d27bbe667f
Merge pull request #1230 from JohannesPfeifer/load_mh_file
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Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +02:00
cc5cafdd15
Merge pull request #1254 from JohannesPfeifer/log_density_save
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Save log_density at the mode and document oo_.posterior-fields
2016-08-21 11:13:19 +02:00
688c812267
Merge pull request #1233 from JohannesPfeifer/doc_additions
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Additional documentation for OSR and onlyclearglobals
2016-08-20 17:46:44 +02:00
5c69c789f6
Merge pull request #1261 from JohannesPfeifer/bvar
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BVAR: Save prior and posterior information in oo_
2016-08-20 17:39:34 +02:00
e6a5b8f9b8
doc: clarify that latex code passed to reports must be valid
2016-08-17 14:42:02 +02:00
850411a990
doc: clarify graphLineName option to addSeries
2016-08-17 14:39:15 +02:00
c156a5907c
BVAR: Save prior and posterior information in oo_
2016-08-01 10:41:04 +02:00
8dadd1519e
Restore backward compatibility of OSR command with maxit and tolf options
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Translates these options into optim_opt structure
2016-07-22 16:53:19 +02:00
1bd5c7cc0d
Disentangle options_.conf_sig and set default to 0.9
2016-07-21 12:17:30 +02:00
08e63f1812
Document tolf and tolx options for perfect foresight and steady
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Related to #1249
2016-07-21 09:40:35 +02:00
f2f44a0989
Save log_density at the mode and document oo_.posterior-fields
2016-07-20 20:48:24 +02:00
7621ebb5ea
Harmonize spelling and function arguments of collect_latex_files.m
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All lower caps and no inputs
2016-07-01 19:09:29 +02:00
2435040929
Changed default for nonlinear filters.
2016-07-01 11:47:21 +02:00
581198741f
Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
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This reverts commit b0e7f1cfd7
2016-06-24 17:38:54 +02:00
b0e7f1cfd7
Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
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This reverts commit 7a29f50d99
2016-06-23 15:59:35 +02:00
7a29f50d99
preprocessor: allow for partitioning of variables along multiple dimensions
2016-06-23 15:36:42 +02:00
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
00dcc1b543
Clarify Dynare behavior of using clear all for Octave and Matlab
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Closes #1232
2016-06-16 20:50:11 +02:00
20ae7069cf
Document new OSR fields of M_
2016-06-16 20:49:02 +02:00
1c84ccdc34
Save trend and constant for all variables in smoother
2016-06-16 12:05:38 +02:00
5d6d1336ef
Enable filter_covariance option in posterior sampling
2016-06-16 12:05:38 +02:00
64d01a806e
Fixed behaviour of write_latex_prior_table command
2016-06-16 10:38:40 +02:00
b70fe62503
Minor change in user reference manual.
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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
e94a698a9b
Implement write_latex_prior_table.m
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Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
2016-06-15 16:47:39 +02:00
4486d098b5
Save dsge_var objects at the mode
2016-06-15 00:30:28 +02:00
1084a2d452
Document new behavior of mh_recover and mh_replic
2016-06-14 15:18:05 +02:00
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
954b0fe987
Document options of MS code after interface change
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Closes #879
2016-06-12 13:07:05 +02:00
fe9ef566a6
Fix duplicate texinfo anchor introduced in previous commit.
2016-06-02 14:01:14 +02:00
ea4ec224e1
preprocessor: add all_values_required option to histval. closes #261
2016-06-02 12:57:11 +02:00
15f83d0e18
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
67b808207c
Added new algorithm for the estimation of nonlinear models.
2016-06-01 16:29:53 +02:00
14c4a5c131
Fix copy and paste mistake in manual
2016-05-30 17:20:26 +02:00
cd128cb563
Document configuration file setting for Windows
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Closes #337
2016-05-30 13:58:38 +02:00
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
f5fd699149
Update documentation on equation tags and LMMCP
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Also documents solve_algo=10
2016-05-28 18:02:57 +02:00
06ed7ad83f
Update manual on slice mode_files option to reflect 3e8dbcfc7e
2016-05-28 15:45:39 +02:00
96ca17623b
Fix URL fir equation tags
2016-05-28 15:25:03 +02:00
635d5b704b
Added description of options lmmcp and stack_solve_algo==7 in reference manual.
2016-05-24 17:28:24 +02:00
97d094b6dd
Added mention to equation tags in Ref. manual.
2016-05-24 17:26:06 +02:00
03563e012b
Allow for pass OSR parameter bounds to optimizer
2016-05-22 11:41:54 +02:00
010787ba8d
Document inefficiency factor computation
2016-05-19 16:33:06 +02:00
048fbcc698
Add reference for slice sampler
2016-05-19 15:38:43 +02:00
ddaada1a16
Cosmetic changes to manual
2016-05-19 15:12:21 +02:00
6241a834e1
Document recent posterior sampler interface changes
2016-05-19 15:02:58 +02:00
6b7a77d5a9
preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187
2016-05-18 12:26:19 +02:00
253e6c8dfb
Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
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This reverts commit c496d6f5ca
2016-05-18 10:34:45 +02:00
c496d6f5ca
Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
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This reverts commit 024586fbb1
2016-05-17 15:37:46 +02:00
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
024586fbb1
preprocessor: add option no_2nd_order_params_derivs. #1187
2016-05-12 14:40:28 +02:00
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
98b53553c6
update doc for shocks_decomposition
2016-04-15 09:02:53 +02:00
a8cc21eb97
Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
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Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
aa1a0b5e25
Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
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Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
1bf684442c
Fix typos in manual
2016-04-12 11:04:49 +02:00
e086e0fb2d
Add documentation on oo_.Smoother subfields
2016-04-12 10:52:41 +02:00
8b21443284
Document oo_.Smoother.Variance
2016-04-12 10:52:06 +02:00
1def8a409b
Merge pull request #1158 from JohannesPfeifer/higher_moments
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Save skewness and kurtosis when simulated moments are requested
2016-04-12 10:46:40 +02:00
80d3db5447
Clarify manual on conditional_forecasts with trends
2016-04-09 09:45:21 +02:00
056548ba76
Merge pull request #1152 from JohannesPfeifer/headers
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Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
358ba0181c
Save skewness and kurtosis when simulated moments are requested
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Closes #1157
2016-04-06 09:23:54 +02:00
00b605c084
Correct and clarify manual on shock_decomposition command
2016-04-02 17:36:53 +02:00
62bdb510ab
Clarify documentation on oo_.FilteredVariablesShockDecomposition
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(cherry picked from commit b68304e1e8bda36269e87cc500b59ad7bc556d09)
2016-03-30 17:10:53 +02:00
ddb8e8f6e1
Clarify selected_variables_only option behavior
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(cherry picked from commit dcdd1e7f7a324cc8de653bf56e43091b546883a0)
2016-03-30 17:10:37 +02:00
bdb5068235
Added documentation for prior command (CLI).
2016-03-29 17:15:52 +02:00
a40214ae8d
Document calib_smoother options.
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Closes #1146
2016-03-29 15:08:00 +02:00
4b83c1bf76
Integrates Tom Holden's robust linear solver
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Supersedes #984
2016-03-25 09:59:20 +01:00
fd850ca5bd
Merge branch 'master' into lik_init_5_fixes
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Conflicts:
doc/dynare.texi
tests/Makefile.am
2016-03-24 17:40:27 +01:00
45ed4662ac
Merge pull request #1142 from JohannesPfeifer/spectral_density
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Document spectral_density option of stoch_simul
2016-03-23 14:22:33 +01:00
891b6da31c
Clarify hierarchy of loglinear option's logging of data and prefiltering's demeaning in manual
2016-03-23 10:09:16 +01:00
ecb6cc4cde
Correct manual on Ramsey
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Closes #944
2016-03-22 22:05:38 +01:00
2a323986a5
Document spectral_density option of stoch_simul
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Closes #254
2016-03-22 21:45:36 +01:00
a55f00073b
Manual Merge of branch 'mh_recover' (Johannes)
2016-03-22 18:02:45 +01:00
61e6e80b5a
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
4ca5c21858
Clarify manual on mh_recover
2016-03-16 20:01:07 +01:00
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
5a91b601a2
Merge pull request #1134 from JohannesPfeifer/bvar_mdd
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Save marginal data density from BVAR in oo_
2016-03-15 12:39:10 +01:00
6b31363d10
Save marginal data density from BVAR in oo_
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Closes #1090
2016-03-15 11:49:25 +01:00
ff0f360938
doc: clarify/simplify doc for planner_discount
2016-03-11 16:02:01 +01:00
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
c9ca46f228
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
8c2e6655f1
preprocessor: introduce new option compute_xrefs, #1125
2016-02-23 13:57:55 +01:00
10b3a57c7f
reporting: submodule update
2016-02-22 11:03:09 +01:00
3dc02055ec
fix quotation marks (thanks Johannes)
2016-01-22 10:39:31 +01:00
55ffad933c
doc: fix typo (thanks Johannes)
2016-01-21 17:36:02 +01:00
9cea813249
Add missing packages to collect_LaTeX_Files.m and manual
2015-12-13 16:57:25 +01:00
f9436350f1
Added weibull prior in the manual.
2015-12-04 18:48:16 +01:00
fb3f9a6475
fixing the reference to Herbst
2015-11-28 18:20:36 +01:00
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
53e9307fe2
modified too big message in evaluate_planner_objective
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Mention the issue in the doc
2015-11-09 09:15:44 +01:00
e6fa686566
fix typo
2015-10-22 11:07:59 +02:00
e7bac9db02
fix typo in doc
2015-10-21 20:33:49 +02:00
ab893696eb
submodule update: dseries
2015-10-21 17:49:48 +02:00
a7ed27b889
Document lik_init=5 and add unit test for lik_init
2015-10-18 18:55:33 +02:00
f583add550
prior_posterior_function: save results to different structures, depending on which command was called
2015-10-14 11:19:12 +02:00
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
6ea5bdde34
Merge branch 'johannes_bandpass'
2015-10-13 23:56:22 +02:00
145e2d5542
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
c45a054c6f
modify calling structure of execute_prior_posterior_function and update doc
2015-10-13 15:13:35 +02:00
d3eca9338b
Merge pull request #1038 from JohannesPfeifer/kernel_density
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Allow computing posterior kernel density
2015-10-12 23:23:07 +02:00
40de494568
Document new filter option
2015-10-12 20:42:04 +02:00
8bfec92d4d
adding missing @end deffn
2015-10-12 16:57:55 +02:00
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
fd9f2db79d
Allow resuming previous run of CMAES
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Also enables saving of intermediate results, consistent with the manual.
2015-10-11 19:13:48 +02:00
b51b037ef2
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
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Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
3490e400bc
Merge pull request #1015 from JohannesPfeifer/model_comparison
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Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
e52ce43569
Removed clear all for Matlab>=R2015b.
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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
d43534d9f3
Fixed compilation of org files to html (dynare-internals.org).
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Should fix the build of dynare's snapshot (for windows) after the
dist-upgrade on karaba.
2015-09-25 23:37:45 +02:00
6c8e7c5ff5
Fix typo in manual
2015-09-17 14:36:59 +02:00
a911568b37
Updated dseries submodule and reference manual.
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Remove the possibility to instantiate an empty dseries with a range of dates.
2015-09-14 14:07:51 +02:00
fbd178c5be
preprocessor: add horizon option to ms_forecast
2015-09-08 17:28:08 +02:00
c96b8392d3
doc: fix typo that caused repeated entries in index
2015-09-07 11:49:17 +02:00
8d54aeeaf6
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
d280cbfb1a
doc: fix typos
2015-08-31 14:33:00 +02:00
edcddd9008
Merge pull request #1037 from JohannesPfeifer/rolling_window
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Add capacities for rolling window estimation
2015-08-31 12:56:02 +02:00
ae49cddd1d
preprocessor: allow for [paths] block in dynare config file. closes #1039
2015-08-28 18:06:30 +02:00
2518f6c83c
preprocessor: macroprocessor: add @#includepath macro. #1039
2015-08-28 14:43:26 +02:00
c9a808f704
doc: add documentation related to 1ba04976aa
2015-08-27 17:49:32 +02:00
f80f0f9258
Add capacities for rolling window estimation
2015-08-25 15:37:25 +02:00
a072294cab
Improve documentation for model_comparison.m
2015-08-13 17:49:15 +02:00
de9f5cd8e1
Merge pull request #1023 from JohannesPfeifer/posterior_std
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Clarify that oo_.posterior_std comes from mode computing
2015-08-13 16:10:12 +02:00
670de60a72
Fixed typo (missing macro in texinfo doc).
2015-08-13 14:24:01 +02:00
698a44c98a
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
8a09c61adb
Redefine oo_.posterior_std and add oo_.posterior_std_at_mode
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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
9a7aac65de
fixing type in documentation
2015-07-29 09:23:16 +02:00
8341e0c2f0
Add documentation for execute_prior_posterior_function
2015-07-28 15:37:02 +02:00
0f50f33c2c
Initialize M_.dname=M_.fname in global_initialization.m
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Closes #979
2015-07-28 15:23:53 +02:00
2209944c7c
Merge pull request #1000 from JohannesPfeifer/collect_latex
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Bugfixes related to collect_LaTeX_Files.m
2015-07-27 21:55:09 +02:00
7541cf0132
Merge pull request #996 from JohannesPfeifer/doc_allowed_names
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Add info on allowed variable names to manual
2015-07-27 21:51:38 +02:00
19b7f5ea7f
Bugfixes related to collect_LaTeX_Files.m
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- 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
d4629d4ba4
Add info on allowed variable names to manual
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Closes #341
2015-07-24 13:13:43 +02:00
36e7bcdbcd
Add headers and more documentation to shock_decomposition.m and graph_decomp.m
2015-07-24 10:08:43 +02:00
08b42f9adb
Add disclaimer to manual regarding reset of mode-file.
2015-07-23 17:19:09 +02:00
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
2cb58be875
Merge pull request #969 from JohannesPfeifer/documentation
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Improve documentation of nobs, first_obs, presample, and mode_check
2015-07-20 14:27:40 +02:00
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
a4cee3929d
doc: change xref to ref
2015-07-20 10:55:17 +02:00
722036aea5
doc: change xref to ref, fix grammar
2015-07-20 10:52:17 +02:00
e7239fe0fc
change xref to ref
2015-07-20 10:49:45 +02:00
ce3dc068c3
Merge pull request #692 from JohannesPfeifer/imcforecast
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Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
7740fdaca0
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
33e6b873e6
fix typo
2015-07-15 08:41:10 +02:00
b5a0114872
Fixed bug in reference manual (missing escape parameter).
2015-07-08 23:34:33 +02:00
69b7d8024c
submodule update: reporting
2015-07-08 11:43:19 +02:00
387fd6698b
Add to manual that DSGE-VAR is incompatible with presample.
2015-07-08 10:14:27 +02:00
01605edda3
Cosmetic fixes to manual
2015-07-08 10:09:43 +02:00
8e7a4bd805
Clarify nobs statement.
2015-07-08 10:06:08 +02:00
723754d057
Elaborate on mode_check graphs for particle filter
2015-07-08 09:43:18 +02:00
a3c4c40ed0
Add restriction for first_obs with DSGE-VAR to manual
2015-07-08 09:22:21 +02:00
df55ddc6ac
Improve documentation of presample option
2015-07-08 08:54:11 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
5f8709675a
doc: small fixes to reporting slides
2015-06-10 20:32:03 +02:00
d075dccfa1
doc: small changes to dseries/reporting
2015-06-10 10:18:35 +02:00
20c292a730
Update manual entries related to TeX-Output
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Documents new commands and adds info on the required packages.
2015-06-08 18:01:03 +02:00
f0167d8cd5
Cosmetic fixes to manual
2015-06-08 16:49:40 +02:00
dec37f372a
Document options for silent mode-finding
2015-06-08 16:49:40 +02:00
35040725bb
Document TaRB algorithm
2015-06-08 16:49:39 +02:00
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
6b69297c27
Improve documentation of relative_irf option
2015-06-08 16:39:07 +02:00
fe221bbc42
Add/adapt unit test for conditional forecasts with initval and histval blocks
2015-06-08 16:12:37 +02:00
1c01bacf36
Fix bug in dyn_forecast.m where forecasts after an initval block where computed at the initial values and not at the steady state
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This contradicted the manual (histval must be used to do this). Also clarifies the manual on this.
2015-06-08 15:48:46 +02:00
ad66a7bb35
Account for initial values when making conditional forecasts
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- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
1c6b394c77
Macro-processor slides: some updates, license under CC-BY-SA-4.0.
2015-06-08 14:55:13 +02:00
d39eb4d922
doc: small fixes to dseries/reporting slides
2015-06-08 11:16:03 +02:00
41155369ac
Merge pull request #955 from JohannesPfeifer/identification_fixes
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Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
aaee660f0a
doc: update dseries/reporting slides
2015-06-07 21:35:26 +02:00
cf9d318e0c
doc: fix typos in dseries/reporting presentation
2015-06-07 11:50:36 +02:00
c9b05575f5
Add missing anchor to manual
2015-06-05 21:52:11 +02:00
d09bf195c9
Make sure diffuse_filter option is correctly passed in dynare_identification.m
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Closes #677
2015-06-05 16:39:17 +02:00
bbfc650f7f
Updated reference manual.
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The homotopy is not implemented for purely forward and backward models (See 3a1905756c39dd515f5eaa70451a851e862f232f).
2015-06-04 12:28:58 +02:00
1961d0ae7f
doc: update ms-sbvar description. closes #934
2015-06-02 10:53:52 +02:00
583d20848f
Merge pull request #941 from JohannesPfeifer/huge_number
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Document new options huge_number and dr_disp_tol
2015-06-01 16:40:32 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
194bdb57c3
Merge branch 'rewrite-nonlinear-filters'
2015-05-28 15:40:39 +02:00
928c51e5b9
Added online approach (parameters treated as state variables) in the
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reference manual.
2015-05-28 15:36:56 +02:00
fe8750c1bc
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
6c7b4e8a74
Document huge_number and dr_display_tol
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Closes #924
2015-05-13 20:31:40 +02:00
3171e87448
fixing logic in creation of checksum file. Improving documentation.
2015-05-11 08:57:24 +02:00
530e314786
adding dynare command line option 'fast' in order not to recompile MEX
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files if the lists of variables and the equations haven't changed
between two runs of the same model file.
2015-05-10 20:29:03 +02:00
efc5ec7002
Merge pull request #908 from JohannesPfeifer/optimizer_doc
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Add documentation for new optimizers
2015-05-07 15:12:15 +02:00
ad2f7d4a15
doc: reporting: add new fan chart options. closes #867
2015-04-27 18:34:28 +02:00
18e9521450
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +02:00
eed98a2c44
Adds documentation and license info for new optimizers
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Also introduced alphabetic ordering for documented options
Closes #887
2015-04-24 12:30:51 +02:00
9596154f03
Small typos and formatting fixes.
2015-04-21 09:24:30 +02:00
6760938c6e
fixed typo
2015-04-20 16:50:02 +02:00
e565508398
Fix manual structure after changes in 591cd064d1
2015-04-20 16:22:20 +02:00
9bd47caab8
doc: change xref to pxref where appropriate
2015-04-20 11:36:31 +02:00
591cd064d1
Merge pull request #895 from rattoma/gsa
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updated documentation for IRF/moment restrictions and refreshed sensitiv...
2015-04-20 11:34:46 +02:00
e3ed925400
Document reduced form mapping for MC samples with neighborhood_width
2015-04-20 11:28:54 +02:00
c5f7091ad0
doc: fix typo introduced in c46b6cdfea
2015-04-20 11:21:54 +02:00
d8424b1620
updated documentation for IRF/moment restrictions and refreshed sensitivity analyses and plots
2015-04-20 11:06:21 +02:00
e67524e990
Merge pull request #872 from JohannesPfeifer/ramsey_documentation
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Clarify Ramsey optimal policy in manual
2015-04-17 08:48:05 +02:00
fe48de4406
Re-set default of new option diffuse_kalman_tol to 1e-6:
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former hardcoded value was 1e-6 in the univariate smoother (i.e. the one most often used).
Updated documentation.
2015-04-08 15:44:39 +02:00
c46b6cdfea
Clarify Ramsey optimal policy
2015-04-04 10:45:17 +02:00
090c4fedbd
Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
2015-04-03 18:02:03 +02:00
7544d8c97e
Fixed typos in reference manual.
2015-03-31 00:43:59 +02:00
28f2e2abd0
Merge pull request #856 from rattoma/optimizer_number_5
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Fixed issues related to newratflag.
2015-03-30 15:22:05 +02:00
0e1dd779b9
Check that Dynare's routines are not overridden by other routines.
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By default Dynare will temporarly change Matlab/Octave's path. Added an
option to force Dynare to keep the current path. Also check that the user
did not put dynare/matlab directory with all the subfolders in the path.
With this patch, we do not need to prefix Dynare routines with dyn_ or
dynare_ anymore.
2015-03-30 15:04:59 +02:00
7eeaef8472
Added documentation for optimizer 5.
2015-03-12 23:16:53 +01:00
de5c541ce6
Manually merged PR #807 .
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Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
f89108568c
Document osr option
2015-02-28 20:43:30 +01:00
e7bffae503
doc: add new @#include syntax
2015-02-25 09:10:45 +01:00
32c29fece5
Merge pull request #842 from JohannesPfeifer/cosmetics
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Cosmetical changes and additional documentation
2015-02-21 15:42:51 +01:00
ca83397d95
update copyright dates for files changed in 2015
2015-02-16 09:08:02 +01:00
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
8673bcf558
reporting: add titleTruncate option
2015-01-27 09:54:37 +01:00
8912ddf97c
Expand documentation of endogenous priors
2015-01-27 08:20:54 +01:00
a592355d63
doc: fix typo
2014-12-30 21:52:48 +01:00
810c410157
preprocessor: add new commandline option onlyclearglobals. closes #635
2014-12-30 21:51:33 +01:00
beb3fd1534
reporting: add legendAt option. closes #810
2014-12-29 22:18:08 +01:00
0fbf99232d
reporting: add support for bar graphs, closes #809
2014-12-23 17:52:40 +01:00
021e0c8914
Document variable oo_recursive_
2014-12-16 19:01:00 +01:00
d3ae526d21
Fix affiliation.
2014-12-04 14:36:09 +01:00
26f111a238
Update affiliation.
2014-12-04 13:36:29 +01:00
c7237a7d13
Document that all types of vectors are possible in initval file
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Also documents required size
2014-11-27 10:43:41 +01:00
22d4a86c6d
Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
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Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
e0ae604cef
doc: update gsa option defaults to accord with changes in 6f68ad69a8
2014-11-20 10:25:34 +01:00
0de4eadb66
Updated affiliation
2014-11-20 08:42:33 +01:00
e01e957888
document nodecomposition
2014-11-18 13:04:37 +01:00
b735042f05
Fix naming of option selected_variables_only in manual
2014-11-16 21:11:06 +01:00
9d25963976
Document different in FilteredVariablesKStepAhead-matrix between classical and Bayesian smoother
2014-11-16 21:08:18 +01:00
68b27252d7
Fix selected_variables_only option with classical forecasts
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dyn_forecast requires that the smoother has been run on all endogenous variables, leading to crashes. Now, if this option is encountered with classical forecasts, it is overridden. Also documents this in the manual.
2014-11-16 21:08:18 +01:00
3902afa783
Improve documentation on filtered variables
2014-11-16 21:08:18 +01:00
a8e7c30e6a
Added @dseries/exist method.
2014-11-13 16:53:06 +01:00
52935c82dc
Fix typo in manual
2014-11-02 19:31:59 +01:00
83123a59d5
Provide example for xls_range option in manual
2014-10-15 09:45:19 +02:00
573d276f1a
Merge pull request #739 from JohannesPfeifer/Cosmetic_changes
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Cosmetic changes, documentation, and small bugfix
2014-10-13 13:39:19 +02:00
9e3edd6673
Merge pull request #748 from JohannesPfeifer/maxit
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Change maxit default value and correct manual
2014-10-10 19:03:56 +02:00
c6438122a1
Expand documentation on varexo in initval
2014-10-06 09:03:35 +02:00
1ce39ac311
Document new default values for maxit and update manual to reflect that maxit options of deterministic solvers and steady state solvers are different now
2014-09-30 11:48:12 +02:00
408608db03
Document Univariate Kalman Filter
2014-09-21 11:58:53 +02:00
9bd3792161
Reflects Michel's comment on aa503abfa7.
2014-09-20 12:52:59 +02:00
9eaf0a1ff5
Correction of PR #734 (model comparison).
2014-09-19 23:39:16 +02:00
aa503abfa7
Correction on PR #734 (role of prior bounds).
2014-09-19 23:17:34 +02:00
bb3b96eb54
Clarify the role of prior bounds in the manual
2014-09-18 10:32:27 +02:00
6998d5b2d2
Mention in the manual that the base names of the data file and model file must be different.
2014-09-10 17:49:33 +02:00
2d7b7e9192
Fixed copy/paste error in manual.
2014-09-08 22:45:34 +02:00
5500846280
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
df19396acf
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
5e4b7d8d42
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
bcad4f31f2
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
08c74b8f41
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
a6009908e4
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
648c4717ad
Added option number_of_particles (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
19e02acd0b
Ref. manual: fix paths for Debian/Ubuntu packages.
2014-07-31 21:07:31 +02:00
217ab0088d
reporting: tables: add row highlighting option
2014-07-30 15:21:32 +02:00
f3c807f577
reporting: add writeCSV option for tables. closes #693
2014-07-29 15:21:51 +02:00
b4dd4b5de1
reporting: add writeCSV option for graphs, #693
2014-07-29 15:21:45 +02:00
90335b94aa
doc: update dseries slides to accord with changes in c5af1d43ed
2014-07-29 10:47:35 +02:00
MichelJuillard
Houtan Bastani
Johannes Pfeifer
Stéphane Adjemian (Hermes)
Sébastien Villemot
Johannes Pfeifer
Sébastien Villemot
Marco Ratto
Sébastien Villemot