stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
10,379 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

1078 Commits (ad21612967f41a60be01994d7423ca3893e11dc6)

Author SHA1 Message Date
Marco Ratto a55cbdd5fe Provisions for new node option NumberOfThreadsPerJob. Document option 2016-12-19 23:28:46 +01:00
Johannes Pfeifer 352786c2b4 load_mh_file: recompute results by default and load on request 
Prevents general overwriting of results in oo_ and having stale results
 2016-12-19 19:37:34 +01:00
Johannes Pfeifer 5515da191a Add Raftery/Lewis (1992) convergence diagnostics 2016-12-17 17:22:05 +01:00
Stéphane Adjemian 5334c7433d Merge pull request #1345 from JohannesPfeifer/robust_lin_solve 
robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e5…
 2016-12-17 17:18:19 +01:00
Houtan Bastani de7d239f7c preprocessor: parallel: change default for singleCompThread. #1349 2016-12-13 11:12:04 +01:00
Houtan Bastani f1b4d63045 doc: fix endval typo and add @math{} markup 2016-12-08 10:54:03 +01:00
Stéphane Adjemian (Charybdis) d491b8c1ef Minor modification of 26baff91c. 
An exogenous variable appearing in t+1 (as productivity in the expected
return of capital in the Euler equation) is not a forward variable.
 2016-12-08 08:53:55 +01:00
Johannes Pfeifer da113029aa Correct initval, endval, and histval documentation 2016-12-08 08:53:55 +01:00
Johannes Pfeifer d5e20752ac robust_lin_solve: Fix mistakes introduced in 4b83c1bf76 
Interface was still missing and documentation of option was in wrong place in manual and wrong
 2016-12-01 17:31:29 +01:00
Houtan Bastani 392829ef40 doc: fix typo 2016-11-24 15:19:50 +01:00
MichelJuillard 31d2c7e332 Merge pull request #1324 from JohannesPfeifer/kalman 
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
 2016-11-13 19:13:10 +01:00
Johannes Pfeifer 7831dccd2a Transform save_tmp_file into an option and change defaults 2016-11-04 19:56:55 +01:00
Stéphane Adjemian 4532d13fd3 Merge pull request #1295 from JohannesPfeifer/stochastic_singularity 
Stochastic singularity
 2016-11-04 10:56:50 +01:00
Johannes Pfeifer 98cf1bfc1d Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Stéphane Adjemian b069241d18 Merge pull request #1217 from JohannesPfeifer/qz_estimation 
Make sure diffuse_filter triggers qz_criterium>1
 2016-11-04 06:47:17 +01:00
Stéphane Adjemian 09d374a0be Merge pull request #1303 from JohannesPfeifer/shock_decomp 
Shock decomposition and posterior moments
 2016-11-04 00:41:04 +01:00
Stéphane Adjemian (Charybdis) a4fc0cb1a6 Fixed typo. 2016-11-03 17:22:44 +01:00
Stéphane Adjemian (Charybdis) f303378f54 Added warnings about the BVAR identification scheme. 2016-11-03 17:22:44 +01:00
Stéphane Adjemian (Charybdis) 9900c05560 Added missing command in list of BVAR commands. 2016-11-03 17:22:44 +01:00
Johannes Pfeifer fac3348dfe Add information on bvar_irf to bvar-a-la-sims.tex 2016-11-03 17:22:44 +01:00
Johannes Pfeifer ef2ee9d2b0 Fix typo in manual 2016-11-03 17:22:44 +01:00
Johannes Pfeifer d75651a8c7 Correct non-unique nodes in manual that breaks compilation 2016-10-15 11:01:00 +02:00
Johannes Pfeifer c7b751bd50 Add mingw to dyn_mex.m and document compiler options and installation. 2016-10-14 16:35:05 +02:00
Johannes Pfeifer fe9d024d9f Manual: add that if several files differ only by the extension, the filaname must include the extension and be written between quotes 2016-10-09 22:28:29 +02:00
Johannes Pfeifer 209f1b4a7c Allow first_obs and nobs as options of shock_decomposition 2016-10-06 14:20:04 +02:00
Johannes Pfeifer 2fe73fafdc Implement and document keep_kalman_algo_if_singularity_is_detected option 2016-10-02 12:56:28 +02:00
Johannes Pfeifer f553f893c6 Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands 
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
 2016-10-02 10:51:47 +02:00
Houtan Bastani 245359a7df doc: remove last reference to java package for octave 2016-09-27 16:03:45 +02:00
Houtan Bastani 8edea5edb0 octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293 2016-09-27 16:00:34 +02:00
Houtan Bastani 3ace574d72 doc: fix typo 2016-09-16 14:57:35 +02:00
Houtan Bastani 804d31e8af preprocessor: allow shock group names to contain spaces. closes #1280 2016-09-14 14:10:00 +02:00
Houtan Bastani e31f0a8d0f macroprocessor: stop with error when division by zero is encountered. closes #1278 2016-09-05 17:36:40 +02:00
Johannes Pfeifer 76e2112df9 Improve manual on lmmcp 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 2751ab08bb Provide interface to original PATH files and document how to obtain them 2016-08-23 17:28:41 +02:00
Johannes Pfeifer dd22b9609e Add function generate_trace_plots.m that plots trace plots for all estimated parameters 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 8341ac33f8 Document treatment of measurement error in forecasts 
Also removes wrong info on HPDTotalsup/inf
 2016-08-23 17:22:41 +02:00
Houtan Bastani ab35020e97 Merge pull request #1224 from JohannesPfeifer/ms_doc 
Document options of MS code after interface change
 2016-08-23 16:57:06 +02:00
Johannes Pfeifer 75e52ed71d Make sure fast_kalman_filter is only used with diffuse_periods=0 
Closes #1234
 2016-08-22 19:24:35 +02:00
Johannes Pfeifer 818befd4eb Document mh_init_scale 2016-08-22 16:27:32 +02:00
Johannes Pfeifer df8ad833fb Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file 
Closes #503
 2016-08-22 16:27:32 +02:00
MichelJuillard 6a6ccfa966 Merge pull request #1257 from JohannesPfeifer/conf_sig 
Conf sig
 2016-08-21 16:14:28 +02:00
MichelJuillard d27bbe667f Merge pull request #1230 from JohannesPfeifer/load_mh_file 
Save chain's proposal density and make load_mh_file and mh_recover load it
 2016-08-21 16:12:12 +02:00
MichelJuillard cc5cafdd15 Merge pull request #1254 from JohannesPfeifer/log_density_save 
Save log_density at the mode and document oo_.posterior-fields
 2016-08-21 11:13:19 +02:00
MichelJuillard 688c812267 Merge pull request #1233 from JohannesPfeifer/doc_additions 
Additional documentation for OSR and onlyclearglobals
 2016-08-20 17:46:44 +02:00
MichelJuillard 5c69c789f6 Merge pull request #1261 from JohannesPfeifer/bvar 
BVAR: Save prior and posterior information in oo_
 2016-08-20 17:39:34 +02:00
Houtan Bastani e6a5b8f9b8 doc: clarify that latex code passed to reports must be valid 2016-08-17 14:42:02 +02:00
Houtan Bastani 850411a990 doc: clarify graphLineName option to addSeries 2016-08-17 14:39:15 +02:00
Johannes Pfeifer c156a5907c BVAR: Save prior and posterior information in oo_ 2016-08-01 10:41:04 +02:00
Johannes Pfeifer 8dadd1519e Restore backward compatibility of OSR command with maxit and tolf options 
Translates these options into optim_opt structure
 2016-07-22 16:53:19 +02:00
Johannes Pfeifer 1bd5c7cc0d Disentangle options_.conf_sig and set default to 0.9 2016-07-21 12:17:30 +02:00
Johannes Pfeifer 08e63f1812 Document tolf and tolx options for perfect foresight and steady 
Related to #1249
 2016-07-21 09:40:35 +02:00
Johannes Pfeifer f2f44a0989 Save log_density at the mode and document oo_.posterior-fields 2016-07-20 20:48:24 +02:00
Johannes Pfeifer 7621ebb5ea Harmonize spelling and function arguments of collect_latex_files.m 
All lower caps and no inputs
 2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Hermes) 2435040929 Changed default for nonlinear filters. 2016-07-01 11:47:21 +02:00
Stéphane Adjemian (Hermes) 581198741f Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions"" 
This reverts commit b0e7f1cfd7.
 2016-06-24 17:38:54 +02:00
Houtan Bastani b0e7f1cfd7 Revert "preprocessor: allow for partitioning of variables along multiple dimensions" 
This reverts commit 7a29f50d99.
 2016-06-23 15:59:35 +02:00
Houtan Bastani 7a29f50d99 preprocessor: allow for partitioning of variables along multiple dimensions 2016-06-23 15:36:42 +02:00
Johannes Pfeifer 1c420e6056 Allow for parameter_set=mle_mode in shock_decomposition 
Required after writing results into oo_.mle_mode for ML estimation
 2016-06-17 00:21:08 +02:00
Johannes Pfeifer 00dcc1b543 Clarify Dynare behavior of using clear all for Octave and Matlab 
Closes #1232
 2016-06-16 20:50:11 +02:00
Johannes Pfeifer 20ae7069cf Document new OSR fields of M_ 2016-06-16 20:49:02 +02:00
Johannes Pfeifer 1c84ccdc34 Save trend and constant for all variables in smoother 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 5d6d1336ef Enable filter_covariance option in posterior sampling 2016-06-16 12:05:38 +02:00
Stéphane Adjemian (Hermes) 64d01a806e Fixed behaviour of write_latex_prior_table command 2016-06-16 10:38:40 +02:00
Stéphane Adjemian (Lupi) b70fe62503 Minor change in user reference manual. 
The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
 2016-06-15 17:15:53 +02:00
Johannes Pfeifer e94a698a9b Implement write_latex_prior_table.m 
Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
 2016-06-15 16:47:39 +02:00
Johannes Pfeifer 4486d098b5 Save dsge_var objects at the mode 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 1084a2d452 Document new behavior of mh_recover and mh_replic 2016-06-14 15:18:05 +02:00
Johannes Pfeifer d02f8d0377 Allow for text-command in math environment by using amsmath package in collect_LaTeX_Files.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 954b0fe987 Document options of MS code after interface change 
Closes #879
 2016-06-12 13:07:05 +02:00
Sébastien Villemot fe9ef566a6 Fix duplicate texinfo anchor introduced in previous commit. 2016-06-02 14:01:14 +02:00
Houtan Bastani ea4ec224e1 preprocessor: add all_values_required option to histval. closes #261 2016-06-02 12:57:11 +02:00
Stéphane Adjemian (Charybdis) 15f83d0e18 Added new option for setting weights in CPF algorithm. 2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Charybdis) 67b808207c Added new algorithm for the estimation of nonlinear models. 2016-06-01 16:29:53 +02:00
Johannes Pfeifer 14c4a5c131 Fix copy and paste mistake in manual 2016-05-30 17:20:26 +02:00
Johannes Pfeifer cd128cb563 Document configuration file setting for Windows 
Closes #337
 2016-05-30 13:58:38 +02:00
Johannes Pfeifer b58c8274dd Manual: clarify that name tags are not required for all equations for display of residuals with tags 2016-05-28 19:34:07 +02:00
Johannes Pfeifer f5fd699149 Update documentation on equation tags and LMMCP 
Also documents solve_algo=10
 2016-05-28 18:02:57 +02:00
Johannes Pfeifer 06ed7ad83f Update manual on slice mode_files option to reflect 3e8dbcfc7e 2016-05-28 15:45:39 +02:00
Johannes Pfeifer 96ca17623b Fix URL fir equation tags 2016-05-28 15:25:03 +02:00
Stéphane Adjemian (Hermes) 635d5b704b Added description of options lmmcp and stack_solve_algo==7 in reference manual. 2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes) 97d094b6dd Added mention to equation tags in Ref. manual. 2016-05-24 17:26:06 +02:00
Johannes Pfeifer 03563e012b Allow for pass OSR parameter bounds to optimizer 2016-05-22 11:41:54 +02:00
Johannes Pfeifer 010787ba8d Document inefficiency factor computation 2016-05-19 16:33:06 +02:00
Johannes Pfeifer 048fbcc698 Add reference for slice sampler 2016-05-19 15:38:43 +02:00
Johannes Pfeifer ddaada1a16 Cosmetic changes to manual 2016-05-19 15:12:21 +02:00
Johannes Pfeifer 6241a834e1 Document recent posterior sampler interface changes 2016-05-19 15:02:58 +02:00
Houtan Bastani 6b7a77d5a9 preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187 2016-05-18 12:26:19 +02:00
Houtan Bastani 253e6c8dfb Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"" 
This reverts commit c496d6f5ca.
 2016-05-18 10:34:45 +02:00
Houtan Bastani c496d6f5ca Revert "preprocessor: add option no_2nd_order_params_derivs. #1187" 
This reverts commit 024586fbb1.
 2016-05-17 15:37:46 +02:00
Houtan Bastani 85e3ddd2d4 build system: modify package creation for OS X. Min requirements OS X 10.8+ and 64-bit Matlab 2016-05-13 15:52:49 +02:00
Houtan Bastani 024586fbb1 preprocessor: add option no_2nd_order_params_derivs. #1187 2016-05-12 14:40:28 +02:00
Houtan Bastani 25121bca4f fix copyright dates 2016-05-04 16:05:31 +02:00
Michel Juillard 98b53553c6 update doc for shocks_decomposition 2016-04-15 09:02:53 +02:00
MichelJuillard a8cc21eb97 Merge pull request #1163 from JohannesPfeifer/Smoother_fixes 
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
 2016-04-12 14:22:19 +02:00
MichelJuillard aa1a0b5e25 Merge pull request #1052 from JohannesPfeifer/lin_solve_robust 
Integrate robust linear solver for stack_solve_algo=0
 2016-04-12 12:06:22 +02:00
Johannes Pfeifer 1bf684442c Fix typos in manual 2016-04-12 11:04:49 +02:00
Johannes Pfeifer e086e0fb2d Add documentation on oo_.Smoother subfields 2016-04-12 10:52:41 +02:00
Johannes Pfeifer 8b21443284 Document oo_.Smoother.Variance 2016-04-12 10:52:06 +02:00
MichelJuillard 1def8a409b Merge pull request #1158 from JohannesPfeifer/higher_moments 
Save skewness and kurtosis when simulated moments are requested
 2016-04-12 10:46:40 +02:00
Johannes Pfeifer 80d3db5447 Clarify manual on conditional_forecasts with trends 2016-04-09 09:45:21 +02:00