Stéphane Adjemian (Odysseus)
0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise
2021-01-11 11:06:55 +01:00
5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare
2020-12-22 12:29:38 +01:00
0e9b8c33f9
Document changes to discretionary_policy
2020-12-20 14:00:13 +01:00
ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:40:57 +01:00
f2cde3b6d9
Make schur_vec_tol settable and document it
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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
4cf9f7d1a7
stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
18350f680e
manual: clarify that mh_replic is per chain, not the total number of replications
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[skip CI]
2020-11-30 17:32:03 +01:00
b4f293bdf2
Document mode_compute=13
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[skip ci]
2020-11-27 14:22:59 +01:00
fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
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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
f823f1a691
Manual: fix link to (old) Dynare wiki
2020-11-03 16:52:23 +01:00
71e3e0d49e
Fix extended_path with bytecode
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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}.
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Closes #3 .
2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis)
17e6421ea3
Merged master into enterprise.
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Fixed conflict in
- doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
a9fea692e9
Preprocessor: allow 'use_dll' option to be specified on the command line
2020-09-18 15:20:00 +02:00
f6e7c2d061
Manual: remove obsolete requirement for 'use_dll' on Windows
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[skip ci]
2020-09-18 15:05:38 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
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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
b281d682f2
Manual: document default name for “shock_groups” blocks
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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
11ef652136
Manual, external functions: when derivatives are not provided, finite difference is used
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[skip ci]
2020-07-09 18:03:35 +02:00
dfc7357636
Add display of theoretical moments at order=3 with pruning
2020-06-30 13:46:54 +02:00
b70d99d1b4
Refactoring of initval_file and histval_file
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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
Stéphane Adjemian (Charybdis)
046960c4a8
Merge remote-tracking branch community/master into enterprise
2020-04-03 11:33:46 +02:00
64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution
2020-04-01 14:46:22 +02:00
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
625ad3099e
Document options added in dab769c6f4
2020-03-19 14:42:18 +01:00
Stéphane Adjemian (Charybdis)
2083246a35
Add initial condition for mh_tune_jscale.
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Closes #1717 .
2020-02-29 13:25:24 +01:00
2fcd22059b
Add documentation for the mh_tune_jscale_initial_guess option
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Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/16
2020-02-29 10:28:50 +01:00
Stéphane Adjemian (Charybdis)
fa95a6347d
Added new nonlinear solvers (solve_algo 12 and 14).
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These algorithms are alternative versions of 2 and 4 specialized for
models where each equation has only one endogenous variable on the
left hand side (only allowed expression on LHS is the log of an
endogenous variable). Univariate recursive blocks are then not solved
with a non linear but by evaluating the RHS expression.
2020-02-20 13:07:54 +01:00
2fea033874
doc: remove warning in compilation introduced in 3af2cc3fc4
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a blank line is needed after a bulleted list
2020-02-19 22:17:38 +01:00
70d7a48d44
preprocessor update
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- macro processor: allow for the definition of a variable without a value
- dragonfly: add new field to `options_.parallel_info`
- fix lookbehind to handle `-` sign in substitution of dates in native statements
- remove support for weekly dates
- dragonfly: support ProgramConfig config file option
- dragonfly: support ProgramPath config file option
- add undocumented `gui` option to preprocessor
- occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
- make loop variables const
- Combine `DynareMain.cc` and `DynareMain2.cc`
2020-02-19 22:03:01 +01:00
04d06dc330
Merge branch 'manual' into 'master'
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Manual updates regarding Identification
See merge request Dynare/dynare!1712
2020-02-17 16:14:16 +00:00
3af2cc3fc4
📖 Update manual
2020-02-17 16:58:38 +01:00
cd195279e9
Manual: workaround for incorrect display of macro-directives without arguments
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The workaround consists in appending the names of those macro-directives with a
regular space followed by a zero-width space (U+200B).
An extra LaTeX declaration was also added in order to make this hack work with
the PDF.
Ref. #1707
2020-02-17 15:41:39 +01:00
Stéphane Adjemian (Charybdis)
f69cd14983
Updated reference manual wrt the nonlinear filters at higher order.
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis)
10c196de34
k order approximation available in online filters.
2020-02-16 21:16:21 +01:00
99d2b5ad39
Manual: add set union and intersection operators in the macro-processor
2020-02-14 18:28:10 +01:00
177c5c359f
Implement estimation under discretionary optimal policy
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Also add a test case.
For the time being, estimating parameters that appear in the discount factor is
not supported.
Ref. #1173
2020-02-03 18:29:45 +01:00
00ee480674
Manual: add the accessor functions
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Note that, for get_mean, the syntax with an optional order is not documented,
because the semantics is different at order 2, and it does not work for higher
orders.
Closes : #1687
2020-01-22 16:25:35 +01:00
77b7b216d0
doc: use references instead of repeating the same info
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[skip ci]
2020-01-22 10:59:34 +01:00
b090669e8f
doc: add info about `epilogue` block
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Closes issue #1679
[skip ci]
2020-01-22 10:31:56 +01:00
06ce5d1e56
Manual: document init2shocks
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Closes : #1650
2020-01-21 18:39:33 +01:00
e371b1a94b
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
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The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.
Closes : #1093
2020-01-20 16:23:10 +01:00
2fb18bba97
Manual: FILENAME need not always be a quoted string (in a Dynare context)
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Ref. !1692
2020-01-20 14:59:37 +01:00
b3aef92234
Document xls_range/sheet options of calib_smoother
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Closes https://git.dynare.org/Dynare/dynare/issues/1695
2020-01-13 12:56:18 +01:00
8764330725
fix typo in doc
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`check` has two OPTIONS
[skip ci]
2020-01-13 12:42:09 +01:00
2c8c120298
Replace various references to deprecated ramsey_policy by ramsey_model
2020-01-10 15:26:50 +01:00
055710c938
Change ordering of optimal policy commands
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Moves common planner_objective command to front
2020-01-10 15:11:09 +01:00
7245cb2ef3
Document evaluate_planner_objective
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Also clarifies restructures section on optimal policy and clarifies calling order of commands
2020-01-10 08:38:22 +01:00
f8e415a868
Change perfect foresight example code to suggested new syntax
2020-01-09 19:30:38 +01:00
b4479361c1
doc: fix typo and formatting
2020-01-08 15:43:18 +01:00
8fbb77303a
dynare manual: cleanup whitespace
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- remove trailing whitespace
- replace tabs with spaces as per PEP guidelines
2020-01-08 15:04:59 +01:00
Stéphane Adjemian (Odysseus)
Sébastien Villemot
Johannes Pfeifer
Michel Juillard
Willi Mutschler
Houtan Bastani