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Author SHA1 Message Date
Johannes Pfeifer 64b9e4c4af
Manual: document that typically Bayesian names are used even if ML is done 
(@stepan removed trailing whitepaces)
 2021-08-16 12:51:37 +02:00
Johannes Pfeifer 89b6ecf900
Manual: add warnings regarding the use of auxiliary variables 
(@stepan removed trailing spaces)
 2021-08-16 12:47:54 +02:00
Johannes Pfeifer cc04ef6ebf
Particle filter: document remaining options 
(@stepan removed trailing spaces)
 2021-08-16 12:41:42 +02:00
Stéphane Adjemian (Charybdis) c46f661669
Cosmetic changes (remove trailing spaces). 2021-08-16 12:26:20 +02:00
Johannes Pfeifer 12cd217edf
Occbin: add documentation 2021-08-16 11:41:07 +02:00
Johannes Pfeifer 564855af4a
Occbin: add example 2021-08-16 11:37:53 +02:00
Johannes Pfeifer 35b2a24cc5
dr.tex: update footnote 
Related to https://git.dynare.org/Dynare/dynare/-/issues/7
 2021-08-16 11:25:39 +02:00
Johannes Pfeifer 3ba57f497f
Documentation: various LaTeX modernizations 
- Use UTF8-encoding
- Remove useless options and packages
- Use doi where possible
 2021-08-16 11:25:39 +02:00
Stéphane Adjemian (Charybdis) 4d590f8a87
Cosmetic change (remvove trailing spaces). 2021-08-16 10:55:33 +02:00
Willi Mutschler 49cba34358
📖 Fix references in documentation 2021-08-16 10:41:07 +02:00
Willi Mutschler c24445e8e4
📖 Added @Johannes review of MoM documentation 2021-08-16 10:41:07 +02:00
Willi Mutschler 4c0f8ec6be
📖Added documentation for method of moments 2021-08-16 10:41:07 +02:00
Stéphane Adjemian (Charybdis) 8d0241171b
Cosmetic change (remove trailing space). 2021-08-16 10:36:38 +02:00
Johannes Pfeifer 862b6d1387 manual: correct description of how to change HPI 2021-08-08 11:00:57 +02:00
Johannes Pfeifer 650e02d98a manual: remove misleading statement on prior truncation 2021-08-08 11:00:53 +02:00
Johannes Pfeifer 440a0e460b
Storage of results: use subfolder 
Ref. #1758
 2021-07-23 14:12:17 +02:00
Johannes Pfeifer 3fb41e075f Matlab implementation of the consider_all_endogenous_and_auxiliary option 2021-07-22 13:12:27 +02:00
Sébastien Villemot 53abaf5b10
Preprocessor: new option “nocommutativity” 
Ref. #1788
 2021-07-13 15:12:03 +02:00
Sébastien Villemot 9f934bbcf1
Manual: update several links to old Dynare wiki 
In several places, there was only a general link to the old Dynare wiki. This
can be confusing, because we no longer use this wiki. Rather use specific links
to the pages that were not migrated to the new wiki.

[skip ci]
 2021-07-08 18:03:25 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Sébastien Villemot f5c5b05f12
The xls_sheet option now takes a quoted string as value 
Recommend that syntax in the manual, but keep the old one for backward
compatibility.

Ref. preprocessor#67
 2021-05-31 18:21:13 +02:00
Sébastien Villemot c7d02a356e
Manual: harmonize and document usage of quoted strings 2021-05-31 18:21:13 +02:00
MichelJuillard bbfa145c58
manual: adding option lmmcp to extend_path command 2021-05-28 13:49:58 +02:00
Marco Ratto 5fa6265944 Implement new option smoother_redux, to allow fast smoother for very large models. It runs smoother only for state variables and computes the remaining ones ex-post 
Contains improvements, in order to recover as much as possible static unobserved (filtered, smoothed, updated, k-step ahead), Variance, State_uncertainty, k-step ahead variances trying to map lagged states onto current ones using pinv(T). This has exceptions (namely lagged shocks which are ONLY used to recover static NON observed variables). this exception is also trapped.
For such extensions we can only recover smoothed variables starting from d+1. Variances CANNOT be recovered for such variables (the smoother gives ZERO.)
 2021-05-27 16:59:15 +02:00
Marcoo Ratto 1645f38269
Implement heteroskedastic filter and smoother 2021-05-26 18:45:16 +02:00
Sébastien Villemot 0d6bc47158
Merge branch 'rattoma/dynare-mh_initialize_from_previous_mcmc' 
Ref. !1841
 2021-05-11 18:51:57 +02:00
Marco Ratto a0f2b2399b
New option mh_initialize_from_previous_mcmc that allows to pick initial values for a new MCMC from a previous one 
If an additional parameter is estimated, it is initialized using prior_draw.
 2021-05-11 18:48:43 +02:00
Sébastien Villemot bdb743eaa7
Merge branch 'rattoma/dynare-fast_realtime_shock_decomp' 
Closes !1842
 2021-05-10 15:55:28 +02:00
Marco Ratto 2d39991a0a
allow for a more accurate (and more expensive) fast realtime modality, triggered by fast_realtime=INTEGER_VECTOR and where vector fast_realtime controls periods for which the smoother is run. If max(fast_realtime)<nobs, the smoother is also run for the full sample. Manual updated accordingly. 2021-05-10 15:55:03 +02:00
Sébastien Villemot 3c7865a950
Merge branch 'rattoma/dynare-initial_estimation_checks_errors' 
Ref. !1839
 2021-05-07 17:52:45 +02:00
Marco Ratto 74121c2aee
New no_init_estimation_check_first_obs option that allows to skip check of singularity in first observation 
(like deficient # of shocks in the presence of stockflow observed)
 2021-05-07 17:51:03 +02:00
Sébastien Villemot 58db4a4c21
Merge branch 'rattoma/dynare-parallel_without_psexec' 
Ref. !1843
 2021-05-06 16:31:15 +02:00
Marco Ratto 9ed9aa5963
For local clusters only, allow using start instead of psexec with windows, to properly allocate affinity when there are more than 32 cores. Manual updated accordingly. 2021-05-06 16:31:06 +02:00
Sébastien Villemot 62aa799d3e
Manual: matrices ghx and ghu are ordered differently if block option is given 
By the way, also specify that columns of ghx are ordered according to
oo_.dr.state_var in all cases.

Ref. #1726
 2021-05-04 17:17:55 +02:00
Sébastien Villemot de4c06b3bb Merge branch 'bvar' into 'master' 
bvar: fix description of lag lengths

See merge request Dynare/dynare!1838
 2021-04-28 10:54:57 +00:00
Johannes Pfeifer a02beb825c bvar: fix description of lag lengths 2021-04-28 11:39:47 +02:00
Stéphane Adjemian (Charybdis) f65a153520
Describe how one an write comments in a mod file. 
Also warns about the behavior of macro directives in comments.
 2021-04-21 10:59:04 +02:00
Stéphane Adjemian (Charybdis) aa020adc7f
Fix highlighting of multiline comments. 2021-04-21 10:59:04 +02:00
Sébastien Villemot 919cec4c0f
Manual: linear_approximation option is also available with stack_solve_algo=7 2021-04-20 16:54:39 +02:00
Willi Mutschler 14ca16cfa3
Change Willi's affiliation 2021-03-30 15:49:31 +02:00
Sébastien Villemot a2c5df956f
Manual: add a short description of how decision rules are stored at order ≥ 4 
Closes: #1764
 2021-03-10 14:44:19 +01:00
Stéphane Adjemian (Charybdis) 688ef1f5bf
Updated dseries section in reference manual. 2021-02-26 09:45:24 +01:00
Sébastien Villemot 0ffce474c2
Update Ferhat’s affiliation 
[skip ci]
 2021-02-04 17:01:23 +01:00
Johannes Pfeifer 7c8f486727 Allow setting initial state for Kalman filter 
Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
 2021-01-28 17:24:27 +01:00
Johannes Pfeifer e3cda8c76d Document optimizers compatible with analytic_derivation 
Related to https://git.dynare.org/Dynare/dynare/-/issues/1770
 2021-01-24 17:41:17 +01:00
Sébastien Villemot f553826502
Merge branch 'optim_doc' of git.dynare.org:JohannesPfeifer/dynare 2021-01-22 18:33:41 +01:00
Johannes Pfeifer d0bada1fdf manual: update optim for mode_compute=13 
[skip CI]
 2021-01-22 17:08:20 +01:00
Sébastien Villemot 0823823068
Preprocessor update 
- forbid lead/lags on exogenous deterministic (Closes: #1765)
- fix crash when @#ifdef/@#ifndef is passed something else than a variable name
  (Closes: #1771)
 2021-01-22 14:13:37 +01:00
Stéphane Adjemian (Odysseus) 8fd18fa9ba Merge remote-tracking branch enterprise into master. 2021-01-12 16:45:51 +01:00
Stéphane Adjemian (Odysseus) 0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise 2021-01-11 11:06:55 +01:00
Sébastien Villemot dd6fbfa300
Preprocessor: cleanup the “output” option 
Adapt the manual accordingly.

Closes: #1600
 2021-01-08 19:00:47 +01:00
Stéphane Adjemian (Charybdis) 655cffb4e4
Revert "Fix for new sphinx API (removes a warning)." 
Does not work with the version of Sphinx used on our Gitlab runners.

This reverts commit 60b31b3b0c.
 2021-01-08 09:27:27 +01:00
Stéphane Adjemian (Charybdis) 60b31b3b0c
Fix for new sphinx API (removes a warning). 2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis) c3084e9aed
Updated dseries documentation. 2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis) 56d603ce5f
Fixed list of members in @dates. 
ndat is no more a member (replaced by a method returning the number of
elements in a dates object).
 2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis) 717e41765e
Fixed description of the output of comparison operators. 
They return logical arrays, not arrays of 0 and 1.
 2021-01-07 22:00:51 +01:00
Sébastien Villemot 90e493c34c
Update affiliations 2021-01-06 14:29:22 +01:00
Sébastien Villemot 5368d42241
Update copyright years 2021-01-04 17:11:40 +01:00
Sébastien Villemot 5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare 2020-12-22 12:29:38 +01:00
Johannes Pfeifer 0e9b8c33f9 Document changes to discretionary_policy 2020-12-20 14:00:13 +01:00
Sébastien Villemot ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare 2020-12-18 15:40:57 +01:00
Johannes Pfeifer f2cde3b6d9 Make schur_vec_tol settable and document it 
Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/29
Also convert it to lowercase as all other options
 2020-12-17 19:59:22 +01:00
Johannes Pfeifer 4cf9f7d1a7 stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified 
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
 2020-12-17 09:45:28 +01:00
Sébastien Villemot 81b78fd969
Documentation: fix compilation of parallel PDF with recent TeXlive distributions 2020-12-08 16:19:41 +01:00
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
Johannes Pfeifer acdd02f98b Fix reference given in Dynare manual 2020-11-26 11:09:32 +01:00
Sébastien Villemot 94f7058639
Move Dóra to the list of past contributors 
[skip ci]
 2020-11-24 18:16:51 +01:00
Sébastien Villemot dd25761b31
Merge branch 'steady_file_Ramsey' of git.dynare.org:JohannesPfeifer/dynare 2020-11-13 15:37:59 +01:00
Johannes Pfeifer 1ce2ad22c5 Add example for user-defined steady state file 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1576
 2020-11-13 14:29:36 +01:00
Johannes Pfeifer a0791d981c Document enabling of v73-save option 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1730
 2020-11-13 13:21:35 +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
Stéphane Adjemian (Charybdis) 511908e011
Factorized initialization of fields required by solve_algo={12,14}. 
Closes #3.
 2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis) 3a692f8ab1
Fixed indentation. 
(cherry picked from commit 4d8c8c407d)

[skip ci]
 2020-09-23 15:35:56 +02:00
Stéphane Adjemian (Charybdis) 4d8c8c407d
Fixed indentation. 2020-09-23 15:32:46 +02:00
Stéphane Adjemian (Charybdis) 17e6421ea3
Merged master into enterprise. 
Fixed conflict in
 - doc/manual/source/running-dynare.rst
 2020-09-23 15:28:19 +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 0ea2e40adf
Manual: remove compilation warning due to nograph entry being in two different .rst files 
[skip ci]
 2020-09-18 15:17:50 +02:00
Sébastien Villemot f6e7c2d061
Manual: remove obsolete requirement for 'use_dll' on Windows 
[skip ci]
 2020-09-18 15:05:38 +02:00
Stéphane Adjemian (Odysseus) 248ad18846 Merge remote-tracking branch 'Dynare/master' into enterprise 
Fixed conflicts in:

 - .gitlab-ci.yml
 - matlab/dynare_config.m
 - matlab/dynare_solve.m
 - matlab/initvalf.m
 - matlab/perfect-foresight-models/make_ex_.m
 - matlab/perfect-foresight-models/perfect_foresight_setup.m
 - mex/build/matlab/Makefile.am
 - mex/build/matlab/configure.ac
 - mex/build/octave/Makefile.am
 - mex/build/octave/configure.ac
 - mex/sources/Makefile.am
 - preprocessor
 - tests/Makefile.am
 2020-09-17 14:53:32 +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
Johannes Pfeifer 91563e50ac Update Johannes's affiliation 2020-08-04 18:09:40 +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 d4a45962d3 Add description of JSON output folder 2020-07-08 16:39:43 +02:00
Johannes Pfeifer dfc7357636 Add display of theoretical moments at order=3 with pruning 2020-06-30 13:46:54 +02:00
Sébastien Villemot ed8845c60f
Manual: compatibility fix with Sphinx 3 
sphinx.locale.l_ has been deprecated since Sphinx 1.8, and removed in Sphinx 3.

Use sphinx.locale._ instead.
 2020-06-26 14:10:48 +02:00
Sébastien Villemot 59a1805ecf
Update Houtan’s affiliation 
[skip ci]
 2020-06-02 10:34:39 +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
Sébastien Villemot 6e0f104d7e
Bump minimal MATLAB version to R2014a 
Ref. #1713
 2020-04-07 16:32:32 +02:00
Stéphane Adjemian (Charybdis) fc07b1a3d3
Merge remote-tracking branch community/master into enterprise 
[skip-ci]
 2020-04-03 11:37:21 +02:00
Stéphane Adjemian (Charybdis) 046960c4a8
Merge remote-tracking branch community/master into enterprise 2020-04-03 11:33:46 +02:00
Stéphane Adjemian (Charybdis) e22e41a7d4
Added preprocessor's option notime. 
Do not print the total computing time at the end of the driver evaluation.
 2020-04-03 11:29:05 +02:00
Willi Mutschler 64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution 2020-04-01 14:46:22 +02:00
Sébastien Villemot 43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise 2020-03-27 16:28:41 +01:00
Johannes Pfeifer 625ad3099e Document options added in dab769c6f4 2020-03-19 14:42:18 +01:00
Houtan Bastani 5068520736
doc: clarify that all options (not just `-D`) should be single quoted when the arguments passed contain spaces 
[skip ci]
 2020-03-06 16:50:36 +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