82bd6829a6
manual: add guidance on number of draws in slice sampler
2023-03-13 15:34:03 -04:00
aee39d54ef
Manual: misc cosmetic fixes
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[skip ci]
2023-02-17 11:19:17 -05:00
2a25119bb3
Manual: the preprocessor no longer generates a <modfile>.m, it’s been replaced by the driver file
2023-02-17 11:11:08 -05:00
fc453a6e2f
Manual: remove spurious dashes
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And other cosmetic fixes.
2023-02-16 17:13:38 -05:00
2a4f850996
Manual: fix name of shocks(surprise) block
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[skip ci]
2023-02-16 17:11:56 -05:00
0da73f6415
Manual: document more precisely the column (resp. row) indices of oo_.endo_simul (resp. oo_.exo_simul)
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[skip ci]
2023-02-16 17:06:45 -05:00
39a9b221b9
Manual: mark “simul” as deprecated
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[skip ci]
2023-02-16 16:50:56 -05:00
def25a1fd3
Manual: explicitly say to which type the suffixes |e, |x and |p correspond
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[skip ci]
2023-02-13 14:40:35 -05:00
dbcaa2abfa
Manual: it is not possible to declare an exogenous or a parameter within an equation tag
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[skip ci]
2023-02-13 14:40:32 -05:00
659474bd99
Manual: the “expression” option of “var_expectation_model” does not take a string
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[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
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[skip ci]
2023-02-10 16:41:51 -05:00
4a150efb22
Manual: misc quote fixes
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[skip ci]
2023-02-09 13:40:09 -05:00
05db89cb8c
Manual: fix typo
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[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
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1849
2022-12-03 16:00:27 +01:00
6185767f63
Fix typo
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[skip ci]
2022-11-30 15:21:49 +01:00
d574705b4a
Design and performance improvement to solve_algo={12,14}
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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}
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[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”
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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
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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)
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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
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[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
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Incidentally, this change allows a sligthly more flexible syntax in
“svar_identification”, so document it.
2022-03-29 15:11:28 +02:00
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Guts)