Sébastien Villemot
82ea15e5e7
Manual: steady / document homotopy_mode = 0
2023-10-06 16:15:01 -04:00
Sébastien Villemot
727f925f01
steady: set a more sensible default value for homotopy_steps (10)
...
Also document it.
2023-10-06 16:11:53 -04:00
Johannes Pfeifer
32d5bc05a1
Octave: support ofig graph format
2023-10-05 10:28:28 -04:00
Willi Mutschler
e6aff20142
doc: clarify NumberOfThreadsPerJob and SingleCompThread
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[skip ci]
2023-09-27 10:40:27 +02:00
Willi Mutschler
2c2d93f36b
doc: clarify SingleCompThread option
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[skip ci]
2023-09-27 08:22:28 +02:00
Johannes Pfeifer
71b63c6e8e
Remove unused lik_algo-option
2023-09-25 17:17:37 +02:00
Sébastien Villemot
9a1f150e38
Merge branch 'default_mode_compute' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2160
2023-09-22 14:35:45 +02:00
Sébastien Villemot
7eb1959f66
Provisions for MATLAB R2023b
2023-09-22 10:49:27 +02:00
Johannes Pfeifer
552e6575cc
Use newrat as default mode-finder
...
Tends to perform better than csminwel
2023-09-20 12:55:29 +02:00
Sébastien Villemot
6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
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Ref. !2181
2023-09-20 10:17:14 +02:00
Sébastien Villemot
7f2483ed38
Merge branch 'additional_optimizer_steps_doc' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2184
2023-09-20 10:16:08 +02:00
Johannes Pfeifer
f6a8473144
estimation: support additional_optimizer_steps
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
Johannes Pfeifer
8032aa6e7e
Manual: correct entry on additional_optimizer_steps supporting strings
2023-09-19 14:34:49 +02:00
Willi Mutschler
80ce86baf8
Manual: clarify location of Geweke convergence diagnostic matrices
2023-09-19 13:26:33 +02:00
Willi Mutschler
8f650a9cca
Put raftery lewis convergence under oo_.convergence
2023-09-19 13:26:33 +02:00
Sébastien Villemot
7072776a60
Build system / Manual: use variables for specifying the version number
...
Rather than using a generated file. This will ease the transition to Meson.
2023-09-18 10:41:14 +02:00
Johannes Pfeifer
2b313b0308
BVAR: move to subfolder
2023-09-14 12:05:18 +02:00
Sébastien Villemot
eb16bb4373
Merge branch 'dynare-osr_analytic'
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Ref. !2171
2023-09-13 11:19:20 +02:00
Johannes Pfeifer
885fda0e20
OSR: allow using analytic gradient
2023-09-13 11:19:13 +02:00
Johannes Pfeifer
8cc5ecf6ec
Manual: fix reference
2023-09-11 17:16:11 +02:00
Johannes Pfeifer
baf8243fac
generate_trace_plots.m: allow for plotting traces of multiple chains
...
Closes #1904
2023-09-08 22:04:25 +02:00
Johannes Pfeifer
d60a19ce49
Finish implementation of truncated normal distribution
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1593
2023-09-06 12:46:41 +02:00
Sébastien Villemot
9e5bd75611
Manual: update Sumudu’s affiliation
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[skip ci]
2023-09-01 14:52:57 +02:00
Sébastien Villemot
14bd989134
Manual: claim compatibility with Octave 8.3.0
2023-08-30 11:27:09 +02:00
Sébastien Villemot
801b774bcd
Manual: stochastic simulation with pruning now available at arbitrary order
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Ref. #1643
[skip ci]
2023-07-24 09:16:28 +02:00
Stéphane Adjemian (Ryûk)
c02e550582
Update dseries submodule.
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Pass more than one variable name to remove and remove_ methods.
2023-07-19 18:23:08 +02:00
Johannes Pfeifer
9b2c0fb94d
Add brooks_gelman_plotrows to manual and testsuite
2023-07-06 09:32:19 -04:00
Johannes Pfeifer
782368eb9b
dseries: document saving of atr log
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Related to dseries@f2bdd617
2023-06-22 13:56:19 -04:00
Sébastien Villemot
b88a779c82
Merge branch 'Johannes' into 'master'
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Use official English translation of Johannes's affiliation
See merge request Dynare/dynare!2137
2023-06-21 18:21:23 +00:00
Johannes Pfeifer
ec55e6b7c6
Use official English translation of Johannes's affiliation
2023-06-21 13:15:43 -04:00
Sébastien Villemot
d5a3a8e16a
Various improvements to perfect foresight homotopy
...
– new option “endval_steady” to pf_setup command to recompute terminal
steady state in the homotopy loop
– new options “homotopy_linearization_fallback” and
“homotopy_marginal_linearization_fallback” to pf_solver and pfwee_solver
commands, to get an approximate solution when homotopy fails to go to 100%
– new options “homotopy_initial_step_size”, “homotopy_min_step_size”,
“homotopy_step_size_increase_success_count” and “homotopy_max_completion_share”
to pf_solver and pfwee_solver commands to fine tune the homotopy behaviour
– removed option “homotopy_alt_starting_point” to pf_solver command, not really
useful
– new options “steady_solve_algo”, “steady_tolf”, “steady_tolx”,
“steady_maxit”, “steady_markowitz” to pf_solver and pfwee_solver commands, to
control the computation of the terminal steady state (and remove the
equivalent options which previously had different names in pfwee_solver command)
2023-06-21 15:58:23 +02:00
Sébastien Villemot
ec336e9c95
Manual: homotopy in perfect foresight supported for purely backward/forward/static models
...
Done in fe142b663e
.
[skip ci]
2023-06-19 18:01:47 +02:00
Sébastien Villemot
c1b78e26ac
perfect_foresight_with_expectation_errors_{setup,solver}: streamline handling of guess values
...
– Remove the terminal_steady_state_as_guess_value option to pfwee_solver
– pfwee_setup now sets the same guess values as pf_setup (i.e. terminal steady
state at all periods)
– With constant_simulation_length option, pfwee_solver uses terminal steady
state as guess values for periods that are added to the simulation
2023-06-15 15:37:48 +02:00
Sébastien Villemot
5931e3aa46
macOS: bump to GCC 13 (for compilation and for use_dll)
...
The formulas are taken from commit 46401325ed2c4d72adb6f1592cf6096bb844b489 of
the homebrew-core repository.
The gcc.rb formula was modified by adding “cellar: :any” to all bottles (see
https://github.com/Homebrew/brew/blob/master/docs/Bottles.md ).
The preprocessor has been updated accordingly.
2023-06-07 11:16:21 +02:00
Stéphane Adjemian (Argos)
8e42f6d137
Update dseries submodule (new method returning last observed period for each variable).
2023-06-05 11:21:53 +02:00
Sébastien Villemot
37bc08eb5b
Merge branch 'parallel' into 'master'
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masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings
Closes #1887
See merge request Dynare/dynare!2133
2023-06-01 08:26:52 +00:00
Stéphane Adjemian (Argos)
399532a201
Remove trailing whitespaces.
2023-05-27 07:22:55 +02:00
Johannes Pfeifer
5c9f02634c
manual: expand information on x13
2023-05-27 07:22:53 +02:00
Johannes Pfeifer
ad2d986c5e
masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1887
2023-05-24 06:45:24 -04:00
Stéphane Adjemian (Guts)
93137310dd
Fix @dates/mtimes description.
2023-05-12 17:22:20 +02:00
Sébastien Villemot
339ba7102e
Merge branch 'linear_approximationm' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2130
2023-04-26 10:31:20 +02:00
Sébastien Villemot
79477e5ba6
Manual: remove mexw32 from the list of supported MEX extensions
...
We no longer support Windows 32-bit.
2023-04-26 10:20:23 +02:00
Willi Mutschler
b8352b251d
macOS: provisions to detect Apple Silicon architecture (maca64 and mexmaca64)
...
Works with MATLAB R2022b beta (ARM)
2023-04-26 10:19:14 +02:00
Johannes Pfeifer
be28ab1cbe
Manual: document approximation point of linear_approximation
2023-04-25 13:05:27 -04:00
Johannes Pfeifer
b876cf0259
Manual: add information on psexec rights
2023-04-24 12:44:17 -04:00
Sébastien Villemot
c6ce5856e9
Manual: update URL for sylvester.pdf
2023-04-17 18:10:36 +02:00
Sébastien Villemot
ebee041d1c
Manual: claim compatibility with Octave 8.2.0
2023-04-17 10:34:05 +02:00
Sébastien Villemot
19afc087cc
Manual: give more details for stack_solve_algo=0
...
Explain that the solver is a direct sparse LU, to differentiate it from
stack_solve_algo={2,3,4} which use the same Newton algorithm but with different
solvers.
2023-04-03 18:31:04 +02:00
Sébastien Villemot
13908ee068
Provisions for MATLAB R2023a
2023-03-17 16:32:09 +01:00
Sébastien Villemot
22c1d4a520
Manual: claim compatibility with Octave 8.1.0
2023-03-16 17:24:18 +01:00
Johannes Pfeifer
82bd6829a6
manual: add guidance on number of draws in slice sampler
2023-03-13 15:34:03 -04:00
Stéphane Adjemian (Ryûk)
cae7feeefb
Fix latex.
2023-03-05 18:10:33 +01:00
Stéphane Adjemian (Ryûk)
a9ee96d441
Document new search matlab command.
2023-03-05 18:08:41 +01:00
Stéphane Adjemian (Ryûk)
ae085b9add
Remove option --info from internals CLI.
...
The code will be removed later when all texinfo doc headers are rewritten.
2023-03-05 14:46:59 +01:00
Sébastien Villemot
aee39d54ef
Manual: misc cosmetic fixes
...
[skip ci]
2023-02-17 11:19:17 -05:00
Sébastien Villemot
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
Sébastien Villemot
fc453a6e2f
Manual: remove spurious dashes
...
And other cosmetic fixes.
2023-02-16 17:13:38 -05:00
Sébastien Villemot
2a4f850996
Manual: fix name of shocks(surprise) block
...
[skip ci]
2023-02-16 17:11:56 -05:00
Sébastien Villemot
0da73f6415
Manual: document more precisely the column (resp. row) indices of oo_.endo_simul (resp. oo_.exo_simul)
...
[skip ci]
2023-02-16 17:06:45 -05:00
Sébastien Villemot
39a9b221b9
Manual: mark “simul” as deprecated
...
[skip ci]
2023-02-16 16:50:56 -05:00
Sébastien Villemot
def25a1fd3
Manual: explicitly say to which type the suffixes |e, |x and |p correspond
...
[skip ci]
2023-02-13 14:40:35 -05:00
Sébastien Villemot
dbcaa2abfa
Manual: it is not possible to declare an exogenous or a parameter within an equation tag
...
[skip ci]
2023-02-13 14:40:32 -05:00
Sébastien Villemot
659474bd99
Manual: the “expression” option of “var_expectation_model” does not take a string
...
[skip ci]
2023-02-13 14:10:24 -05:00
Sébastien Villemot
a1cdd287e5
Manual: specify that perfect_foresight_with_expectation_errors_setup(datafile=…) wants a CSV file
...
[skip ci]
2023-02-10 16:41:51 -05:00
Sébastien Villemot
4a150efb22
Manual: misc quote fixes
...
[skip ci]
2023-02-09 13:40:09 -05:00
Sébastien Villemot
05db89cb8c
Manual: fix typo
...
[skip ci]
2023-02-07 16:29:15 -05:00
Sébastien Villemot
3e6b6c87c3
Manual: fix math formula in “markowitz” option description
...
By the way, add some explanatory words.
[skip ci]
2023-02-07 16:25:16 -05:00
Sébastien Villemot
65053667cf
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command
2023-02-07 14:49:00 -05:00
Sébastien Villemot
ef7dc09b8e
Manual: link to the openSUSE package
...
[skip ci]
2023-01-30 15:59:45 +01:00
Sébastien Villemot
0c06ab1cc1
Block decomposition: make mfs=1 the default
2023-01-25 18:43:59 +01:00
Sébastien Villemot
5093264b8a
Manual: use logo with orange line
...
Closes: website#3
2023-01-24 13:51:26 +01:00
Sébastien Villemot
e30314e75d
Drop the “Sigma_e” statement
2023-01-16 16:52:42 +01:00
Sébastien Villemot
1b47c8a5e5
Drop the “periods” statement
2023-01-16 16:52:40 +01:00
Sébastien Villemot
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
Sébastien Villemot
f93a7f7192
Merge branch 'disp_aux_4' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2118
2023-01-04 10:59:21 +01:00
Sébastien Villemot
effc049631
Update copyright years
2023-01-03 16:36:49 +01:00
Johannes Pfeifer
45450651a2
model_info.m: fix display of block decomposition
2023-01-03 16:17:43 +01:00
Johannes Pfeifer
a35e114625
Manual: document passing of strings to macro processor
...
Closes #1877
2022-12-06 19:26:07 +01:00
Johannes Pfeifer
9de0688cfe
Make default jscale depend on number of estimated parameters
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1849
2022-12-03 16:00:27 +01:00
Sébastien Villemot
6185767f63
Fix typo
...
[skip ci]
2022-11-30 15:21:49 +01:00
Sébastien Villemot
d574705b4a
Design and performance improvement to solve_algo={12,14}
...
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
Sébastien Villemot
3e391347d4
Manual: fix wrong anchor
2022-11-30 14:42:15 +01:00
Johannes Pfeifer
28cf8d1719
Manual: document missing options of calib_smoother
2022-11-24 10:01:45 +01:00
Johannes Pfeifer
169985ae8e
Manual: fix typo
2022-11-11 09:42:05 +01:00
Sébastien Villemot
b27041af12
Merge branch 'occbin_opt' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2095
2022-11-07 16:32:56 +01:00
Sébastien Villemot
d4414fd4b3
Manual: document support for Octave 7.3.0
2022-11-07 14:15:17 +01:00
Johannes Pfeifer
272e438c2b
OccBin: document simul_reset_check_ahead_periods and simul_max_check_ahead_periods
2022-11-04 23:16:21 +01:00
Sébastien Villemot
417108643a
Manual: minor improvements to description of solve_algo={1,2,9}
...
[skip ci]
2022-10-24 18:05:15 +02:00
Sébastien Villemot
b38e3a50bc
Manual: no longer claim support for Windows 8.1
2022-09-16 14:26:47 +02:00
Stéphane Adjemian (Charybdis)
be76203d0f
Fix typo.
2022-09-15 16:15:17 +02:00
Sébastien Villemot
36a7b019fc
Provisions for MATLAB R2022b
2022-09-15 15:59:32 +02:00
Sébastien Villemot
5bfcbe57f5
Merge branch 'doc_mcp' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2077
2022-09-14 17:32:40 +02:00
Johannes Pfeifer
9a6ab30a03
Manual: expand documentation of MCP
2022-09-13 17:51:16 +02:00
Johannes Pfeifer
3493b91ead
mode_compute=6: document changes in e5102eee
2022-09-13 13:43:33 +02:00
Sébastien Villemot
93ee9485b6
macOS: bump to GCC 12 (for compilation and for use_dll)
...
The formulas are taken from commit aae5963a69896021466a037f500aa06bef405be4 of
the homebrew-core repository.
The gcc.rb formula was modified by adding “cellar: :any” to all bottles (see
https://github.com/Homebrew/brew/blob/master/docs/Bottles.md ).
The preprocessor has been updated accordingly.
2022-09-06 12:05:50 +02:00
Sébastien Villemot
6a3e890833
Manual: document support for Octave 7.2.0
...
[skip ci]
2022-09-06 11:22:13 +02:00
Sébastien Villemot
13709f6853
Add “fsolve_options” option to “steady” command
...
Closes : #1856
2022-07-22 14:35:19 +02:00
Sébastien Villemot
32cf926ef8
Macro-variables defined without a value are now set to “true”
...
They were previously set to 1.
Ref. preprocessor#43
2022-06-16 16:52:50 +02:00
Sébastien Villemot
ec6ce95efd
Manual: fix return value of “in” macro-operator
...
It returns a boolean, not a logical.
2022-06-16 16:50:01 +02:00