Commit Graph

1187 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Stéphane Adjemian b464226eaa Merge pull request #1358 from JohannesPfeifer/nograph
Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
Stéphane Adjemian 90982d5fa0 Merge pull request #1357 from rattoma/parallel
Provisions for new node option NumberOfThreadsPerJob. Document option
2017-01-04 23:29:24 +01:00
Houtan Bastani 95ac8536ba doc: update menue for compiler installation 2016-12-28 11:10:02 +01:00
Johannes Pfeifer ca6cd152f2 Document that ramsey_policy now takes multipliers in the variable list.
Related to #1355
2016-12-27 14:36:51 +01:00
Johannes Pfeifer 91abae9ce0 Document graph option 2016-12-26 13:10:45 +01:00
Johannes Pfeifer 452d3cd986 Implement preprocessor interface for posterior_nograph option 2016-12-26 13:07:46 +01:00
Johannes Pfeifer 28d4ed1918 Finish implementation and documentation of nograph option of shock_decomposition.m 2016-12-26 12:52:28 +01:00
Johannes Pfeifer c7290a5f03 Document irf_calibration and moment_calibration in the context of estimation
Also adds unit test. Closes #1318
2016-12-23 12:11:10 +01:00
Johannes Pfeifer 5e010f57c0 Document different treatment of mh_recover and load_mh_file under Octave
Also adjusts unit tests accordingly. Closes #1332
2016-12-23 10:47:58 +01:00
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
Stéphane Adjemian 056548ba76 Merge pull request #1152 from JohannesPfeifer/headers
Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
Johannes Pfeifer 358ba0181c Save skewness and kurtosis when simulated moments are requested
Closes #1157
2016-04-06 09:23:54 +02:00
Johannes Pfeifer 00b605c084 Correct and clarify manual on shock_decomposition command 2016-04-02 17:36:53 +02:00
Johannes Pfeifer 62bdb510ab Clarify documentation on oo_.FilteredVariablesShockDecomposition
(cherry picked from commit b68304e1e8bda36269e87cc500b59ad7bc556d09)
2016-03-30 17:10:53 +02:00
Johannes Pfeifer ddb8e8f6e1 Clarify selected_variables_only option behavior
(cherry picked from commit dcdd1e7f7a324cc8de653bf56e43091b546883a0)
2016-03-30 17:10:37 +02:00
Stéphane Adjemian (Hermes) bdb5068235 Added documentation for prior command (CLI). 2016-03-29 17:15:52 +02:00
Stéphane Adjemian (Hermes) a40214ae8d Document calib_smoother options.
Closes #1146
2016-03-29 15:08:00 +02:00
Johannes Pfeifer 4b83c1bf76 Integrates Tom Holden's robust linear solver
Supersedes #984
2016-03-25 09:59:20 +01:00
Stéphane Adjemian (Lupi) fd850ca5bd Merge branch 'master' into lik_init_5_fixes
Conflicts:
	doc/dynare.texi
	tests/Makefile.am
2016-03-24 17:40:27 +01:00
Stéphane Adjemian 45ed4662ac Merge pull request #1142 from JohannesPfeifer/spectral_density
Document spectral_density option of stoch_simul
2016-03-23 14:22:33 +01:00
Johannes Pfeifer 891b6da31c Clarify hierarchy of loglinear option's logging of data and prefiltering's demeaning in manual 2016-03-23 10:09:16 +01:00
Johannes Pfeifer ecb6cc4cde Correct manual on Ramsey
Closes #944
2016-03-22 22:05:38 +01:00
Johannes Pfeifer 2a323986a5 Document spectral_density option of stoch_simul
Closes #254
2016-03-22 21:45:36 +01:00
Stéphane Adjemian(Charybdis) a55f00073b Manual Merge of branch 'mh_recover' (Johannes) 2016-03-22 18:02:45 +01:00
Stéphane Adjemian(Charybdis) 61e6e80b5a Allow irf_shocks in DSGE-VAR models. 2016-03-22 16:04:33 +01:00
Johannes Pfeifer 4ca5c21858 Clarify manual on mh_recover 2016-03-16 20:01:07 +01:00
Houtan Bastani 939ac02bad fix copyright dates 2016-03-15 12:45:57 +01:00
Stéphane Adjemian 5a91b601a2 Merge pull request #1134 from JohannesPfeifer/bvar_mdd
Save marginal data density from BVAR in oo_
2016-03-15 12:39:10 +01:00
Johannes Pfeifer 6b31363d10 Save marginal data density from BVAR in oo_
Closes #1090
2016-03-15 11:49:25 +01:00
Houtan Bastani ff0f360938 doc: clarify/simplify doc for planner_discount 2016-03-11 16:02:01 +01:00
Houtan Bastani b303819254 doc: even though long_name was removed as an explicit option in c9ca46f228, reintroduce the doc related to it so as not to confuse the issue 2016-02-26 17:00:35 +01:00
Houtan Bastani c9ca46f228 preprocessor: allow arbitrary partitioning of variables (removes long_name keyword) 2016-02-26 16:47:17 +01:00
Houtan Bastani 8c2e6655f1 preprocessor: introduce new option compute_xrefs, #1125 2016-02-23 13:57:55 +01:00
Houtan Bastani 10b3a57c7f reporting: submodule update 2016-02-22 11:03:09 +01:00
Houtan Bastani 3dc02055ec fix quotation marks (thanks Johannes) 2016-01-22 10:39:31 +01:00
Houtan Bastani 55ffad933c doc: fix typo (thanks Johannes) 2016-01-21 17:36:02 +01:00
Johannes Pfeifer 9cea813249 Add missing packages to collect_LaTeX_Files.m and manual 2015-12-13 16:57:25 +01:00
Stéphane Adjemian (Charybdis) f9436350f1 Added weibull prior in the manual. 2015-12-04 18:48:16 +01:00
Michel Juillard fb3f9a6475 fixing the reference to Herbst 2015-11-28 18:20:36 +01:00
Michel Juillard c373d1e1be adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
Michel Juillard 53e9307fe2 modified too big message in evaluate_planner_objective
Mention the issue in the doc
2015-11-09 09:15:44 +01:00
Houtan Bastani e6fa686566 fix typo 2015-10-22 11:07:59 +02:00
Houtan Bastani e7bac9db02 fix typo in doc 2015-10-21 20:33:49 +02:00
Houtan Bastani ab893696eb submodule update: dseries 2015-10-21 17:49:48 +02:00
Johannes Pfeifer a7ed27b889 Document lik_init=5 and add unit test for lik_init 2015-10-18 18:55:33 +02:00
Houtan Bastani f583add550 prior_posterior_function: save results to different structures, depending on which command was called 2015-10-14 11:19:12 +02:00
Houtan Bastani fd5ce1366e preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Stéphane Adjemian (Charybdis) 6ea5bdde34 Merge branch 'johannes_bandpass' 2015-10-13 23:56:22 +02:00
Houtan Bastani 145e2d5542 preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076 2015-10-13 17:41:31 +02:00
Houtan Bastani c45a054c6f modify calling structure of execute_prior_posterior_function and update doc 2015-10-13 15:13:35 +02:00
Stéphane Adjemian d3eca9338b Merge pull request #1038 from JohannesPfeifer/kernel_density
Allow computing posterior kernel density
2015-10-12 23:23:07 +02:00
Johannes Pfeifer 40de494568 Document new filter option 2015-10-12 20:42:04 +02:00
Michel Juillard 8bfec92d4d adding missing @end deffn 2015-10-12 16:57:55 +02:00
Johannes Pfeifer b7cbb563d6 Allow suppressing density of smoother and forecast objects 2015-10-12 15:34:52 +02:00
Johannes Pfeifer fd9f2db79d Allow resuming previous run of CMAES
Also enables saving of intermediate results, consistent with the manual.
2015-10-11 19:13:48 +02:00
MichelJuillard b51b037ef2 Merge pull request #871 from JohannesPfeifer/prior_posterior_function
Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Stéphane Adjemian 3490e400bc Merge pull request #1015 from JohannesPfeifer/model_comparison
Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
Stéphane Adjemian (Charybdis) e52ce43569 Removed clear all for Matlab>=R2015b.
By default, Dynare clears the globals and functions containing
persistent variables. The behaviour of Dynare is not changed with
Matlab<R2015b or Octave.
2015-10-06 11:34:56 +02:00
Stéphane Adjemian (Charybdis) d43534d9f3 Fixed compilation of org files to html (dynare-internals.org).
Should fix the build of dynare's snapshot (for windows) after the
dist-upgrade on karaba.
2015-09-25 23:37:45 +02:00
Johannes Pfeifer 6c8e7c5ff5 Fix typo in manual 2015-09-17 14:36:59 +02:00
Stéphane Adjemian (Charybdis) a911568b37 Updated dseries submodule and reference manual.
Remove the possibility to instantiate an empty dseries with a range of dates.
2015-09-14 14:07:51 +02:00
Houtan Bastani fbd178c5be preprocessor: add horizon option to ms_forecast 2015-09-08 17:28:08 +02:00
Houtan Bastani c96b8392d3 doc: fix typo that caused repeated entries in index 2015-09-07 11:49:17 +02:00
Houtan Bastani 8d54aeeaf6 preprocessor: add relative_irf option to irf_calibration block. closes #720 2015-09-07 11:49:17 +02:00
Houtan Bastani d280cbfb1a doc: fix typos 2015-08-31 14:33:00 +02:00
Stéphane Adjemian edcddd9008 Merge pull request #1037 from JohannesPfeifer/rolling_window
Add capacities for rolling window estimation
2015-08-31 12:56:02 +02:00
Houtan Bastani ae49cddd1d preprocessor: allow for [paths] block in dynare config file. closes #1039 2015-08-28 18:06:30 +02:00
Houtan Bastani 2518f6c83c preprocessor: macroprocessor: add @#includepath macro. #1039 2015-08-28 14:43:26 +02:00
Houtan Bastani c9a808f704 doc: add documentation related to 1ba04976aa 2015-08-27 17:49:32 +02:00
Johannes Pfeifer f80f0f9258 Add capacities for rolling window estimation 2015-08-25 15:37:25 +02:00
Johannes Pfeifer a072294cab Improve documentation for model_comparison.m 2015-08-13 17:49:15 +02:00
Stéphane Adjemian de9f5cd8e1 Merge pull request #1023 from JohannesPfeifer/posterior_std
Clarify that oo_.posterior_std comes from mode computing
2015-08-13 16:10:12 +02:00
Stéphane Adjemian (Lupi) 670de60a72 Fixed typo (missing macro in texinfo doc). 2015-08-13 14:24:01 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Johannes Pfeifer 8a09c61adb Redefine oo_.posterior_std and add oo_.posterior_std_at_mode
Makes clear that oo_.posterior_std_at_mode comes from mode-finding while oo_.posterior_std comes from MCMC
2015-08-11 11:24:58 +02:00
Michel Juillard 9a7aac65de fixing type in documentation 2015-07-29 09:23:16 +02:00
Johannes Pfeifer 8341e0c2f0 Add documentation for execute_prior_posterior_function 2015-07-28 15:37:02 +02:00
Johannes Pfeifer 0f50f33c2c Initialize M_.dname=M_.fname in global_initialization.m
Closes #979
2015-07-28 15:23:53 +02:00
MichelJuillard 2209944c7c Merge pull request #1000 from JohannesPfeifer/collect_latex
Bugfixes related to collect_LaTeX_Files.m
2015-07-27 21:55:09 +02:00
MichelJuillard 7541cf0132 Merge pull request #996 from JohannesPfeifer/doc_allowed_names
Add info on allowed variable names to manual
2015-07-27 21:51:38 +02:00
Johannes Pfeifer 19b7f5ea7f Bugfixes related to collect_LaTeX_Files.m
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
2015-07-26 17:49:54 +02:00
Johannes Pfeifer d4629d4ba4 Add info on allowed variable names to manual
Closes #341
2015-07-24 13:13:43 +02:00
Johannes Pfeifer 36e7bcdbcd Add headers and more documentation to shock_decomposition.m and graph_decomp.m 2015-07-24 10:08:43 +02:00
Johannes Pfeifer 08b42f9adb Add disclaimer to manual regarding reset of mode-file. 2015-07-23 17:19:09 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2cb58be875 Merge pull request #969 from JohannesPfeifer/documentation
Improve documentation of nobs, first_obs, presample, and mode_check
2015-07-20 14:27:40 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Houtan Bastani a4cee3929d doc: change xref to ref 2015-07-20 10:55:17 +02:00
Houtan Bastani 722036aea5 doc: change xref to ref, fix grammar 2015-07-20 10:52:17 +02:00
Houtan Bastani e7239fe0fc change xref to ref 2015-07-20 10:49:45 +02:00
MichelJuillard ce3dc068c3 Merge pull request #692 from JohannesPfeifer/imcforecast
Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
Houtan Bastani 7740fdaca0 preprocessor: split creation of latex model files. closes #966 2015-07-15 08:58:15 +02:00
Houtan Bastani 33e6b873e6 fix typo 2015-07-15 08:41:10 +02:00
Stéphane Adjemian (Hermes) b5a0114872 Fixed bug in reference manual (missing escape parameter). 2015-07-08 23:34:33 +02:00
Houtan Bastani 69b7d8024c submodule update: reporting 2015-07-08 11:43:19 +02:00
Johannes Pfeifer 387fd6698b Add to manual that DSGE-VAR is incompatible with presample. 2015-07-08 10:14:27 +02:00
Johannes Pfeifer 01605edda3 Cosmetic fixes to manual 2015-07-08 10:09:43 +02:00
Johannes Pfeifer 8e7a4bd805 Clarify nobs statement. 2015-07-08 10:06:08 +02:00
Johannes Pfeifer 723754d057 Elaborate on mode_check graphs for particle filter 2015-07-08 09:43:18 +02:00
Johannes Pfeifer a3c4c40ed0 Add restriction for first_obs with DSGE-VAR to manual 2015-07-08 09:22:21 +02:00
Johannes Pfeifer df55ddc6ac Improve documentation of presample option 2015-07-08 08:54:11 +02:00