Sébastien Villemot
c7d02a356e
Manual: harmonize and document usage of quoted strings
2021-05-31 18:21:13 +02:00
MichelJuillard
bbfa145c58
manual: adding option lmmcp to extend_path command
2021-05-28 13:49:58 +02:00
Marco Ratto
5fa6265944
Implement new option smoother_redux, to allow fast smoother for very large models. It runs smoother only for state variables and computes the remaining ones ex-post
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Contains improvements, in order to recover as much as possible static unobserved (filtered, smoothed, updated, k-step ahead), Variance, State_uncertainty, k-step ahead variances trying to map lagged states onto current ones using pinv(T). This has exceptions (namely lagged shocks which are ONLY used to recover static NON observed variables). this exception is also trapped.
For such extensions we can only recover smoothed variables starting from d+1. Variances CANNOT be recovered for such variables (the smoother gives ZERO.)
2021-05-27 16:59:15 +02:00
Marcoo Ratto
1645f38269
Implement heteroskedastic filter and smoother
2021-05-26 18:45:16 +02:00
Sébastien Villemot
0d6bc47158
Merge branch 'rattoma/dynare-mh_initialize_from_previous_mcmc'
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Ref. !1841
2021-05-11 18:51:57 +02:00
Marco Ratto
a0f2b2399b
New option mh_initialize_from_previous_mcmc that allows to pick initial values for a new MCMC from a previous one
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If an additional parameter is estimated, it is initialized using prior_draw.
2021-05-11 18:48:43 +02:00
Sébastien Villemot
bdb743eaa7
Merge branch 'rattoma/dynare-fast_realtime_shock_decomp'
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Closes !1842
2021-05-10 15:55:28 +02:00
Marco Ratto
2d39991a0a
allow for a more accurate (and more expensive) fast realtime modality, triggered by fast_realtime=INTEGER_VECTOR and where vector fast_realtime controls periods for which the smoother is run. If max(fast_realtime)<nobs, the smoother is also run for the full sample. Manual updated accordingly.
2021-05-10 15:55:03 +02:00
Sébastien Villemot
3c7865a950
Merge branch 'rattoma/dynare-initial_estimation_checks_errors'
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Ref. !1839
2021-05-07 17:52:45 +02:00
Marco Ratto
74121c2aee
New no_init_estimation_check_first_obs option that allows to skip check of singularity in first observation
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(like deficient # of shocks in the presence of stockflow observed)
2021-05-07 17:51:03 +02:00
Sébastien Villemot
58db4a4c21
Merge branch 'rattoma/dynare-parallel_without_psexec'
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Ref. !1843
2021-05-06 16:31:15 +02:00
Marco Ratto
9ed9aa5963
For local clusters only, allow using start instead of psexec with windows, to properly allocate affinity when there are more than 32 cores. Manual updated accordingly.
2021-05-06 16:31:06 +02:00
Sébastien Villemot
62aa799d3e
Manual: matrices ghx and ghu are ordered differently if block option is given
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By the way, also specify that columns of ghx are ordered according to
oo_.dr.state_var in all cases.
Ref. #1726
2021-05-04 17:17:55 +02:00
Stéphane Adjemian (Charybdis)
f65a153520
Describe how one an write comments in a mod file.
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Also warns about the behavior of macro directives in comments.
2021-04-21 10:59:04 +02:00
Sébastien Villemot
919cec4c0f
Manual: linear_approximation option is also available with stack_solve_algo=7
2021-04-20 16:54:39 +02:00
Willi Mutschler
14ca16cfa3
Change Willi's affiliation
2021-03-30 15:49:31 +02:00
Sébastien Villemot
a2c5df956f
Manual: add a short description of how decision rules are stored at order ≥ 4
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Closes : #1764
2021-03-10 14:44:19 +01:00
Stéphane Adjemian (Charybdis)
688ef1f5bf
Updated dseries section in reference manual.
2021-02-26 09:45:24 +01:00
Sébastien Villemot
0ffce474c2
Update Ferhat’s affiliation
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[skip ci]
2021-02-04 17:01:23 +01:00
Johannes Pfeifer
7c8f486727
Allow setting initial state for Kalman filter
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Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
2021-01-28 17:24:27 +01:00
Johannes Pfeifer
e3cda8c76d
Document optimizers compatible with analytic_derivation
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1770
2021-01-24 17:41:17 +01:00
Sébastien Villemot
f553826502
Merge branch 'optim_doc' of git.dynare.org:JohannesPfeifer/dynare
2021-01-22 18:33:41 +01:00
Johannes Pfeifer
d0bada1fdf
manual: update optim for mode_compute=13
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[skip CI]
2021-01-22 17:08:20 +01:00
Sébastien Villemot
0823823068
Preprocessor update
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- forbid lead/lags on exogenous deterministic (Closes : #1765 )
- fix crash when @#ifdef/@#ifndef is passed something else than a variable name
(Closes : #1771 )
2021-01-22 14:13:37 +01:00
Stéphane Adjemian (Odysseus)
8fd18fa9ba
Merge remote-tracking branch enterprise into master.
2021-01-12 16:45:51 +01:00
Stéphane Adjemian (Odysseus)
0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise
2021-01-11 11:06:55 +01:00
Sébastien Villemot
dd6fbfa300
Preprocessor: cleanup the “output” option
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Adapt the manual accordingly.
Closes : #1600
2021-01-08 19:00:47 +01:00
Stéphane Adjemian (Charybdis)
655cffb4e4
Revert "Fix for new sphinx API (removes a warning)."
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Does not work with the version of Sphinx used on our Gitlab runners.
This reverts commit 60b31b3b0c
.
2021-01-08 09:27:27 +01:00
Stéphane Adjemian (Charybdis)
60b31b3b0c
Fix for new sphinx API (removes a warning).
2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis)
c3084e9aed
Updated dseries documentation.
2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis)
56d603ce5f
Fixed list of members in @dates.
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ndat is no more a member (replaced by a method returning the number of
elements in a dates object).
2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis)
717e41765e
Fixed description of the output of comparison operators.
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They return logical arrays, not arrays of 0 and 1.
2021-01-07 22:00:51 +01:00
Sébastien Villemot
90e493c34c
Update affiliations
2021-01-06 14:29:22 +01:00
Sébastien Villemot
5368d42241
Update copyright years
2021-01-04 17:11:40 +01:00
Sébastien Villemot
5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare
2020-12-22 12:29:38 +01:00
Johannes Pfeifer
0e9b8c33f9
Document changes to discretionary_policy
2020-12-20 14:00:13 +01:00
Sébastien Villemot
ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:40:57 +01:00
Johannes Pfeifer
f2cde3b6d9
Make schur_vec_tol settable and document it
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Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/29
Also convert it to lowercase as all other options
2020-12-17 19:59:22 +01:00
Johannes Pfeifer
4cf9f7d1a7
stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
Johannes Pfeifer
18350f680e
manual: clarify that mh_replic is per chain, not the total number of replications
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[skip CI]
2020-11-30 17:32:03 +01:00
Sébastien Villemot
b4f293bdf2
Document mode_compute=13
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[skip ci]
2020-11-27 14:22:59 +01:00
Johannes Pfeifer
acdd02f98b
Fix reference given in Dynare manual
2020-11-26 11:09:32 +01:00
Sébastien Villemot
94f7058639
Move Dóra to the list of past contributors
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[skip ci]
2020-11-24 18:16:51 +01:00
Sébastien Villemot
dd25761b31
Merge branch 'steady_file_Ramsey' of git.dynare.org:JohannesPfeifer/dynare
2020-11-13 15:37:59 +01:00
Johannes Pfeifer
1ce2ad22c5
Add example for user-defined steady state file
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1576
2020-11-13 14:29:36 +01:00
Johannes Pfeifer
a0791d981c
Document enabling of v73-save option
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1730
2020-11-13 13:21:35 +01:00
Sébastien Villemot
fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
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Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.
Incidentally, this closes #1731 . This commit therefore also removes the
workaround introduced in 0391dbbeb1
.
2020-11-09 16:34:12 +01:00
Sébastien Villemot
f823f1a691
Manual: fix link to (old) Dynare wiki
2020-11-03 16:52:23 +01:00
Sébastien Villemot
71e3e0d49e
Fix extended_path with bytecode
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By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.
Closes : #1742
2020-10-14 17:25:58 +02:00
Stéphane Adjemian (Charybdis)
511908e011
Factorized initialization of fields required by solve_algo={12,14}.
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Closes #3 .
2020-09-25 23:45:21 +02:00