Commit Graph

542 Commits (b8c6e4bb01386ef0cb88bab23268d76db912ffbc)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) b8c6e4bb01 Merge branch 'master' into fix-mcmc-algorithm 2013-11-26 16:53:27 +01:00
Stéphane Adjemian (Scylla) 84982652a0 Changed chapter nine. Description of internals command. 2013-11-26 16:51:49 +01:00
Stéphane Adjemian (Scylla) bd630d7210 Removed MC_record field from oo_ structure and the output argument from MCMC routines.
Details about the MCMC can be loaded in the workspace with the following command:

>> internals --load-mh-history <NAME_OF_THE_MOD_FILE>

under the name mcmc_informations, or printed in the command window, using the following
command:

>> internals --display-mh-history <NAME_OF_THE_MOD_FILE>
2013-11-26 12:56:41 +01:00
Sébastien Villemot e29990df62 Improve documentation on nonlinear solver algorithms 2013-11-25 17:46:08 +01:00
Johannes Pfeifer 967ade48e5 Remove redundant slashes from manual 2013-11-22 14:55:05 +01:00
Johannes Pfeifer b4b78dbb65 Clarify terminology in Manual
There are no confidence intervals in Bayesian statistics
2013-11-19 08:33:10 +01:00
Sébastien Villemot 539074858e Add ref. manual graphs to distribution tarball 2013-11-18 15:26:47 +01:00
Houtan Bastani 599137746f fix typo 2013-11-18 15:19:37 +01:00
Stéphane Adjemian (Charybdis) 09eb9a256a Added references for DSGE-VAR model. Fixed reference for Abramovitz and Stegun. 2013-11-17 13:26:12 +01:00
Stéphane Adjemian (Scylla) 7cfad8eee0 Merge branch 'master' into remove-dynDate-class 2013-11-15 18:36:10 +01:00
Stéphane Adjemian (Scylla) aa5efbcf0c Added @dseries/plot in the manual. 2013-11-15 16:11:56 +01:00
Houtan Bastani 38ef4c234b preprocessor: support long name for parameters, #478 2013-11-15 11:14:16 +01:00
Houtan Bastani ac2cd6f3dd preprocessor: support long name for exogenous, #478 2013-11-15 11:14:04 +01:00
Houtan Bastani 0f2bb4c56e preprocessor: support long name for endogenous, #478 2013-11-15 10:57:51 +01:00
Stéphane Adjemian (Penelope) 0c00151092 Merge branch 'master' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Stéphane Adjemian (Penelope) a5cb85c04f Added missing escape sequence parameter. 2013-11-14 16:12:54 +01:00
Stéphane Adjemian (Penelope) c07fc7618b Updated manual. Description of the methods for the @dseries class. 2013-11-14 14:32:57 +01:00
Sébastien Villemot 80a2a6b712 Merge remote-tracking branch 'jpfeifer/irf_debug_feedback' 2013-11-13 14:26:58 +01:00
Houtan Bastani de66665264 doc: update wrt change 3b26467998 2013-11-13 11:37:19 +01:00
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