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
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
Stéphane Adjemian (Charybdis)
8007f508a2
New option linear_approximation for perfect foresight models.
...
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
Johannes Pfeifer
20c292a730
Update manual entries related to TeX-Output
...
Documents new commands and adds info on the required packages.
2015-06-08 18:01:03 +02:00
Johannes Pfeifer
f0167d8cd5
Cosmetic fixes to manual
2015-06-08 16:49:40 +02:00
Johannes Pfeifer
dec37f372a
Document options for silent mode-finding
2015-06-08 16:49:40 +02:00
Johannes Pfeifer
35040725bb
Document TaRB algorithm
2015-06-08 16:49:39 +02:00
Johannes Pfeifer
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
Johannes Pfeifer
6b69297c27
Improve documentation of relative_irf option
2015-06-08 16:39:07 +02:00
Johannes Pfeifer
fe221bbc42
Add/adapt unit test for conditional forecasts with initval and histval blocks
2015-06-08 16:12:37 +02:00
Johannes Pfeifer
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
...
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
Johannes Pfeifer
ad66a7bb35
Account for initial values when making conditional forecasts
...
- 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
Johannes Pfeifer
c9b05575f5
Add missing anchor to manual
2015-06-05 21:52:11 +02:00
Johannes Pfeifer
d09bf195c9
Make sure diffuse_filter option is correctly passed in dynare_identification.m
...
Closes #677
2015-06-05 16:39:17 +02:00
Stéphane Adjemian (Hermes)
bbfc650f7f
Updated reference manual.
...
The homotopy is not implemented for purely forward and backward models (See 3a1905756c39dd515f5eaa70451a851e862f232f).
2015-06-04 12:28:58 +02:00
Houtan Bastani
1961d0ae7f
doc: update ms-sbvar description. closes #934
2015-06-02 10:53:52 +02:00
Stéphane Adjemian
583d20848f
Merge pull request #941 from JohannesPfeifer/huge_number
...
Document new options huge_number and dr_disp_tol
2015-06-01 16:40:32 +02:00
Michel Juillard
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
...
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes)
194bdb57c3
Merge branch 'rewrite-nonlinear-filters'
2015-05-28 15:40:39 +02:00
Stéphane Adjemian (Hermes)
928c51e5b9
Added online approach (parameters treated as state variables) in the
...
reference manual.
2015-05-28 15:36:56 +02:00
Houtan Bastani
fe8750c1bc
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
Johannes Pfeifer
6c7b4e8a74
Document huge_number and dr_display_tol
...
Closes #924
2015-05-13 20:31:40 +02:00
Michel Juillard
3171e87448
fixing logic in creation of checksum file. Improving documentation.
2015-05-11 08:57:24 +02:00