Johannes Pfeifer
d5b66ea28a
Document recent changes to evaluate_planner_objective
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1680
2021-09-16 15:44:08 +02:00
Johannes Pfeifer
6c14ffb6fb
manual: updated info on auxiliary variables
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1811
2021-09-15 16:10:59 +02:00
Johannes Pfeifer
966234b044
model_info.m: add non-block info
2021-09-15 16:10:43 +02:00
Johannes Pfeifer
7f55ea7782
manual: update Dynare path
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[skip CI]
2021-08-30 19:30:12 +02:00
Johannes Pfeifer
cf6621187e
Add example for system prior
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(@stepan removed trailing spaces)
2021-08-17 19:39:02 +02:00
Johannes Pfeifer
c809e1c0a1
Further set of documentation fixes
2021-08-17 11:13:24 +02:00
Johannes Pfeifer
41b3146273
occbin: add description of filter_use_relaxation
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(@stepan removed trailing space)
2021-08-17 11:10:08 +02:00
Johannes Pfeifer
948e4e7540
Manual: correct default for optimizer following a5995aec03
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(@stepan removed trailing space)
2021-08-17 10:51:24 +02:00
Johannes Pfeifer
f6efb4ddb2
dynare_lex.py: add keywords
2021-08-16 13:14:25 +02:00
Johannes Pfeifer
21f3e120dd
Manual: update link to equation tag wiki
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1808
2021-08-16 13:05:42 +02:00
Stéphane Adjemian (Charybdis)
a0685c6693
Fix sphinx warning (title underline too short).
2021-08-16 13:01:17 +02:00
Johannes Pfeifer
cbce60943f
Manual: document behavior of steady_state() in perfect_foresight_context
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(@stepan removed trailing whitespaces)
2021-08-16 12:58:09 +02:00
Johannes Pfeifer
64b9e4c4af
Manual: document that typically Bayesian names are used even if ML is done
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(@stepan removed trailing whitepaces)
2021-08-16 12:51:37 +02:00
Johannes Pfeifer
89b6ecf900
Manual: add warnings regarding the use of auxiliary variables
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(@stepan removed trailing spaces)
2021-08-16 12:47:54 +02:00
Johannes Pfeifer
cc04ef6ebf
Particle filter: document remaining options
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(@stepan removed trailing spaces)
2021-08-16 12:41:42 +02:00
Stéphane Adjemian (Charybdis)
c46f661669
Cosmetic changes (remove trailing spaces).
2021-08-16 12:26:20 +02:00
Johannes Pfeifer
12cd217edf
Occbin: add documentation
2021-08-16 11:41:07 +02:00
Johannes Pfeifer
564855af4a
Occbin: add example
2021-08-16 11:37:53 +02:00
Stéphane Adjemian (Charybdis)
4d590f8a87
Cosmetic change (remvove trailing spaces).
2021-08-16 10:55:33 +02:00
Willi Mutschler
49cba34358
📖 Fix references in documentation
2021-08-16 10:41:07 +02:00
Willi Mutschler
c24445e8e4
📖 Added @Johannes review of MoM documentation
2021-08-16 10:41:07 +02:00
Willi Mutschler
4c0f8ec6be
📖 Added documentation for method of moments
2021-08-16 10:41:07 +02:00
Stéphane Adjemian (Charybdis)
8d0241171b
Cosmetic change (remove trailing space).
2021-08-16 10:36:38 +02:00
Johannes Pfeifer
862b6d1387
manual: correct description of how to change HPI
2021-08-08 11:00:57 +02:00
Johannes Pfeifer
650e02d98a
manual: remove misleading statement on prior truncation
2021-08-08 11:00:53 +02:00
Johannes Pfeifer
440a0e460b
Storage of results: use subfolder
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Ref. #1758
2021-07-23 14:12:17 +02:00
Johannes Pfeifer
3fb41e075f
Matlab implementation of the consider_all_endogenous_and_auxiliary option
2021-07-22 13:12:27 +02:00
Sébastien Villemot
53abaf5b10
Preprocessor: new option “nocommutativity”
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Ref. #1788
2021-07-13 15:12:03 +02:00
Sébastien Villemot
9f934bbcf1
Manual: update several links to old Dynare wiki
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In several places, there was only a general link to the old Dynare wiki. This
can be confusing, because we no longer use this wiki. Rather use specific links
to the pages that were not migrated to the new wiki.
[skip ci]
2021-07-08 18:03:25 +02:00
Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Sébastien Villemot
f5c5b05f12
The xls_sheet option now takes a quoted string as value
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Recommend that syntax in the manual, but keep the old one for backward
compatibility.
Ref. preprocessor#67
2021-05-31 18:21:13 +02:00
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
Stéphane Adjemian (Charybdis)
aa020adc7f
Fix highlighting of multiline 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