Commit Graph

573 Commits (8dcb36b9e2dd925b1142f1b24b89e0f178e767fc)

Author SHA1 Message Date
Houtan Bastani 63eec83efe ms-sbvar: add load_flat_file.m. closes #505 2013-11-12 15:48:15 +01:00
Stéphane Adjemian (Charybdis) 1c604ff59f Added an example of m file used for populating a dseries object. 2013-11-07 15:06:13 +01:00
Stéphane Adjemian (Charybdis) 2ca0a46709 Second input of the last dseries' constructor is also optional. 2013-11-07 15:05:31 +01:00
Stéphane Adjemian (Charybdis) 017fd65bf5 Fixed dimensions of third and fourth arguments of dseries' constructor. 2013-11-07 14:38:32 +01:00
Stéphane Adjemian (Charybdis) 05e06aafbd Rewrote description of dseries' constructors. Added a list of the dseries class' members. 2013-11-07 14:31:46 +01:00
Stéphane Adjemian (Charybdis) 75ca163265 Rebuilt menus (from emacs) and fixed bugs that appear with recent version of texinfo (version 5.2 is more strict). 2013-11-07 12:44:20 +01:00
Johannes Pfeifer b573218740 Expand explanation of use_calibration optiom 2013-11-07 08:14:10 +01:00
Houtan Bastani 611f4f5d89 preprocessor: add use_calibration option for estimated_params_init block. closes #447, closes #512 2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla) 8429321547 Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
Stéphane Adjemian (Scylla) 72df3c2d09 Updated manual (reporting section). 2013-11-06 12:30:46 +01:00
Stéphane Adjemian (Scylla) a2b8aac1a6 Updated manual (dates class section). 2013-11-06 12:29:21 +01:00
Sébastien Villemot 73944a10c4 Finish implementation of mcmc_jumping_covariance option
Closes #112, #514
2013-11-05 17:16:32 +01:00
Sébastien Villemot 7dee2507db Ref. manual: fix reference 2013-11-05 16:52:19 +01:00
Johannes Pfeifer 0d669a73cb Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
Houtan Bastani 4da6f10233 ms-sbvar: ms_simulation: add option to save mcmc draws 2013-10-23 17:03:52 +02:00
Sébastien Villemot 84dd46d9e5 Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
Johannes Pfeifer 0d8fce0847 Improve on documentation regarding treatment of predetermined variables 2013-10-22 11:20:05 +02:00
Johannes Pfeifer 13bd1622e2 Fix variable name and document saving of conditional forecasts 2013-10-15 13:31:11 +02:00
Johannes Pfeifer 65a16fd293 Allow users to determine the threshold below which IRFs are suppressed.
- Prepares moving future IRF options to a substructure
- Adds new option for determining threshold
- Harmonizes threshold values across estimation and stoch_simul
- Fixes some header typos
2013-10-12 10:38:47 +02:00
Sébastien Villemot daefec91f2 Ref.manual: fix in latex formula w.r.t. underscores 2013-10-11 14:08:16 +02:00
Stéphane Adjemian (Charybdis) 8997ae8a70 Merge branch 'master' into maxit 2013-10-09 12:19:17 +02:00
Stéphane Adjemian (Charybdis) 137662d5b2 Fixed typo. 2013-10-08 16:26:56 +02:00
Stéphane Adjemian (Charybdis) 0157127d05 Document some of the options for cmaes. 2013-10-08 16:26:49 +02:00
Stéphane Adjemian (Charybdis) 5e63aa10da Added documentation about the options of the simpsa algorithm. 2013-10-08 15:28:26 +02:00
Stéphane Adjemian (Charybdis) 75fb6afa61 Added documentation about the options of the simplex optimization routine (mode_compute=8). 2013-10-08 15:15:58 +02:00
Stéphane Adjemian (Charybdis) 994186797a Document the options of gmhmaxlik (mode_compute=6). 2013-10-04 16:12:43 +02:00
Stéphane Adjemian (Charybdis) b685fe6197 Updated description of the optim option in the estimation command (mode_compute=1,3,7 and 4). 2013-10-04 12:01:36 +02:00
Stéphane Adjemian (Charybdis) 49989504ea Cosmetic changes. 2013-10-03 11:06:07 +02:00
Stéphane Adjemian (Charybdis) b00bf26621 Added simpsa optimization algorithm in the manual. 2013-10-02 17:44:47 +02:00
Houtan Bastani d1c012d289 reporting: annualAverages option for addTable 2013-09-26 16:34:36 +02:00
Houtan Bastani 79f03773d7 reporting: add new series option tableSubSectionHeader 2013-09-26 14:43:13 +02:00
Johannes Pfeifer 27b48720dc Clarify manual on different/inconsistent ordering of variables used in description of decision rules
The previous description used the same variables to denote both declaration and DR order, thus confusing users.
2013-09-26 11:29:40 +02:00
Houtan Bastani 79b33ca741 reporting: doc bug fix 2013-09-25 15:28:34 +02:00
Houtan Bastani 6a9e9dfdea reporting: new table option vlineAfterEndOfPeriod 2013-09-25 15:28:34 +02:00
Sébastien Villemot cfea63b4de Merge pull request #474 from houtanb/geweke
Geweke
2013-09-25 05:54:31 -07:00
Houtan Bastani 2fbd75d11c reporting: add series option tableRowColor 2013-09-25 14:11:58 +02:00
Houtan Bastani d369b8ad0e front end for maxit: ref #293, #262 2013-09-24 15:40:13 +02:00
Houtan Bastani 5058e4d00f fix typo 2013-09-23 14:42:57 +02:00
Houtan Bastani 941cda7655 Merge remote-tracking branch 'johannes/geweke_convergence' into geweke 2013-09-23 14:17:58 +02:00
Johannes Pfeifer 768792ea04 Update Johannes's Affiliation 2013-09-21 19:34:08 +02:00
Sébastien Villemot 48ed621152 Update Junior's affiliation 2013-09-20 10:28:08 +02:00
Sébastien Villemot 3015233c2c Add missing dash 2013-09-20 10:18:19 +02:00
Sébastien Villemot 91e06bc27e Update Ferhat's affiliation 2013-09-20 10:16:12 +02:00
Houtan Bastani d8a64df886 nostrict option works for endval too 2013-09-16 17:25:41 -04:00
Houtan Bastani ebd9d9dee7 nostrict command-line option ignores extraneous assignments in initval. closes #1 2013-09-16 16:14:34 -04:00
Johannes Pfeifer 27f1858f17 Adds documentation of Geweke convergence diagnostics 2013-09-16 19:19:06 +02:00
Houtan Bastani 20dba7e623 new nostrict command-line option does not exit when there are more endogenous than equations (closes #2) 2013-09-13 14:44:01 -04:00
Sébastien Villemot 5b87c7ca3f Document that loglinear option is allowed for stoch_simul
Closes #431
2013-08-27 10:04:04 +02:00
Houtan Bastani 201239dbf7 introduce verbatim block closes #437 2013-08-13 17:08:39 -04:00
Sébastien Villemot 87dfa938bb Remove unfinished "shocks" and "labels" options to shock_decomposition
The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.

Ref. #136
2013-08-13 11:37:16 +02:00
Houtan Bastani 85667336a1 macroprocessor: add length command. closes #436 2013-08-12 17:24:47 -04:00
Sébastien Villemot 823a2f96a6 Ref. manual: complete documentation of INITIAL_VALUE in estimated_params 2013-08-12 11:51:32 +02:00
Johannes Pfeifer 9876635d46 Update and correct manual
Add information on the outputs of the static and dynamic model files
2013-07-28 10:55:12 +02:00
Houtan Bastani 5515a8a64a reporting: @series: add zerotol option 2013-07-24 10:40:01 -04:00
Houtan Bastani 82e45f67aa reporting: @graph: new option xTickLabels 2013-07-22 13:17:26 -04:00
Houtan Bastani a961069a66 reporting: @graph: add new option graphSize 2013-07-22 12:41:41 -04:00
Stéphane Adjemian (Charybdis) 3dc372e5bc Added (command line) nointeractive option. 2013-07-10 12:02:12 +02:00
Stéphane Adjemian (Charybdis) dd21816b13 Added (command line) nograph option. 2013-07-10 11:03:48 +02:00
Stéphane Adjemian (Charybdis) 3ecd248fe9 Fixed typo. 2013-06-28 23:53:12 +02:00
Stéphane Adjemian (Charybdis) c230ed53c0 Clarify the issue with the steady state in models with non stationary forcing variables. 2013-06-28 23:52:08 +02:00
Houtan Bastani 3b5d673e5e doc: update default pdf compiler locations 2013-06-28 14:24:51 +02:00
Sébastien Villemot bb5a05c4f9 Update macroprocessor slides 2013-06-27 14:52:04 +02:00
Houtan Bastani d199b4b7d2 doc: fix typo 2013-06-26 10:16:40 +02:00
Sébastien Villemot 5288f2a67a Merge pull request #432 from JohannesPfeifer/osr_crit
Transfer hardcoded osr options to options structure
2013-06-26 00:28:58 -07:00
Houtan Bastani 9bb102f68e doc: sbvar stub, ref #237 2013-06-25 16:28:54 +02:00
Stéphane Adjemian (Charybdis) f1464b13c6 Added explicit reference to the training sample in the description of the presample option of the estimation command. 2013-06-25 14:52:24 +02:00
Johannes Pfeifer c4998f93d3 Transfer hardcoded osr options to options structure
Implements #423. To be done: add preprocessor options for tolf and maxit.
2013-06-24 22:53:28 +02:00
Stéphane Adjemian (Charybdis) 340bcc2739 Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check. 2013-06-20 17:19:44 +02:00
Houtan Bastani edb034d244 doc: update manual to reference README.md 2013-06-19 18:03:36 +02:00
Houtan Bastani 5db18090f0 doc: fix typo 2013-06-18 05:51:52 +02:00
Stéphane Adjemian (Charybdis) fa202a8716 Fixed typo. 2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis) 149df874cd Added documentation about pre and post dynare preprocessor hooks. 2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis) c08c34223d Fixed typo and bug in MCMC diagnostics. 2013-06-13 17:14:04 +02:00
Stéphane Adjemian (Charybdis) 0845fb3720 Added a description of the MCMC diagnostics with a reference to Brooks and Gelman (1998). 2013-06-13 12:34:55 +02:00
Stéphane Adjemian (Charybdis) 5c936cc0a4 Added algorithms section as a macro in the manual. 2013-06-13 12:34:55 +02:00
Stéphane Adjemian (Charybdis) d2263de360 Added algorithm section as a macro in the manual. 2013-06-13 12:34:55 +02:00
Stéphane Adjemian (Charybdis) cb2228acad Merge branch 'master' into experimental-mjdgges-threshold 2013-06-12 17:27:25 +02:00
Stéphane Adjemian (Charybdis) d46ba1f209 Added documentatioon for the new option qz_zero_threshold. 2013-06-12 17:24:54 +02:00
Houtan Bastani 7c5936549f doc: dynDate: remove documentation about empty date (functionality in code to be removed at a later date). 2013-06-12 15:01:51 +02:00
Sébastien Villemot 42bf69473f Minor cleanups to ref. manual 2013-06-12 14:10:01 +02:00
Houtan Bastani 6ff4d5cce7 doc: fix bug in reporting 2013-06-11 12:57:44 +02:00
Houtan Bastani 17b034584e doc: update reporting 2013-06-11 12:55:42 +02:00
Houtan Bastani c5da6de388 doc: dynDate, dynDates, dynSeries (first draft) 2013-06-11 12:50:12 +02:00
Stéphane Adjemian (Charybdis) b257c1393a Added documentation for the (stochastic) extended path simulation approach. 2013-06-10 14:06:31 +02:00
Johannes Pfeifer fdee69f7b4 Document recursive forecasts
Closes #303
2013-06-09 13:14:03 +02:00
Sébastien Villemot f6f218f828 extended_path: new order and hybrid options (ref #152)
Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Houtan Bastani 01a8e88116 documentation: explain preprocessor error
closes #342
2013-05-31 19:28:07 +02:00
Sébastien Villemot bf94bb3df8 Implement clock option of set_dynare_seed
Also improve documentation of set_dynare_seed.

Closes #362
2013-05-31 16:35:09 +02:00
Sébastien Villemot f48141755c Add new option parallel_local_files to model block
Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot 058a5c5dc4 Remove more stuff related to economic bibtex styles
Ref 1d14ff8060
2013-05-29 17:31:07 +02:00
Sébastien Villemot 320b7a1b59 Fix wording 2013-05-27 18:09:40 +02:00
Sébastien Villemot 7d4be26cbb Fix doc for uninialized values in endval block 2013-05-27 17:34:46 +02:00
Sébastien Villemot bd72848d27 Add interface and doc to use_univariate_filters_if_singularity_is_detected option
Closes #414
2013-05-27 17:07:47 +02:00
Sébastien Villemot eb8ba88ea9 Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
Closes #320
2013-05-24 12:13:32 +02:00
Sébastien Villemot 1d14ff8060 Stop using Bibtex styles that have been recently removed in TeX Live
These economic styles were unfortunately non-free
2013-05-22 22:26:56 +02:00
Johannes Pfeifer 04691bacaf Document kalman_algo and kalman_tol
Closes #324
2013-05-18 19:43:54 +02:00
Sébastien Villemot 7bbe121769 Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot 921e7fdafd Document how functions with a kink are differentiated
Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.

Closes #355
2013-05-17 16:53:14 +02:00
Houtan Bastani 5e00e5f330 reporting: @series: add new option tableMarkerLimit 2013-05-17 14:02:59 +02:00
Houtan Bastani 8d19a322b0 doc: comment example & and spacing to make more legible 2013-05-15 13:05:33 +02:00