c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
6ef4371630
Revert "preprocessor: add utf-8 tokenizing"
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This reverts commit f2cc9d3899
2015-10-30 18:27:41 +01:00
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
145e2d5542
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
b4aa21f018
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
8d54aeeaf6
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
11eaf27453
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
154980ec8c
preprocessor: posterior_kernel_density option to estimation. #1035
2015-08-25 11:09:08 +02:00
511801c903
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
f2cc9d3899
preprocessor: add utf-8 tokenizing
2015-08-17 17:09:40 +02:00
698a44c98a
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
e13a59eb64
preprocessor: add one_sided_hp_filter to stoch_simul. #1011
2015-08-03 17:34:34 +02:00
d9a1b99899
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
d5cf474b6b
preprocessor: add spectral_density option to stoch_simul. #254
2015-08-03 13:02:17 +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
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
aeb1542b48
preprocessor: add VerbatimStatement class. Closes #953
2015-06-16 12:48:32 +02:00
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +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
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
39a2dcd70f
preprocessor: bug fix for Windows 7 in joint parameters syntax. Closes #855
2015-03-19 15:33:35 +01:00
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
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
70d00bf2ee
remove repetitive none statement introduced in a6009908e4
2014-10-13 16:02:37 +02:00
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
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
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
Michel Juillard
Houtan Bastani
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Sébastien Villemot