Commit Graph

100 Commits (84566adac9dbe351f80f339ea03abdad958a64c2)

Author SHA1 Message Date
Johannes Pfeifer 18350f680e manual: clarify that mh_replic is per chain, not the total number of replications
[skip CI]
2020-11-30 17:32:03 +01:00
Sébastien Villemot b4f293bdf2
Document mode_compute=13
[skip ci]
2020-11-27 14:22:59 +01:00
Sébastien Villemot fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.

Incidentally, this closes #1731. This commit therefore also removes the
workaround introduced in 0391dbbeb1.
2020-11-09 16:34:12 +01:00
Sébastien Villemot f823f1a691
Manual: fix link to (old) Dynare wiki 2020-11-03 16:52:23 +01:00
Sébastien Villemot 71e3e0d49e
Fix extended_path with bytecode
By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.

Closes: #1742
2020-10-14 17:25:58 +02:00
Sébastien Villemot a9fea692e9
Preprocessor: allow 'use_dll' option to be specified on the command line 2020-09-18 15:20:00 +02:00
Sébastien Villemot f6e7c2d061
Manual: remove obsolete requirement for 'use_dll' on Windows
[skip ci]
2020-09-18 15:05:38 +02:00
Sébastien Villemot b281d682f2
Manual: document default name for “shock_groups” blocks
By the way, fix the syntax description for the name (it needs *not* be quoted).

[skip ci]
2020-09-14 18:43:08 +02:00
Sébastien Villemot 11ef652136
Manual, external functions: when derivatives are not provided, finite difference is used
[skip ci]
2020-07-09 18:03:35 +02:00
Johannes Pfeifer dfc7357636 Add display of theoretical moments at order=3 with pruning 2020-06-30 13:46:54 +02:00
Michel Juillard b70d99d1b4
Refactoring of initval_file and histval_file
initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.

Closes: #1671
2020-05-14 16:45:54 +02:00
Willi Mutschler 64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution 2020-04-01 14:46:22 +02:00
Johannes Pfeifer 625ad3099e Document options added in dab769c6f4 2020-03-19 14:42:18 +01:00
Stéphane Adjemian (Charybdis) 2083246a35
Add initial condition for mh_tune_jscale.
Closes #1717.
2020-02-29 13:25:24 +01:00
Johannes Pfeifer 2fcd22059b
Add documentation for the mh_tune_jscale_initial_guess option
Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/16
2020-02-29 10:28:50 +01:00
Houtan Bastani 2fea033874
doc: remove warning in compilation introduced in 3af2cc3fc4
a blank line is needed after a bulleted list
2020-02-19 22:17:38 +01:00
Houtan Bastani 70d7a48d44
preprocessor update
- macro processor: allow for the definition of a variable without a value
- dragonfly: add new field to `options_.parallel_info`
- fix lookbehind to handle `-` sign in substitution of dates in native statements
- remove support for weekly dates
- dragonfly: support ProgramConfig config file option
- dragonfly: support ProgramPath config file option
- add undocumented `gui` option to preprocessor
- occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
- make loop variables const
- Combine `DynareMain.cc` and `DynareMain2.cc`
2020-02-19 22:03:01 +01:00
Sébastien Villemot 04d06dc330 Merge branch 'manual' into 'master'
Manual updates regarding Identification

See merge request Dynare/dynare!1712
2020-02-17 16:14:16 +00:00
Willi Mutschler 3af2cc3fc4
📖 Update manual 2020-02-17 16:58:38 +01:00
Sébastien Villemot cd195279e9
Manual: workaround for incorrect display of macro-directives without arguments
The workaround consists in appending the names of those macro-directives with a
regular space followed by a zero-width space (U+200B).

An extra LaTeX declaration was also added in order to make this hack work with
the PDF.

Ref. #1707
2020-02-17 15:41:39 +01:00
Stéphane Adjemian (Charybdis) f69cd14983
Updated reference manual wrt the nonlinear filters at higher order. 2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis) 10c196de34
k order approximation available in online filters. 2020-02-16 21:16:21 +01:00
Sébastien Villemot 99d2b5ad39
Manual: add set union and intersection operators in the macro-processor 2020-02-14 18:28:10 +01:00
Sébastien Villemot 177c5c359f
Implement estimation under discretionary optimal policy
Also add a test case.

For the time being, estimating parameters that appear in the discount factor is
not supported.

Ref. #1173
2020-02-03 18:29:45 +01:00
Sébastien Villemot 00ee480674
Manual: add the accessor functions
Note that, for get_mean, the syntax with an optional order is not documented,
because the semantics is different at order 2, and it does not work for higher
orders.

Closes: #1687
2020-01-22 16:25:35 +01:00
Houtan Bastani 77b7b216d0
doc: use references instead of repeating the same info
[skip ci]
2020-01-22 10:59:34 +01:00
Houtan Bastani b090669e8f
doc: add info about `epilogue` block
Closes issue #1679

[skip ci]
2020-01-22 10:31:56 +01:00
Sébastien Villemot 06ce5d1e56
Manual: document init2shocks
Closes: #1650
2020-01-21 18:39:33 +01:00
Sébastien Villemot e371b1a94b
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.

Closes: #1093
2020-01-20 16:23:10 +01:00
Sébastien Villemot 2fb18bba97
Manual: FILENAME need not always be a quoted string (in a Dynare context)
Ref. !1692
2020-01-20 14:59:37 +01:00
Johannes Pfeifer b3aef92234 Document xls_range/sheet options of calib_smoother
Closes https://git.dynare.org/Dynare/dynare/issues/1695
2020-01-13 12:56:18 +01:00
Houtan Bastani 8764330725
fix typo in doc
`check` has two OPTIONS

[skip ci]
2020-01-13 12:42:09 +01:00
Johannes Pfeifer 2c8c120298 Replace various references to deprecated ramsey_policy by ramsey_model 2020-01-10 15:26:50 +01:00
Johannes Pfeifer 055710c938 Change ordering of optimal policy commands
Moves common planner_objective command to front
2020-01-10 15:11:09 +01:00
Johannes Pfeifer 7245cb2ef3 Document evaluate_planner_objective
Also clarifies restructures section on optimal policy and clarifies calling order of commands
2020-01-10 08:38:22 +01:00
Johannes Pfeifer f8e415a868 Change perfect foresight example code to suggested new syntax 2020-01-09 19:30:38 +01:00
Houtan Bastani b4479361c1
doc: fix typo and formatting 2020-01-08 15:43:18 +01:00
Houtan Bastani 8fbb77303a
dynare manual: cleanup whitespace
- remove trailing whitespace
- replace tabs with spaces as per PEP guidelines
2020-01-08 15:04:59 +01:00
Houtan Bastani c4cc32db29 Merge branch 'dynasave' into 'master'
Expand documentation of dynasave

Closes #1691

See merge request Dynare/dynare!1692
2020-01-06 13:55:27 +00:00
Johannes Pfeifer aa610f9f8e Expand documentation of dynasave
Closes https://git.dynare.org/Dynare/dynare/issues/1691
2020-01-06 13:15:36 +01:00
Sébastien Villemot d40b775260
Preprocessor: new “with_epilogue” option and related fixes
Ref. !1688
2019-12-20 11:57:34 +01:00
Sébastien Villemot efa6c6c682
“datafile” option of “perfect_foresight_setup” (and “simul”) now equivalent to “initval_file”
Ref. #1663
2019-12-19 14:58:54 +01:00
Sébastien Villemot f720f470bf
Preprocessor update
— “ramsey_policy”: bugfix when no option is passed
— various improvements to “epilogue” (preprocessor#36)
— compatibility with Bison 3.5
— bugfix in search for constant equations
— new “planner_discount_latex_name” option of “ramsey_policy” (Closes: #1686)
2019-12-18 17:46:38 +01:00
Sébastien Villemot 54781be7ae
Manual: markup fixes 2019-12-18 16:56:39 +01:00
Sébastien Villemot 6ba10b88f2
Preprocessor: various provisions for improvements to shock decomposition
Accordingly update the MATLAB routines, the testsuite, and the manual.

In particular, “squeeze_shock_decomp” has been renamed to
“squeeze_shock_decomposition” for consistency with other commands.

Ref. #1687, !1655
2019-12-18 11:56:57 +01:00
Sébastien Villemot 553615efbc
Manual: fix the description of the “colormap” option
This option takes as argument the name of MATLAB/Octave variable, not a string.

Ref #1586
2019-12-09 15:52:50 +01:00
Sébastien Villemot 3f3f49c465 Merge branch 'flip_diff' into 'master'
Flip diff

See merge request Dynare/dynare!1677
2019-12-06 15:29:07 +00:00
Houtan Bastani 5e429f8c92
update preprocessor
- fix bug with cbrt
- fix latex output
- add compilation_setup command. closes preprocessor#35
- fix bugs with initial_condition_decomposition. preprocessor#37
2019-12-06 14:58:19 +01:00
Houtan Bastani fa493bc10a
doc: fix typo 2019-12-06 14:58:19 +01:00
Marco Ratto 74e7c12d9d integrate documentation for plot_shock_decomposition
add documentation to initial_condition_decomposition
2019-12-05 16:51:37 +01:00