Commit Graph

1378 Commits (d43a057af3c7ad301afef3471358e88df2cb5bed)

Author SHA1 Message Date
Sébastien Villemot 11ef652136
Manual, external functions: when derivatives are not provided, finite difference is used
[skip ci]
2020-07-09 18:03:35 +02:00
Johannes Pfeifer d4a45962d3 Add description of JSON output folder 2020-07-08 16:39:43 +02:00
Johannes Pfeifer dfc7357636 Add display of theoretical moments at order=3 with pruning 2020-06-30 13:46:54 +02:00
Sébastien Villemot ed8845c60f
Manual: compatibility fix with Sphinx 3
sphinx.locale.l_ has been deprecated since Sphinx 1.8, and removed in Sphinx 3.

Use sphinx.locale._ instead.
2020-06-26 14:10:48 +02:00
Sébastien Villemot 59a1805ecf
Update Houtan’s affiliation
[skip ci]
2020-06-02 10:34:39 +02:00
Michel Juillard b70d99d1b4
Refactoring of initval_file and histval_file
initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.

Closes: #1671
2020-05-14 16:45:54 +02:00
Sébastien Villemot 6e0f104d7e
Bump minimal MATLAB version to R2014a
Ref. #1713
2020-04-07 16:32:32 +02:00
Stéphane Adjemian (Charybdis) fc07b1a3d3
Merge remote-tracking branch community/master into enterprise
[skip-ci]
2020-04-03 11:37:21 +02:00
Stéphane Adjemian (Charybdis) 046960c4a8
Merge remote-tracking branch community/master into enterprise 2020-04-03 11:33:46 +02:00
Stéphane Adjemian (Charybdis) e22e41a7d4
Added preprocessor's option notime.
Do not print the total computing time at the end of the driver evaluation.
2020-04-03 11:29:05 +02:00
Willi Mutschler 64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution 2020-04-01 14:46:22 +02:00
Sébastien Villemot 43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise 2020-03-27 16:28:41 +01:00
Johannes Pfeifer 625ad3099e Document options added in dab769c6f4 2020-03-19 14:42:18 +01:00
Houtan Bastani 5068520736
doc: clarify that all options (not just `-D`) should be single quoted when the arguments passed contain spaces
[skip ci]
2020-03-06 16:50:36 +01:00
Stéphane Adjemian (Charybdis) 2083246a35
Add initial condition for mh_tune_jscale.
Closes #1717.
2020-02-29 13:25:24 +01:00
Johannes Pfeifer 2fcd22059b
Add documentation for the mh_tune_jscale_initial_guess option
Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/16
2020-02-29 10:28:50 +01:00
Sébastien Villemot aca4aa7bc6
Build system: add missing clean rules 2020-02-25 14:22:53 +01:00
Stéphane Adjemian (Charybdis) fa95a6347d
Added new nonlinear solvers (solve_algo 12 and 14).
These algorithms are alternative versions of 2 and 4 specialized for
models where each equation has only one endogenous variable on the
left hand side (only allowed expression on LHS is the log of an
endogenous variable). Univariate recursive blocks are then not solved
with a non linear but by evaluating the RHS expression.
2020-02-20 13:07:54 +01:00
Houtan Bastani 2fea033874
doc: remove warning in compilation introduced in 3af2cc3fc4
a blank line is needed after a bulleted list
2020-02-19 22:17:38 +01:00
Houtan Bastani 70d7a48d44
preprocessor update
- macro processor: allow for the definition of a variable without a value
- dragonfly: add new field to `options_.parallel_info`
- fix lookbehind to handle `-` sign in substitution of dates in native statements
- remove support for weekly dates
- dragonfly: support ProgramConfig config file option
- dragonfly: support ProgramPath config file option
- add undocumented `gui` option to preprocessor
- occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
- make loop variables const
- Combine `DynareMain.cc` and `DynareMain2.cc`
2020-02-19 22:03:01 +01:00
Sébastien Villemot 71cee69619
Manual: Octave 4.4 is now the minimal requirement 2020-02-17 18:39:47 +01:00
Sébastien Villemot 3106ebbb81
Manual: in a few places, replace “Octave” by “GNU Octave”
This is a partial revert of 8fa4c483f9.

Actually, the official name is “GNU Octave”, and it is easier to find it under
that name in search engines. So use the full name at a few prominent places,
and use the shorter “Octave” everywhere else.
2020-02-17 18:39:47 +01:00
Sébastien Villemot 04d06dc330 Merge branch 'manual' into 'master'
Manual updates regarding Identification

See merge request Dynare/dynare!1712
2020-02-17 16:14:16 +00:00
Willi Mutschler 3af2cc3fc4
📖 Update manual 2020-02-17 16:58:38 +01:00
Sébastien Villemot cd195279e9
Manual: workaround for incorrect display of macro-directives without arguments
The workaround consists in appending the names of those macro-directives with a
regular space followed by a zero-width space (U+200B).

An extra LaTeX declaration was also added in order to make this hack work with
the PDF.

Ref. #1707
2020-02-17 15:41:39 +01:00
Stéphane Adjemian (Charybdis) f69cd14983
Updated reference manual wrt the nonlinear filters at higher order. 2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis) 91a4c1c7c6
Updated documentation of @dseries. 2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis) 615778dae4
Updated documentation of @dates. 2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis) 12ee697a33
Introduce underscore methods. 2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis) 8ae5690e71
Avoid political statements.
... Which would probably need to be updated ;-)
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis) d75363606b
We do not longer support weekly data. 2020-02-16 21:16:21 +01:00
Stéphane Adjemian (Charybdis) 10c196de34
k order approximation available in online filters. 2020-02-16 21:16:21 +01:00
Sébastien Villemot 99d2b5ad39
Manual: add set union and intersection operators in the macro-processor 2020-02-14 18:28:10 +01:00
Sébastien Villemot ae59f4dcb2
Further improvements to parsing of arguments on the MATLAB command-line
Under GNU/Linux and macOS, double-quote arguments before passing them to the
shell. In particular, this allows passing single-quotes within those arguments.

We therefore have to escape the four characters that are interpreted within
double-quoted strings in POSIX shells: \, ", $ and `

On Windows, also systematically escape the backslashes.

Also move display of arguments before escaping, so that it remains readable.

Ref. #1696
2020-02-10 18:24:51 +01:00
Houtan Bastani 931ebece92
Remove options `noemptylinemacro` and `nolinemacro`; add option `linemacro` 2020-02-05 16:16:31 +01:00
Johannes Pfeifer eaacb57d5c noemptylinemacro: Add missing word to 2020-02-05 11:30:58 +00:00
Sébastien Villemot 177c5c359f
Implement estimation under discretionary optimal policy
Also add a test case.

For the time being, estimating parameters that appear in the discount factor is
not supported.

Ref. #1173
2020-02-03 18:29:45 +01:00
Houtan Bastani d527096e61
simplify parsing of MATLAB command line arguments
closes #1696

includes preprocessor changes
- Removed prefixing of doubles between -1 and 1 with 0.
- Fixed bug introduced in 985d742.
- macro processor: simplify handling of `@#define`
2020-01-29 14:56:52 +01:00
Sébastien Villemot d3e90a8dbf
Fix the handling of options nopreprocessoroutput, onlyjson and onlymacro when they appear at the top of the .mod file
The nopathchange is still not supported in this context, so document it.

Also recommend the whitespace-separated syntax instead of the comma-separated
syntax, since the latter is inconsistent with the way options are passed on the
command-line.

Closes: #1667
2020-01-23 18:58:08 +01:00
Sébastien Villemot 00ee480674
Manual: add the accessor functions
Note that, for get_mean, the syntax with an optional order is not documented,
because the semantics is different at order 2, and it does not work for higher
orders.

Closes: #1687
2020-01-22 16:25:35 +01:00
Houtan Bastani 77b7b216d0
doc: use references instead of repeating the same info
[skip ci]
2020-01-22 10:59:34 +01:00
Houtan Bastani b090669e8f
doc: add info about `epilogue` block
Closes issue #1679

[skip ci]
2020-01-22 10:31:56 +01:00
Sébastien Villemot 06ce5d1e56
Manual: document init2shocks
Closes: #1650
2020-01-21 18:39:33 +01:00
Sébastien Villemot b63ae5b619
Manual: add note about required Octave version under Windows and macOS 2020-01-21 18:39:33 +01:00
Sébastien Villemot e371b1a94b
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.

Closes: #1093
2020-01-20 16:23:10 +01:00
Sébastien Villemot 2fb18bba97
Manual: FILENAME need not always be a quoted string (in a Dynare context)
Ref. !1692
2020-01-20 14:59:37 +01:00
Sébastien Villemot 16b571c033
Manual: don’t claim support for Windows 8, since Microsoft no longer supports it
Rather mention Windows 8.1.
2020-01-14 14:04:47 +01:00
Johannes Pfeifer b3aef92234 Document xls_range/sheet options of calib_smoother
Closes https://git.dynare.org/Dynare/dynare/issues/1695
2020-01-13 12:56:18 +01:00
Houtan Bastani 8764330725
fix typo in doc
`check` has two OPTIONS

[skip ci]
2020-01-13 12:42:09 +01:00
Johannes Pfeifer 647ba4e99b Add example mod-file for Ramsey and OSR
Closes https://git.dynare.org/Dynare/dynare/issues/1645
2020-01-10 17:56:22 +01:00
Johannes Pfeifer 2c8c120298 Replace various references to deprecated ramsey_policy by ramsey_model 2020-01-10 15:26:50 +01:00
Johannes Pfeifer 055710c938 Change ordering of optimal policy commands
Moves common planner_objective command to front
2020-01-10 15:11:09 +01:00
Johannes Pfeifer 7245cb2ef3 Document evaluate_planner_objective
Also clarifies restructures section on optimal policy and clarifies calling order of commands
2020-01-10 08:38:22 +01:00
Johannes Pfeifer f8e415a868 Change perfect foresight example code to suggested new syntax 2020-01-09 19:30:38 +01:00
Houtan Bastani fcbdfec0d8
Revert "doc: using `desc_addname` doesn't allow for line breaks."
This reverts commit 6d516c39bf.
2020-01-08 17:22:41 +01:00
Houtan Bastani 6d516c39bf
doc: using `desc_addname` doesn't allow for line breaks.
The method `desc_addname` adds arguments to the name of the node, and hence does not allow for line breaks. In the case of Dynare commands we don't run into a problem with this but we run into this problem with longer MATLAB/Octave commands.

For Dynare commands, we don't run into the problem with commands running over the page width as we use placeholders like `OPTIONS` since the order of the parameters passed to a command is irrelevant

For MATLAB/Octave commands, the order of parameters passed to a function is important, hence we cannot use a placeholder such as `OPTIONS`

closes #1688
2020-01-08 15:43:18 +01:00
Houtan Bastani b4479361c1
doc: fix typo and formatting 2020-01-08 15:43:18 +01:00
Houtan Bastani 8fbb77303a
dynare manual: cleanup whitespace
- remove trailing whitespace
- replace tabs with spaces as per PEP guidelines
2020-01-08 15:04:59 +01:00
Houtan Bastani c4cc32db29 Merge branch 'dynasave' into 'master'
Expand documentation of dynasave

Closes #1691

See merge request Dynare/dynare!1692
2020-01-06 13:55:27 +00:00
Johannes Pfeifer aa610f9f8e Expand documentation of dynasave
Closes https://git.dynare.org/Dynare/dynare/issues/1691
2020-01-06 13:15:36 +01:00
Sébastien Villemot d40b775260
Preprocessor: new “with_epilogue” option and related fixes
Ref. !1688
2019-12-20 11:57:34 +01:00
Sébastien Villemot efa6c6c682
“datafile” option of “perfect_foresight_setup” (and “simul”) now equivalent to “initval_file”
Ref. #1663
2019-12-19 14:58:54 +01:00
Sébastien Villemot f720f470bf
Preprocessor update
— “ramsey_policy”: bugfix when no option is passed
— various improvements to “epilogue” (preprocessor#36)
— compatibility with Bison 3.5
— bugfix in search for constant equations
— new “planner_discount_latex_name” option of “ramsey_policy” (Closes: #1686)
2019-12-18 17:46:38 +01:00
Sébastien Villemot 54781be7ae
Manual: markup fixes 2019-12-18 16:56:39 +01:00
Sébastien Villemot 6ba10b88f2
Preprocessor: various provisions for improvements to shock decomposition
Accordingly update the MATLAB routines, the testsuite, and the manual.

In particular, “squeeze_shock_decomp” has been renamed to
“squeeze_shock_decomposition” for consistency with other commands.

Ref. #1687, !1655
2019-12-18 11:56:57 +01:00
Houtan Bastani 8f78113be9
update doc to reflect changes in macOS installer 2019-12-10 16:53:12 +01:00
Houtan Bastani 0c77f7e92f
macOS packaging: compile against the version of Octave distributed via https://octave-app.org (currently 4.4.1) 2019-12-10 15:14:16 +01:00
Sébastien Villemot 553615efbc
Manual: fix the description of the “colormap” option
This option takes as argument the name of MATLAB/Octave variable, not a string.

Ref #1586
2019-12-09 15:52:50 +01:00
Sébastien Villemot 3f3f49c465 Merge branch 'flip_diff' into 'master'
Flip diff

See merge request Dynare/dynare!1677
2019-12-06 15:29:07 +00:00
Sébastien Villemot 6f91bde894
Merge remote-tracking branch 'community/master' into enterprise 2019-12-06 16:10:09 +01:00
Houtan Bastani a77472772f
doc: update macOS min version and document package installation 2019-12-06 14:58:19 +01:00
Houtan Bastani 5e429f8c92
update preprocessor
- fix bug with cbrt
- fix latex output
- add compilation_setup command. closes preprocessor#35
- fix bugs with initial_condition_decomposition. preprocessor#37
2019-12-06 14:58:19 +01:00
Houtan Bastani fa493bc10a
doc: fix typo 2019-12-06 14:58:19 +01:00
Marco Ratto 74e7c12d9d integrate documentation for plot_shock_decomposition
add documentation to initial_condition_decomposition
2019-12-05 16:51:37 +01:00
Marco Ratto e9607d09a5 added documentation of flip diff options of plot decomposition 2019-12-05 15:13:17 +01:00
Sébastien Villemot 6a89783b65
Merge remote-tracking branch 'community/master' into enterprise 2019-12-03 15:39:59 +01:00
Houtan Bastani 415ed5b2d5
document dseries constructor that takes tables as arguments
Closes #1359
2019-12-03 11:26:28 +01:00
Sébastien Villemot 9a3c62e3d6
Add a list of former Dynare Team members 2019-11-29 17:53:06 +01:00
Sébastien Villemot d3802c2a34 Merge branch 'master' into 'master'
Save conditional forecast output in oo_. Closes: Dynare/dynare#1672

Closes #1672

See merge request Dynare/dynare!1675
2019-11-29 16:11:54 +00:00
Houtan Bastani d9f4987b59
doc: add index to html sidebar
closes #1669
2019-11-29 16:26:39 +01:00
Dóra Kocsis b9af92eb8a Save conditional forecast output in oo_. Closes: Dynare/dynare#1672 2019-11-29 15:25:05 +01:00
Houtan Bastani f2205ed4a1
add nograph option to plot_shock_decomposition
In updating the preprocessor, also update call to plot_icforecast
2019-11-29 15:17:41 +01:00
Houtan Bastani 5f1b9b3ee9
update reporting doc 2019-11-29 11:46:33 +01:00
Houtan Bastani 3ef8564279
reporting: add ability to make title page 2019-11-29 11:36:00 +01:00
Sébastien Villemot 52cb36d433
Preprocessor update
- new include_eqs and exclude_eqs command-line options
- new “forecast” option to “shock_decomposition”
- remove the “linear” option of “stoch_simul”
- forbid exogenous and exogenous deterministic variables in STEADY_STATE
  operator (#825)
2019-11-27 17:32:52 +01:00
Houtan Bastani b126d79918
introduce dynare options `exclude_eqs` and `include_eqs` 2019-11-27 15:53:14 +01:00
Sébastien Villemot 62146e14ab
Manual: do not hardcode version number, let it be automatically substituted 2019-11-26 17:05:35 +01:00
Sébastien Villemot 8065e9d439
Build system: by default, error out if some dependency is missing
In particular, if either MATLAB or Octave is missing, one needs to pass either
--disable-matlab or --disable-octave.

Moreover, several new configure flags have been introduced for disabling some
components:
--disable-doc
--disable-dynare++
--disable-mex-dynare++
--disable-mex-ms-sbvar
--disable-mex-kalman-steady-state
2019-11-26 13:53:42 +01:00
Sébastien Villemot a909bfd58c
Manual: fix typo 2019-11-26 12:59:20 +01:00
Sébastien Villemot 19cdafeada Merge branch 'manual_add' into 'master'
Add variable explanations to manual

Closes #637

See merge request Dynare/dynare!1669
2019-11-22 10:35:07 +00:00
Johannes Pfeifer b60d26a745 Add variable explanations to manual 2019-11-22 11:16:14 +01:00
Johannes Pfeifer b0272151c5 Shorten block in Tex-citation
Avoids arrows from linebreaks introduced by the software
2019-11-21 12:41:35 +01:00
Sébastien Villemot 9c6d2489ae
Manual: list the Dynare Team members in a single place
There were previously two lists of members, which were inconsistent.

By the way, add Sumudu to the list.
2019-11-21 10:51:08 +01:00
Sébastien Villemot 13c645e940
Preprocessor: improvement to balanced growth test (#1389), macro-processor bugfix for loops
Also includes various modernizations.
2019-11-14 18:04:07 +01:00
Sébastien Villemot cc9445e086
Manual: update various URLs
Some URLs have changed with the new Dynare website.

Also use HTTPS whenever possible.
2019-11-14 17:04:05 +01:00
Sébastien Villemot 8fa4c483f9
Manual: replace “GNU Octave” by “Octave”
Mentioning that Octave is a GNU project is pointless and maybe even confusing
for users.
2019-11-14 16:57:33 +01:00
Sébastien Villemot 1d01443e6f
Add Dóra to the list of Dynare Team members 2019-11-14 14:21:54 +01:00
Sébastien Villemot 56e7144b91
Merge remote-tracking branch 'community/master' into enterprise 2019-10-23 16:30:29 +02:00
Stéphane Adjemian (Charybdis) 701e6da602 Updated reference manual according to 682b08a. 2019-10-16 21:37:36 +02:00
Stéphane Adjemian (Charybdis) 1211d4c01e Updated dseries submodule (changed merge behaviour). 2019-10-16 20:58:49 +02:00