c397828eb7
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare
2021-01-08 19:02:44 +01:00
57ea36a90d
Preprocessor: add option analytic_jacobian for MoM
2021-01-08 19:01:33 +01:00
dd6fbfa300
Preprocessor: cleanup the “output” option
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Adapt the manual accordingly.
Closes : #1600
2021-01-08 19:00:47 +01:00
c3e7ef42af
Windows package: various fixes related to commit 8e7d0d2c5d
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- strip the new preprocessor binary
- include the new preprocessor binary in the .zip and .7z archives
- include the old (backward-compatible) preprocessor binary in the .exe installer
2021-01-08 09:47:42 +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)
18b54dfa98
Updated dseries submodule.
2021-01-07 22:00:51 +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
b2efc7a604
smoother2histval.m: fix bug when variable names are similar
2021-01-07 21:44:06 +01:00
4434edae0b
Merge branch 'MoM_testsuite' into 'master'
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Method of Moments: Updates to testsuite
See merge request Dynare/dynare!1799
2021-01-07 19:52:13 +00:00
be16f29254
README: fix typo
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[skip ci]
2021-01-07 20:46:40 +01:00
80460af6d7
macOS package: fixes related to flex and bison in Homebrew
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Also mention in the README that sphinx-doc must be linked, since it is
keg-only.
2021-01-07 18:40:01 +01:00
b3e3501a6d
MoM: Fix bug in SMM with ME
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Occurs by running RBC_MoM_SMM_ME with mode_compute=9
2021-01-07 14:25:26 +01:00
dabe0ada33
MoM: Add test for optimizers
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Note that mode_compute=11 and 12 need some fixing
2021-01-07 14:14:13 +01:00
2b554e0511
MoM: cosmetical changes to description of options in testsuite
2021-01-07 13:39:45 +01:00
ba8d5d364d
MoM: Update copyright years
2021-01-07 10:32:35 +01:00
8e7d0d2c5d
Preprocessor binary renamed and moved, various other improvements to make install rules
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– preprocessor binary renamed to dynare-preprocessor
— the preprocessor binary is now installed under a preprocessor/ top-level directory
— a backward-compatibility symlink is still provided under
matlab/preprocessor64/dynare_m
— the make install rule now install PDF and HTML documentation when those have
been built
Closes : #1728
2021-01-06 18:17:20 +01:00
86f4016886
Preprocessor: revert to accepting the “nolog” option, but do nothing about it
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Ref. #1743
2021-01-06 15:51:27 +01:00
860775ca49
Merge branch 'labels' of git.dynare.org:JohannesPfeifer/dynare
2021-01-06 14:30:52 +01:00
25d5352350
Include Dynare version and input arguments into log file
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The log file is now started from dynare.m.
Closes : #1743
2021-01-06 14:29:37 +01:00
90e493c34c
Update affiliations
2021-01-06 14:29:22 +01:00
562a9c737f
MoM: Improve testsuite
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- add Andreasen, Fernandez-Villaverde, Rubio-Ramirez (2017) test models
- move models to dedicated folders
- add `make m/method_of_moments` and `make o/method_of_moments` commands to run testsuite only for method of moments
2021-01-06 14:19:17 +01:00
e2f16b504c
MoM: Improve mode_compute=0 and more details on optimizers
2021-01-06 13:57:07 +01:00
ca978b6bf7
get_labels_transformed_vars.m: fix header
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[skip CI]
2021-01-06 10:27:53 +01:00
5368d42241
Update copyright years
2021-01-04 17:11:40 +01:00
1c7f88a093
Windows package: bump dependencies
2021-01-04 14:50:08 +01:00
8b3da285d2
Merge branch 'msbvar' of git.dynare.org:JohannesPfeifer/dynare
2021-01-04 14:27:32 +01:00
5a42d1d11b
Merge branch 'loglinear_disp' of git.dynare.org:JohannesPfeifer/dynare
2021-01-04 14:27:07 +01:00
3ef988dfcd
msbvar: provide error is chain is not specified
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See https://forum.dynare.org/t/cannot-have-number-of-chains-for-variance-or-coefficient-bigger-than-1/16650
2021-01-01 11:31:33 +01:00
9c52aec23d
Adjust output of loglinear option to make clear when a logged variable is used
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- use of function for getting labels will allow to accommodate https://git.dynare.org/Dynare/dynare/-/issues/349
- incidentally fixes a bug in the display of the simulated variance decomposition for observables with measurement error
2020-12-23 13:53:44 +01:00
5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare
2020-12-22 12:29:38 +01:00
3d912401d5
Testsuite: Octave compatibility fixes in histval_initval_file_unit_tests.m
2020-12-22 12:27:19 +01:00
0e9b8c33f9
Document changes to discretionary_policy
2020-12-20 14:00:13 +01:00
9728a52889
evaluate_planner_objective.m: lift size restriction by solving Lyapunov equation instead of using Kronecker
2020-12-19 14:12:12 +01:00
4b793da2c3
discretionary_policy: allow for non-linear model to be used
2020-12-18 18:22:39 +01:00
e4637addca
Merge branch 'MoM_fixes' into 'master'
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Method of Moments: Add GMM analytical standard errors and some other minor fixes
See merge request Dynare/dynare!1791
2020-12-18 16:25:09 +00:00
000de496cc
README: simplify generic compilation instructions
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[skip ci]
2020-12-18 16:18:14 +01:00
205b87d195
MoM: Fix typos, improve messages and checks, schur_vec_tol option, dname
2020-12-18 16:16:30 +01:00
2359a1496c
MoM: Changed default qz_criterium and added Schur_vec_tol
2020-12-18 16:16:30 +01:00
4d9ee3f8e5
MoM: Update To-Do list
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- lsqnonlin takes less time in Andreasen toolbox due to different handling of bounds; our approach is better (objective is smaller for RBC model)
- user-specified weightning matrix does work
- qz_criterium is set to 1+e-6 to allow for unit-roots (but observables need to be stationary)
- informative message is printed that NaN values in data moments are replaced by mean
- estimated_params_bounds work as well as informative message when parameters are not calibrated
- SMM at any order without pruning works
- SMM with pruning works for orders 1,2,3; for orders above 3 simult_.m throws an error that pruning is not available
- Analytical standard errors for GMM and Bayesian estimation is included
- dirname is not needed
- Remaining to dos are updated
2020-12-18 16:16:30 +01:00
5d475d4527
MoM: Checks and fixes for perturbation order and pruning
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- Set pruning to false as default, for GMM we turn it on for order>2 and display a message for the user that we do so
- Provide error if users try GMM with order > 3
- For SMM, order > 2 and no pruning, simult_.m uses Dynare++ routines which require a seed
2020-12-18 16:16:10 +01:00
363610affe
MoM: Save checkplot data also in graphs folder
2020-12-18 16:16:10 +01:00
eae5e2f029
MoM: Add analytical standard errors for GMM
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Reset analytic_derivation_mode for steadystate file parameter changes
MoM: Fix GMM analytical standard errors wrong dimensions in autocovs
2020-12-18 16:16:10 +01:00
e3d3214534
README: cosmetic improvements
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[skip ci]
2020-12-18 16:15:39 +01:00
ec8ea32b3e
Merge branch 'dname' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:43:30 +01:00
0c3f62e161
Preprocessor: add interface to set schur_vec_tol
2020-12-18 15:41:38 +01:00
ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:40:57 +01:00
93a8e60265
Build system: various macOS cleanups
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– remove clang support
– we no longer support 32-bit
– simplify Darwin specific hacks for Octave MEX files
2020-12-18 15:40:48 +01:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Willi Mutschler