29 17:15:52 +02:00
Stéphane Adjemian (Hermes) a40214ae8d Document calib_smoother options.
Closes #1146
2016-03-29 15:08:00 +02:00
Johannes Pfeifer 4b83c1bf76 Integrates Tom Holden's robust linear solver
Supersedes #984
2016-03-25 09:59:20 +01:00
Stéphane Adjemian (Lupi) fd850ca5bd Merge branch 'master' into lik_init_5_fixes
Conflicts:
	doc/dynare.texi
	tests/Makefile.am
2016-03-24 17:40:27 +01:00
Stéphane Adjemian 45ed4662ac Merge pull request #1142 from JohannesPfeifer/spectral_density
Document spectral_density option of stoch_simul
2016-03-23 14:22:33 +01:00
Johannes Pfeifer 891b6da31c Clarify hierarchy of loglinear option's logging of data and prefiltering's demeaning in manual 2016-03-23 10:09:16 +01:00
Johannes Pfeifer ecb6cc4cde Correct manual on Ramsey
Closes #944
2016-03-22 22:05:38 +01:00
Johannes Pfeifer 2a323986a5 Document spectral_density option of stoch_simul
Closes #254
2016-03-22 21:45:36 +01:00
Stéphane Adjemian(Charybdis) a55f00073b Manual Merge of branch 'mh_recover' (Johannes) 2016-03-22 18:02:45 +01:00
Stéphane Adjemian(Charybdis) 61e6e80b5a Allow irf_shocks in DSGE-VAR models. 2016-03-22 16:04:33 +01:00
Johannes Pfeifer 4ca5c21858 Clarify manual on mh_recover 2016-03-16 20:01:07 +01:00
Houtan Bastani 939ac02bad fix copyright dates 2016-03-15 12:45:57 +01:00
Stéphane Adjemian 5a91b601a2 Merge pull request #1134 from JohannesPfeifer/bvar_mdd
Save marginal data density from BVAR in oo_
2016-03-15 12:39:10 +01:00
Johannes Pfeifer 6b31363d10 Save marginal data density from BVAR in oo_
Closes #1090
2016-03-15 11:49:25 +01:00
Houtan Bastani ff0f360938 doc: clarify/simplify doc for planner_discount 2016-03-11 16:02:01 +01:00
Houtan Bastani b303819254 doc: even though long_name was removed as an explicit option in c9ca46f228, reintroduce the doc related to it so as not to confuse the issue 2016-02-26 17:00:35 +01:00
Houtan Bastani c9ca46f228 preprocessor: allow arbitrary partitioning of variables (removes long_name keyword) 2016-02-26 16:47:17 +01:00
Houtan Bastani 8c2e6655f1 preprocessor: introduce new option compute_xrefs, #1125 2016-02-23 13:57:55 +01:00
Houtan Bastani 10b3a57c7f reporting: submodule update 2016-02-22 11:03:09 +01:00
Houtan Bastani 3dc02055ec fix quotation marks (thanks Johannes) 2016-01-22 10:39:31 +01:00
Houtan Bastani 55ffad933c doc: fix typo (thanks Johannes) 2016-01-21 17:36:02 +01:00
Johannes Pfeifer 9cea813249 Add missing packages to collect_LaTeX_Files.m and manual 2015-12-13 16:57:25 +01:00
Stéphane Adjemian (Charybdis) f9436350f1 Added weibull prior in the manual. 2015-12-04 18:48:16 +01:00
Michel Juillard fb3f9a6475 fixing the reference to Herbst 2015-11-28 18:20:36 +01:00
Michel Juillard c373d1e1be adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
Michel Juillard 53e9307fe2 modified too big message in evaluate_planner_objective
Mention the issue in the doc
2015-11-09 09:15:44 +01:00
Houtan Bastani e6fa686566 fix typo 2015-10-22 11:07:59 +02:00
Houtan Bastani e7bac9db02 fix typo in doc 2015-10-21 20:33:49 +02:00
Houtan Bastani ab893696eb submodule update: dseries 2015-10-21 17:49:48 +02:00
Johannes Pfeifer a7ed27b889 Document lik_init=5 and add unit test for lik_init 2015-10-18 18:55:33 +02:00
Houtan Bastani f583add550 prior_posterior_function: save results to different structures, depending on which command was called 2015-10-14 11:19:12 +02:00
Houtan Bastani fd5ce1366e preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Stéphane Adjemian (Charybdis) 6ea5bdde34 Merge branch 'johannes_bandpass' 2015-10-13 23:56:22 +02:00
Houtan Bastani 145e2d5542 preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076 2015-10-13 17:41:31 +02:00
Houtan Bastani c45a054c6f modify calling structure of execute_prior_posterior_function and update doc 2015-10-13 15:13:35 +02:00
Stéphane Adjemian d3eca9338b Merge pull request #1038 from JohannesPfeifer/kernel_density
Allow computing posterior kernel density
2015-10-12 23:23:07 +02:00
Johannes Pfeifer 40de494568 Document new filter option 2015-10-12 20:42:04 +02:00
Michel Juillard 8bfec92d4d adding missing @end deffn 2015-10-12 16:57:55 +02:00
Johannes Pfeifer b7cbb563d6 Allow suppressing density of smoother and forecast objects 2015-10-12 15:34:52 +02:00
Johannes Pfeifer fd9f2db79d Allow resuming previous run of CMAES
Also enables saving of intermediate results, consistent with the manual.
2015-10-11 19:13:48 +02:00
MichelJuillard b51b037ef2 Merge pull request #871 from JohannesPfeifer/prior_posterior_function
Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Stéphane Adjemian 3490e400bc Merge pull request #1015 from JohannesPfeifer/model_comparison
Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
Stéphane Adjemian (Charybdis) e52ce43569 Removed clear all for Matlab>=R2015b.
By default, Dynare clears the globals and functions containing
persistent variables. The behaviour of Dynare is not changed with
Matlab<R2015b or Octave.
2015-10-06 11:34:56 +02:00
Stéphane Adjemian (Charybdis) d43534d9f3 Fixed compilation of org files to html (dynare-internals.org).
Should fix the build of dynare's snapshot (for windows) after the
dist-upgrade on karaba.
2015-09-25 23:37:45 +02:00
Johannes Pfeifer 6c8e7c5ff5 Fix typo in manual 2015-09-17 14:36:59 +02:00
Stéphane Adjemian (Charybdis) a911568b37 Updated dseries submodule and reference manual.
Remove the possibility to instantiate an empty dseries with a range of dates.
2015-09-14 14:07:51 +02:00
Houtan Bastani fbd178c5be preprocessor: add horizon option to ms_forecast 2015-09-08 17:28:08 +02:00
Houtan Bastani c96b8392d3 doc: fix typo that caused repeated entries in index 2015-09-07 11:49:17 +02:00
Houtan Bastani 8d54aeeaf6 preprocessor: add relative_irf option to irf_calibration block. closes #720 2015-09-07 11:49:17 +02:00
Houtan Bastani d280cbfb1a doc: fix typos 2015-08-31 14:33:00 +02:00
Stéphane Adjemian edcddd9008 Merge pull request #1037 from JohannesPfeifer/rolling_window
Add capacities for rolling window estimation
2015-08-31 12:56:02 +02:00
Houtan Bastani ae49cddd1d preprocessor: allow for [paths] block in dynare config file. closes #1039 2015-08-28 18:06:30 +02:00
Houtan Bastani 2518f6c83c preprocessor: macroprocessor: add @#includepath macro. #1039 2015-08-28 14:43:26 +02:00
Houtan Bastani c9a808f704 doc: add documentation related to 1ba04976aa 2015-08-27 17:49:32 +02:00
Johannes Pfeifer f80f0f9258 Add capacities for rolling window estimation 2015-08-25 15:37:25 +02:00
Johannes Pfeifer a072294cab Improve documentation for model_comparison.m 2015-08-13 17:49:15 +02:00
Stéphane Adjemian de9f5cd8e1 Merge pull request #1023 from JohannesPfeifer/posterior_std
Clarify that oo_.posterior_std comes from mode computing
2015-08-13 16:10:12 +02:00
Stéphane Adjemian (Lupi) 670de60a72 Fixed typo (missing macro in texinfo doc). 2015-08-13 14:24:01 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Johannes Pfeifer 8a09c61adb Redefine oo_.posterior_std and add oo_.posterior_std_at_mode
Makes clear that oo_.posterior_std_at_mode comes from mode-finding while oo_.posterior_std comes from MCMC
2015-08-11 11:24:58 +02:00
Michel Juillard 9a7aac65de fixing type in documentation 2015-07-29 09:23:16 +02:00
Johannes Pfeifer 8341e0c2f0 Add documentation for execute_prior_posterior_function 2015-07-28 15:37:02 +02:00
Johannes Pfeifer 0f50f33c2c Initialize M_.dname=M_.fname in global_initialization.m
Closes #979
2015-07-28 15:23:53 +02:00
MichelJuillard 2209944c7c Merge pull request #1000 from JohannesPfeifer/collect_latex
Bugfixes related to collect_LaTeX_Files.m
2015-07-27 21:55:09 +02:00
MichelJuillard 7541cf0132 Merge pull request #996 from JohannesPfeifer/doc_allowed_names
Add info on allowed variable names to manual
2015-07-27 21:51:38 +02:00
Johannes Pfeifer 19b7f5ea7f Bugfixes related to collect_LaTeX_Files.m
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
2015-07-26 17:49:54 +02:00
Johannes Pfeifer d4629d4ba4 Add info on allowed variable names to manual
Closes #341
2015-07-24 13:13:43 +02:00
Johannes Pfeifer 36e7bcdbcd Add headers and more documentation to shock_decomposition.m and graph_decomp.m 2015-07-24 10:08:43 +02:00
Johannes Pfeifer 08b42f9adb Add disclaimer to manual regarding reset of mode-file. 2015-07-23 17:19:09 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2cb58be875 Merge pull request #969 from JohannesPfeifer/documentation
Improve documentation of nobs, first_obs, presample, and mode_check
2015-07-20 14:27:40 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Houtan Bastani a4cee3929d doc: change xref to ref 2015-07-20 10:55:17 +02:00
Houtan Bastani 722036aea5 doc: change xref to ref, fix grammar 2015-07-20 10:52:17 +02:00
Houtan Bastani e7239fe0fc change xref to ref 2015-07-20 10:49:45 +02:00
MichelJuillard ce3dc068c3 Merge pull request #692 from JohannesPfeifer/imcforecast
Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
Houtan Bastani 7740fdaca0 preprocessor: split creation of latex model files. closes #966 2015-07-15 08:58:15 +02:00
Houtan Bastani 33e6b873e6 fix typo 2015-07-15 08:41:10 +02:00
Stéphane Adjemian (Hermes) b5a0114872 Fixed bug in reference manual (missing escape parameter). 2015-07-08 23:34:33 +02:00
Houtan Bastani 69b7d8024c submodule update: reporting 2015-07-08 11:43:19 +02:00
Johannes Pfeifer 387fd6698b Add to manual that DSGE-VAR is incompatible with presample. 2015-07-08 10:14:27 +02:00
Johannes Pfeifer 01605edda3 Cosmetic fixes to manual 2015-07-08 10:09:43 +02:00
Johannes Pfeifer 8e7a4bd805 Clarify nobs statement. 2015-07-08 10:06:08 +02:00
Johannes Pfeifer 723754d057 Elaborate on mode_check graphs for particle filter 2015-07-08 09:43:18 +02:00
Johannes Pfeifer a3c4c40ed0 Add restriction for first_obs with DSGE-VAR to manual 2015-07-08 09:22:21 +02:00
Johannes Pfeifer df55ddc6ac Improve documentation of presample option 2015-07-08 08:54:11 +02:00
Stéphane Adjemian (Charybdis) 8007f508a2 New option linear_approximation for perfect foresight models.
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
Stéphane Adjemian 71700dff76 Merge pull request #942 from JohannesPfeifer/TaRB_integration
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Houtan Bastani 5f8709675a doc: small fixes to reporting slides 2015-06-10 20:32:03 +02:00
Houtan Bastani d075dccfa1 doc: small changes to dseries/reporting 2015-06-10 10:18:35 +02:00
Johannes Pfeifer 20c292a730 Update manual entries related to TeX-Output
Documents new commands and adds info on the required packages.
2015-06-08 18:01:03 +02:00
Johannes Pfeifer f0167d8cd5 Cosmetic fixes to manual 2015-06-08 16:49:40 +02:00
Johannes Pfeifer dec37f372a Document options for silent mode-finding 2015-06-08 16:49:40 +02:00
Johannes Pfeifer 35040725bb Document TaRB algorithm 2015-06-08 16:49:39 +02:00
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