Commit Graph

329 Commits (c079ace8c3185fded3fa260e464f15912be1dbd2)

Author SHA1 Message Date
Johannes Pfeifer ce40f0ebfc Add CMAES (Ticket #245) for mode optimization 2012-03-04 22:07:26 +01:00
Houtan Bastani 870766f6e1 preprocessor: add lik_init to dynare_sensitivity command 2012-02-09 12:52:33 +01:00
Sébastien Villemot b5c71ed1c8 Add kalman_algo option to identification and dynare_sensitivity
Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
Sébastien Villemot f13615c922 Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto

Closes: #173
2012-01-09 13:12:31 +01:00
Houtan Bastani 143c5f569b macroprocessor: add @#ifdef 2012-01-02 18:27:04 +01:00
Houtan Bastani 72788cf551 doc: fix typo 2012-01-02 18:26:01 +01:00
Houtan Bastani d159dde855 macrodoc: remove unsupported references to @#then 2012-01-02 18:12:19 +01:00
Sébastien Villemot b0afea3204 Fix parallel build problem in "make html" 2011-12-25 10:58:47 +01:00
Sébastien Villemot a8354326b1 Ref. manual: clarify default value for variables undeclared in histval 2011-12-21 18:38:09 +01:00
Sébastien Villemot 75e125771d Ref. manual: fix typo 2011-12-21 11:17:58 +01:00
Michel Juillard edd95a94c8 added options_.sub_draws in estimation for controlling the number of draws used in
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
Sébastien Villemot 564665da7c Ref. manual: list in a single place the MATLAB toolboxes and Octave-Forge packages from which Dynare can benefit 2011-11-25 16:48:07 +01:00
Sébastien Villemot 447b632723 Ref. manual: add Windows Seven to the list of supported OSes 2011-11-25 16:44:44 +01:00
Sébastien Villemot ce50fc5e57 Ref. manual: fix typo 2011-11-25 16:44:11 +01:00
Michel Juillard 40cc11385a added an error if periods in conditional_variance_decomposition option
are not strictly positive.
2011-11-20 15:13:05 +01:00
Sébastien Villemot 1f88bb2ba7 Give credits to MonFisPol grant 2011-11-18 17:29:49 +01:00
Sébastien Villemot cc79c82392 Ref. manual: fix names of some fields created by "estimation" in oo_ 2011-10-27 16:14:37 +02:00
Houtan Bastani 34d59e6661 fix typo 2011-10-26 11:33:18 +02:00
Michel Juillard f94d4e91f3 allowing for vector of deterministic shocks 2011-10-13 21:55:55 +02:00
Michel Juillard be97d37ce3 updating reference manual 2011-10-13 17:15:22 +02:00
Michel Juillard 03693621dd write Latex model: added automatic line breaks with breqn Latex package 2011-10-09 18:24:39 +02:00
Sébastien Villemot 83e2d47089 Macroprocessor slides: remove "analytical derivator" from slide on Dynare 3 2011-09-22 18:14:54 +02:00
Houtan Bastani 942cefcd19 MS-SBVAR: documentation 2011-09-19 16:48:05 -04:00
Ferhat Mihoubi b824789d57 Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver. 2011-09-16 16:16:14 +02:00
Houtan Bastani 663aa73a0b manual: aesthetic fix - uniformly declare multiple types in option definitions 2011-09-14 11:53:45 -04:00
Houtan Bastani 176afda1bc fix typos 2011-09-14 11:53:45 -04:00
Sébastien Villemot 2aa7cf373e Ref. manual: fix conflict between two anchors with the same name but different case (closes: #188) 2011-09-14 16:58:33 +02:00
Stéphane Adjemian (Scylla) 71edea7728 Moved matlab's script generating the internal documentation. 2011-09-12 14:21:11 +02:00
Stéphane Adjemian (Scylla) 3dfbead178 Added documentation for the new internals command. 2011-09-12 14:17:08 +02:00
Sébastien Villemot 6dd8e9201b Cosmetic changes to the documentation of BVAR "à la Sims" 2011-09-08 18:09:37 +02:00
Sébastien Villemot ff7792a728 The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
2011-09-08 18:09:21 +02:00
Sébastien Villemot 1b4dcdd7f1 Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
Stéphane Adjemian (Charybdis) 8c4e24769b Moved some of the routines for internal documentation. 2011-09-05 18:57:41 +02:00
Stéphane Adjemian (Charybdis) 9b00852e25 Added routines for generating internal documentation. 2011-09-05 18:57:41 +02:00
Sébastien Villemot 8345de43b0 Document oo_.gamma_y, improve description of oo_.autocorr 2011-09-05 15:16:05 +02:00
Stéphane Adjemian (Charybdis) 77311614e2 Fixed typo. 2011-09-05 12:24:27 +02:00
Stéphane Adjemian (Charybdis) 49b286957e Removed trailing whitespaces. 2011-08-30 16:07:02 +02:00
Stéphane Adjemian (Charybdis) 893d2ca2b2 Added comments on plot_conditional_forecast command. 2011-08-30 16:05:15 +02:00
Sébastien Villemot c5ecad8c2e Ref. manual: add a description of oo_.conditional_variance_decomposition 2011-08-23 17:57:50 +02:00
Sébastien Villemot 2914739b6b User guide: update last changed date 2011-08-23 17:06:32 +02:00
Sébastien Villemot bc8f960bbf User guide: fix non stationary example (use diffuse_filter option instead of unit_root_vars) 2011-08-23 17:06:32 +02:00
Sébastien Villemot 19a994afda User guide: increase the prior variance of 2 params for working around Octave bug (see ticket #161) 2011-08-23 17:06:32 +02:00
Sébastien Villemot 79284070ae User guide: synchronise RBC_Est.mod with the text 2011-08-23 17:06:32 +02:00
Sébastien Villemot e4a590e626 User guide: fix error in estimation MOD file (only in the text, not in the accompanying files); with steady/check, it fails because paremeters are not initialized 2011-08-23 17:06:32 +02:00
Sébastien Villemot 62e32a37cb User guide: revert to mode_compute=4 in example (closes #121) 2011-08-23 17:06:32 +02:00
Sébastien Villemot 555c85a3b9 User guide: reflect the fact that "simul_seed" option has been removed 2011-08-23 17:06:32 +02:00
Sébastien Villemot 59dd307ed9 User guide: remove useless file 2011-08-23 17:06:32 +02:00
Sébastien Villemot 8ab889a225 Ref. manual: fix the description of oo_.PosteriorTheoreticalMoments 2011-08-23 11:53:32 +02:00
Sébastien Villemot 7224c889fd Ref. manual: fix case of oo_.PosteriorIRF.dsge 2011-08-23 10:35:44 +02:00
Sébastien Villemot 41a8ff55d7 Reference manual: fix description of EXPECTATION operator (closes #191) 2011-08-19 18:18:57 +02:00
Sébastien Villemot 6bd588520c Reference manual: fixed minor errors in the usage of @xref 2011-08-17 16:44:06 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Michel Juillard ac93cd0897 added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Houtan Bastani 0ec30956c7 add irf_shocks option to estimation 2011-07-12 16:32:37 +02:00
Houtan Bastani 6bc294aa33 documentation fix 2011-07-12 16:16:11 +02:00
Houtan Bastani 8f1b3bf995 documentation fix 2011-07-12 14:43:10 +02:00
Houtan Bastani 166c9bfa1c dynare_sensitivity: added new options 2011-07-08 11:12:13 +02:00
Sébastien Villemot 87e4536f35 Ref. manual: some clarifications concerning the planner objective 2011-06-24 12:02:19 +02:00
Stéphane Adjemian (Charybdis) 3062617a60 Documents the feature introduced in commit fa9f6ac90b. Added more information about option lik_init=3. 2011-06-23 23:44:17 +02:00
Houtan Bastani d4d25d82d9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Sébastien Villemot 65e0a4c475 Macroprocessor slides update 2011-06-16 16:15:02 +02:00
Marco Ratto 756594fdc4 changed default ar=1 and perform automatic increase of ar if this is not sufficient 2011-06-15 23:47:27 +02:00
Sébastien Villemot 3faf426bdc Ref. manual, partial information: fix citation, add pointer to wiki 2011-06-13 18:28:24 +02:00
Sébastien Villemot ee72680bec Ref. manual: fix syntax of {load,save}_params_and_steady_state 2011-06-13 15:19:23 +02:00
Sébastien Villemot c1d19fae27 Ref. manual: fixed typo 2011-06-13 15:06:58 +02:00
Sébastien Villemot a82ff537bf Build system: fix error in previous commit 2011-06-13 11:55:38 +02:00
Sébastien Villemot 25ef2ea3ec Build system: do not clean doc/guide.bbl which is not autogenerated 2011-06-13 11:41:19 +02:00
Sébastien Villemot af6a330924 Ref. manual: complete the section about parallel computing 2011-06-08 15:29:02 +02:00
Sébastien Villemot ffa566b7ae Build system: add missing clean rules 2011-05-25 17:14:47 +02:00
Sébastien Villemot 6fdadbf138 Ref. manual, model_comparison: add example, fix typo 2011-05-24 12:22:22 +02:00
Houtan Bastani 2cc8e061e6 preprocessor: added dynare_sensitivity option 2011-05-23 11:20:24 +02:00
Sébastien Villemot 65ad78ae30 Ref. manual: cosmetic change 2011-05-10 14:48:06 +02:00
Stéphane Adjemian (Sedna) 1f236dca66 Added new simplex optimization routine (mode_compute=8). 2011-05-10 14:18:23 +02:00
Sébastien Villemot 9c1a26e815 Ref. manual: add full documentation of macro-processor (closes #170) 2011-05-06 19:27:45 +02:00
Houtan Bastani 7a50281c68 manual: fix typo 2011-05-03 10:02:38 +02:00
Houtan Bastani 4b1ea6ae4e identification: add new options 2011-04-29 11:51:18 +02:00
Houtan Bastani 79b1c94a46 manual: add dynare_sensitivity options 2011-04-28 18:10:09 +02:00
Sébastien Villemot dc8a3c9864 Userguide: minor update related to Dynare stable version 2011-04-27 11:58:14 +02:00
Sébastien Villemot 7b67f40a11 Bump MATLAB version requirement to 7.0 2011-04-27 11:57:43 +02:00
Houtan Bastani 89a232465b doc: add placeholders for identification options 2011-04-20 14:33:59 +02:00
Sébastien Villemot 5d7c26d47c Reference manual: point to implementation details of 1st order solution 2011-04-15 18:43:59 +02:00
Sébastien Villemot cc5f415090 Reference manual: explain how to cite Dynare 2011-04-15 18:43:27 +02:00
Sébastien Villemot f23d683663 Build system fix for documentation 2011-04-15 10:54:01 +02:00
Sébastien Villemot c1ce21b50e Updated paper about 1st order 2011-04-12 19:04:07 +02:00
Houtan Bastani d8b91ab0d7 manual: fix typos 2011-04-08 13:36:57 +02:00
Houtan Bastani 865dcb57f8 IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Houtan Bastani ade0545625 fix typo 2011-03-31 16:36:15 +02:00
Houtan Bastani 131566653e manual: add info for command line defines 2011-03-30 12:44:13 +02:00
Houtan Bastani ff0eb13c5f manual: add info about ramsey_policy auxiliary variables 2011-03-30 12:38:17 +02:00
Houtan Bastani 718be0074c manual: fix typos 2011-03-30 12:36:17 +02:00
Houtan Bastani 3e92f41079 ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Sébastien Villemot 5f04ed9db7 Reference manual: switch to TeXinfo format 2011-03-29 17:50:11 +02:00
Sébastien Villemot ae7494efa6 Remove deprecated 'simul_seed' option from manual and MOD-file grammar 2011-03-21 12:54:25 +01:00
Sébastien Villemot 05ebb51102 GSA: cleanup of doc and inclusion in build system 2011-03-17 15:48:31 +01:00
Sébastien Villemot ebe28543fe GSA: move stuff to the right place 2011-03-17 15:34:40 +01:00
Sébastien Villemot 7782c7dd56 Reference manual: added a stub for discretionary_policy 2011-03-14 11:47:46 +01:00
Sébastien Villemot dc81fc952b Added Junior to the list of Dynare developers 2011-03-14 11:47:46 +01:00
Houtan Bastani 5f4212c4ab ParallelDynare: updated manual 2011-03-14 11:41:28 +01:00
Sébastien Villemot 123294b7b1 Reference manual: improve description for Info format 2011-02-21 18:34:54 +01:00
Sébastien Villemot 967f2f1075 Build system: add rules for creating info file 2011-02-14 14:45:18 +01:00