a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
edca74659e
Preprocessor iface and doc for nodisplay and graph_format
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Closes : #216
2012-06-07 18:29:30 +02:00
2156f67298
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
8ad27aba0c
Bison/Flex files: do not load C++ mode under Emacs
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It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
7044c8da2b
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
1316bd9555
fixed issues relative to homotopy (type I) when the user wants to
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continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
6131e597f3
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
c5ace037ad
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
f7ca98554e
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
8ac14f8c80
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
f01b0025e0
ms-sbvar: add restrictions option
2011-12-23 18:22:41 +01:00
0554e47dc0
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
3ff704d36d
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
16e11d49df
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
16bf5c7642
preprocessor: removed unused token
2011-12-21 12:21:30 +01:00
87ffab3200
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
c1e4155001
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
f5bfdbb23f
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
1e78d70659
preprocessor: add data command
2011-12-21 12:21:29 +01:00
29bead75c9
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
edd95a94c8
added options_.sub_draws in estimation for controlling the number of draws used in
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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
e2dd3cb88f
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
90e4d40272
ms-sbvar: introduced more general restriction syntax for
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identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
c73d179f4d
preprocessor: remove unused token
2011-10-10 16:56:46 +02:00
385871957e
MS-SBVAR: remove estimation_file_tag option
2011-10-07 11:57:53 +02:00
8373f0b9a4
Merge remote-tracking branch 'ferhat/master'
2011-09-16 16:21:10 +02:00
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
ee8da2b1c9
MS-SBVAR: add specification option
2011-09-15 18:03:39 -04:00
b62c50bc0f
aesthetic fix
2011-09-15 18:03:30 -04:00
7d0a55cbf7
MS-SBVAR: change syntax for proposal_type option
2011-09-15 18:03:22 -04:00
3d8ccd07c4
MS-SBVAR: add keywords for freq option
2011-09-15 18:02:07 -04:00
d033956c52
remove unused option
2011-09-14 12:04:47 -04:00
8747d91d98
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00
6c3d13da09
remove unused varlist option
2011-09-14 11:53:45 -04:00
75e57f4c18
MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument
2011-09-14 11:53:45 -04:00
4674d3a982
ms-sbvar: change error_bands option to no_error_bands as the default is on
2011-08-23 13:43:24 +02:00
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
0f001abbe4
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
166c9bfa1c
dynare_sensitivity: added new options
2011-07-08 11:12:13 +02:00
45a566345a
Preprocessor: fixed bug with native MATLAB statements (for example something
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like "x = { 'foo' 'bar' };" was incorrectly passed on to MATLAB)
2011-06-09 15:15:16 +02:00
2cc8e061e6
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
7f374f491f
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
074b6acb7d
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
4b1ea6ae4e
identification: add new options
2011-04-29 11:51:18 +02:00
Sébastien Villemot
Michel Juillard
Ferhat
Houtan Bastani
Ferhat Mihoubi
Michel Juillard