Stéphane Adjemian (Scylla)
108c10cdb2
Merge branch 'master' into ecb-master
...
Fixed conflicts:
doc/userguide/models/fs2000ns_steadystate.m
doc/userguide/models/fsdat.m
matlab/modules/dseries
mex/sources/estimation/tests/logposterior_dll_test/random_walk_metropolis_hastings_core.m
mex/sources/estimation/tests/logposterior_dll_test/rawdata_euromodel_1.m
mex/sources/estimation/tests/random_walk_metropolis_hastings_core.m
mex/sources/estimation/tests/rawdata_euromodel_1.m
2017-09-28 10:33:17 +02:00
Houtan Bastani
5c821b784d
doc: move user guide to https://github.com/DynareTeam/user-guide.git
2017-09-22 11:52:51 +02:00
Houtan Bastani
97743cbb3f
Merge branch 'master' into ecb-master
2017-09-13 18:27:15 +02:00
Houtan Bastani
513abe445f
doc: update for change in 24a03ee290
. #1509
2017-09-08 18:20:56 +02:00
Stéphane Adjemian (Scylla)
167992f7e7
Merge branch 'master' into ecb-master
...
Fixed conflicts:
preprocessor/DynareBison.yy
preprocessor/Statement.hh
2017-08-31 12:09:43 +02:00
Stéphane Adjemian (Scylla)
591a68bf50
Added option stochastic to Dynare command.
2017-08-31 10:19:43 +02:00
Houtan Bastani
349834eeca
preprocessor: add write_latex_steady_steade_model command. Closes #1496
2017-08-30 14:30:06 +02:00
Stéphane Adjemian (Scylla)
eb3f33df00
Merge branch 'master' into ecb-master
...
Fixed conflicts:
matlab/backward/backward_model_forecast.m
preprocessor/DynareBison.yy
preprocessor/ParsingDriver.hh
tests/practicing/datasaver.m
2017-08-30 11:51:56 +02:00
Houtan Bastani
09d44c89fd
preprocessor: add parameter_set option to evaluate_smoother command. Closes #1477
2017-08-28 18:25:37 +02:00
Houtan Bastani
628c4cf27b
preprocessor: add model_local_variable declaration for declaring model local variables with tex names. Closes #563
2017-08-28 17:24:56 +02:00
Houtan Bastani
a8073a8d31
doc: add documentation for nopreprocessoroutput option. #1390
2017-08-25 17:41:40 +02:00
Houtan Bastani
1551d33e9e
preprocessor: add write_equation_tags option to write_latex_original_model and write_latex_static_model. closes #1431
2017-08-24 16:10:53 +02:00
Johannes Pfeifer
b4a52b8076
conditional_forecasts: Fix errors in manual
2017-08-16 19:45:58 +02:00
Stéphane Adjemian (Scylla)
c5fb6dfe57
Merge branch 'master' into ecb-master
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Fixed conflict in preprocessor/ModFile.cc
2017-07-27 22:48:29 +02:00
Johannes Pfeifer
8e899aa6bc
Fix another typo in manual
2017-07-17 19:33:51 +02:00
Johannes Pfeifer
9f00081310
Fix typos in manual
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Thanks to Jean-Paul K. Tsasa
2017-07-17 08:39:11 +02:00
Houtan Bastani
bc1910a5e6
doc: olseqs
2017-07-07 15:51:12 +02:00
Houtan Bastani
a899ac8c3d
doc: adl and diff
2017-07-07 15:31:00 +02:00
Houtan Bastani
1aed47bc41
Merge branch 'master' into ecb-master
2017-07-03 17:46:02 +02:00
Stéphane Adjemian
6a789458f1
Merge pull request #1474 from JohannesPfeifer/mode_compute_6_doc
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mode_compute=6: Fix mistakes in manual
2017-06-30 12:01:46 +02:00
Stéphane Adjemian (Charybdis)
cf4579fc61
Merge branch 'master' into ecb-master
2017-06-30 10:55:31 +02:00
Johannes Pfeifer
2e06a636cd
mode_compute=6: Fix mistakes in manual
2017-06-30 10:50:49 +02:00
Stéphane Adjemian (Charybdis)
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
Houtan Bastani
5eb66ff1ab
preprocessor: only create one dynamic/static JSON file
2017-06-29 15:11:22 +02:00
Stéphane Adjemian (Charybdis)
a59a2fae2d
Merge branch 'master' into ecb-master
2017-06-29 13:33:29 +02:00
Houtan Bastani
9a13adb111
preprocessor: print JSON deriv detail by default; use option to print less-detailed versions of dynamic/static models
2017-06-29 13:08:41 +02:00
Sébastien Villemot
f1ed349d6b
Enfore standard tmp directory when calling latex2html.
2017-06-29 12:32:21 +02:00
Sébastien Villemot
5feea2fc72
Update macro-processor slides (new @#include variant).
2017-06-28 18:19:10 +02:00
Sébastien Villemot
1270f12439
Drop texi2html requirement (obsolete software), use texi2any instead.
2017-06-28 17:24:26 +02:00
Stéphane Adjemian (Charybdis)
684861ce87
Fixed typos.
2017-06-28 15:35:05 +02:00
Houtan Bastani
c245edcd91
Merge branch 'master' into ecb-master
2017-06-28 12:16:05 +02:00
Houtan Bastani
1c2d116a0f
doc: fix up wording of JSON description
2017-06-28 12:13:23 +02:00
Houtan Bastani
3938381e99
preprocessor: write JSON output for original model when writing after transform pass
2017-06-28 12:04:04 +02:00
Houtan Bastani
170d90bd84
doc: fix bug introduced in 8e0791d05c
2017-06-28 11:08:17 +02:00
Houtan Bastani
8f6d66cb54
Merge branch 'master' into ecb-master
2017-06-28 11:06:08 +02:00
Houtan Bastani
8e0791d05c
doc: add info about JSON output
2017-06-28 11:02:16 +02:00
Houtan Bastani
d8ffd5e83c
Merge branch 'master' into ecb-master
2017-06-19 18:02:57 +02:00
Houtan Bastani
f917869439
doc: macOS related updates
2017-06-15 14:03:59 +02:00
Stéphane Adjemian (Charybdis)
0ed62fb476
Fixed authors ordering.
2017-06-11 02:25:05 +02:00
Stéphane Adjemian (Charybdis)
7d373f0d7e
Merge branch 'master' into ecb-master
2017-06-03 14:51:28 +02:00
Stéphane Adjemian (Charybdis)
99cb731112
Fixed indentation of matlab files.
2017-06-01 19:43:18 +02:00
Johannes Pfeifer
ac15f60ec6
Fix typo in manual and clarify analytic_derivation option
2017-05-27 18:30:40 +02:00
Houtan Bastani
ba5bbbb657
doc: fix menu typo
2017-05-17 10:16:08 +02:00
Houtan Bastani
20a453f1e7
doc: var_estimation (new), var_model (modify), var_forecast (modify)
2017-05-16 14:33:05 +02:00
Stéphane Adjemian
502612a5a5
Merge pull request #1451 from JohannesPfeifer/bvar_doc
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Document how to set options for BVAR Irfs
2017-05-16 12:49:30 +02:00
Johannes Pfeifer
6dde340c1e
Document how to set options for BVAR Irfs
2017-05-14 18:37:34 +02:00
Stéphane Adjemian (Charybdis)
563d992a7a
Merge branch 'master' into ecb-master
2017-05-12 19:05:56 +02:00
Johannes Pfeifer
660b370fb3
Fix typos in manual (thanks to Daniel Bendel)
2017-05-03 15:06:16 +02:00
Stéphane Adjemian (Charybdis)
c2556cc80e
Merge branch 'master' into ecb-master
...
Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
Johannes Pfeifer
0361fb29dc
Add documentation of one_sided_hp_filter missing from f7175745ac
2017-05-02 12:27:27 +02:00
Stéphane Adjemian
072246c5ab
Merge pull request #1441 from JohannesPfeifer/ksstat
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Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
Johannes Pfeifer
d7b2e271d7
Update documentation on sensitivity
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Closes #789
2017-04-27 12:03:02 +02:00
Johannes Pfeifer
451646ff16
Remove redundant ksstat option
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Closes #1431
2017-04-27 11:08:17 +02:00
Stéphane Adjemian (Charybdis)
d6e1d0baa5
Added option rescale_prediction_error_covariance.
2017-04-26 18:22:03 +02:00
Houtan Bastani
db535236b2
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +02:00
Houtan Bastani
753d8a17f0
preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477
2017-04-05 11:01:25 +02:00
Houtan Bastani
14f4544a29
preprocessor: add option to write equation tags in latex output. closes #477
2017-04-04 16:08:30 +02:00
Stéphane Adjemian (Charybdis)
f9a462bf07
Added option nonlinear_filter_initialization.
...
Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).
If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.
A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis)
8eefb6a747
Fixed warning introduced in b5c353f5a3
.
2017-04-03 11:25:05 +02:00
Johannes Pfeifer
b64aa57bc3
Update affiliation of Johannes
2017-04-01 19:59:29 +02:00
Houtan Bastani
6571f7ea68
doc: fix changes merged in ad2e1ffc8d
2017-03-28 11:56:38 +02:00
Johannes Pfeifer
b5f989ccb1
Manual: Define integer_vector
2017-03-28 11:39:44 +02:00
Johannes Pfeifer
368262d5f1
Update manual on realtime_shock_decomposition following Marco's description
2017-03-28 11:35:27 +02:00
Johannes Pfeifer
b5c353f5a3
Prevent Texinfo from replacing straight quotation marks in codes by italic ones
2017-03-27 12:36:18 +02:00
Johannes Pfeifer
14b8604de5
Restructure manual on shock_decomposition
...
- Introduces proper definition of output variables
- Clarifies various options
2017-03-27 12:35:36 +02:00
Johannes Pfeifer
94f09402a2
Manual: Add new subsections for commands not belonging to estimation
2017-03-27 11:43:07 +02:00
Houtan Bastani
b3ecc8c003
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
Houtan Bastani
2be17e1ebd
doc: more fixes to documentation
2017-03-24 10:34:59 +01:00
Houtan Bastani
4f432b7e58
doc: update plot_shock_decomposition option names
2017-03-24 10:34:59 +01:00
Stéphane Adjemian
c24ebb6055
Merge pull request #1413 from JohannesPfeifer/manual_fix
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Fix typo in manual
2017-03-22 12:40:08 +01:00
Houtan Bastani
8bb2f5d91a
doc: add forecast menu item missing from 2ba82f46594ee51eb01df3bc95d23bca8bcadd6c
2017-03-22 09:41:10 +01:00
Houtan Bastani
a248d9b51f
doc: add var_model, var_expectation
2017-03-22 09:41:10 +01:00
Houtan Bastani
173de21aa0
doc bug: fix typo
2017-03-22 09:41:09 +01:00
Stéphane Adjemian (Charybdis)
121be35aca
Added varexobs in reference manual.
2017-03-22 09:41:09 +01:00
Houtan Bastani
24abebb0b4
doc: correct argumnets to options
2017-03-21 14:35:04 +01:00
Houtan Bastani
4b4ee1cd92
doc: fix typo
2017-03-21 14:27:58 +01:00
Houtan Bastani
30232985ee
doc: fix markups of i.e. and e.g.
2017-03-21 14:15:51 +01:00
Houtan Bastani
2a33cd1bb0
doc: fix doc following recent changes
2017-03-21 12:48:11 +01:00
Johannes Pfeifer
effcd3d12a
Fix typo in manual
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ts does not exist
2017-03-21 09:48:55 +01:00
Johannes Pfeifer
9abac8ccdb
Store indicator whether smoother was used with loglinear
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Required to keep track of whether estimates were logged. Related to #1407
2017-03-20 11:36:10 +01:00
Stéphane Adjemian (Charybdis)
dd02aa4c03
Expand reference manual on loglinear.
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Partial cherry-pick of 3fc2e2b967d7c779058922e9f7fd9f688118a2f0 by Johannes Pfeifer.
2017-03-20 10:17:32 +01:00
Marco Ratto
f52035a3a0
updated documentation about sub_draws
2017-03-18 00:06:15 +01:00
Marco Ratto
a9732afaf6
document behavior of filtered_vars, filter_covariance and filter_step_ahead
2017-03-17 15:43:00 +01:00
Johannes Pfeifer
5d8d5e90d8
evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
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Closes #1373
2017-03-17 13:15:39 +01:00
Stéphane Adjemian (Charybdis)
ef9338bfd6
Fixed bugs in Reference Manual.
2017-03-17 12:42:00 +01:00
Marco Ratto
27f4f81bbd
document save_realtime option of shock decomp
2017-03-17 12:41:59 +01:00
Marco Ratto
0053e7018f
special characters fixed again.
2017-03-17 12:41:59 +01:00
Marco Ratto
ddd25fb817
Improve documentation of shock decomposition commands
2017-03-17 12:41:59 +01:00
Marco Ratto
06176caf64
manual updates
2017-03-17 12:41:59 +01:00
Stéphane Adjemian (Charybdis)
9fbef0c107
Removed penalty_hessian routine.
...
+ Code factorization.
+ Added an option for using the penalized objective when computing numerically
the hessian at the mode.
Previous behaviour (introduced with penalty_hessian routine) was to compute the
hessian matrix at the mode with the penalized objective function (instead of
the original objective function). This behaviour hides problematic situations,
where the computed hessian (using the original objective) would not be full
rank. For instance, if the estimation ends up with a parameter on (or very
close to) the bounds of its possible values (which is often not a desirable
outcome), the estimated posterior variance would be zero for this
parameter (with the original objective) because the hessian is not finite in
this direction, while the posterior variance would be positive if the penalized
objective is used instead. But this estimate would not be reliable by
construction of the penalty which is quite ad-hoc (more fundamentally I do not
think that there exists any rational for approximating the covariance matrix
with the inverse of the hessian matrix if the mode is on the border of the set
of possible values).
This commit restore the behaviour previous to 2446ab02ba
.
An option is available for computing the hessian with the penalized
objective function.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
5b73d7d59c
Added new optimization routine (particleswarm).
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Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
Houtan Bastani
e88739a5ea
doc: add preprocessor copyright info
2017-02-01 18:16:51 +01:00
Houtan Bastani
25e9a81b71
doc: update for preprocessor
2017-02-01 18:06:44 +01:00
Houtan Bastani
3776b910a1
preprocessor: remove introduction to C++ programming
2017-01-31 17:11:28 +01:00
Houtan Bastani
f1d607af99
preprocessor: remove extra exogenous variables. closes #841
2017-01-27 22:48:17 +01:00
Houtan Bastani
a6e74ac7af
doc: update manual copyright date
2017-01-23 14:24:30 -05:00
Houtan Bastani
12b8a915e9
submodule update: reporting
2017-01-09 16:20:15 +01:00
MichelJuillard
562b8f7a5c
Merge pull request #1139 from JohannesPfeifer/Ramsey_documentation
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Correct manual on Ramsey
2017-01-08 20:03:59 +01:00
Michel Juillard
1554f15a65
- rephrased description of objective function value when Lagrange multipliers are
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set to 0
- type correction
2017-01-08 17:16:41 +01:00
Stéphane Adjemian
420fb3896b
Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions
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Document irf_calibration and moment_calibration in the context of est…
2017-01-05 09:08:52 +01:00