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
...
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
...
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)."
...
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.
...
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
Sébastien Villemot
81b78fd969
Documentation: fix compilation of parallel PDF with recent TeXlive distributions
2020-12-08 16:19:41 +01:00
Johannes Pfeifer
18350f680e
manual: clarify that mh_replic is per chain, not the total number of replications
...
[skip CI]
2020-11-30 17:32:03 +01:00
Sébastien Villemot
b4f293bdf2
Document mode_compute=13
...
[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
Stéphane Adjemian (Charybdis)
3a692f8ab1
Fixed indentation.
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(cherry picked from commit 4d8c8c407d
)
[skip ci]
2020-09-23 15:35:56 +02:00
Stéphane Adjemian (Charybdis)
4d8c8c407d
Fixed indentation.
2020-09-23 15:32:46 +02:00
Stéphane Adjemian (Charybdis)
17e6421ea3
Merged master into enterprise.
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Fixed conflict in
- doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
Sébastien Villemot
a9fea692e9
Preprocessor: allow 'use_dll' option to be specified on the command line
2020-09-18 15:20:00 +02:00
Sébastien Villemot
0ea2e40adf
Manual: remove compilation warning due to nograph entry being in two different .rst files
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[skip ci]
2020-09-18 15:17:50 +02:00
Sébastien Villemot
f6e7c2d061
Manual: remove obsolete requirement for 'use_dll' on Windows
...
[skip ci]
2020-09-18 15:05:38 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
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Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
Sébastien Villemot
b281d682f2
Manual: document default name for “shock_groups” blocks
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By the way, fix the syntax description for the name (it needs *not* be quoted).
[skip ci]
2020-09-14 18:43:08 +02:00
Johannes Pfeifer
91563e50ac
Update Johannes's affiliation
2020-08-04 18:09:40 +02:00
Sébastien Villemot
11ef652136
Manual, external functions: when derivatives are not provided, finite difference is used
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[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
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[skip ci]
2020-06-02 10:34:39 +02:00
Michel Juillard
b70d99d1b4
Refactoring of initval_file and histval_file
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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
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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
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[skip ci]
2020-03-06 16:50:36 +01:00
Stéphane Adjemian (Charybdis)
2083246a35
Add initial condition for mh_tune_jscale.
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Closes #1717 .
2020-02-29 13:25:24 +01:00
Johannes Pfeifer
2fcd22059b
Add documentation for the mh_tune_jscale_initial_guess option
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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
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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'
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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