e5b7ddbb33
Manual: fix typos in conditional forecasting section
2023-10-10 14:49:11 -04:00
2e3fbfc040
New option “from_initval_to_endval” to “homotopy_setup” block
2023-10-10 13:19:12 -04:00
82ea15e5e7
Manual: steady / document homotopy_mode = 0
2023-10-06 16:15:01 -04:00
727f925f01
steady: set a more sensible default value for homotopy_steps (10)
...
Also document it.
2023-10-06 16:11:53 -04:00
32d5bc05a1
Octave: support ofig graph format
2023-10-05 10:28:28 -04:00
e6aff20142
doc: clarify NumberOfThreadsPerJob and SingleCompThread
...
[skip ci]
2023-09-27 10:40:27 +02:00
2c2d93f36b
doc: clarify SingleCompThread option
...
[skip ci]
2023-09-27 08:22:28 +02:00
71b63c6e8e
Remove unused lik_algo-option
2023-09-25 17:17:37 +02:00
9a1f150e38
Merge branch 'default_mode_compute' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2160
2023-09-22 14:35:45 +02:00
7eb1959f66
Provisions for MATLAB R2023b
2023-09-22 10:49:27 +02:00
6dd55726e6
Drop autoconf/automake build system
2023-09-20 15:33:44 +02:00
552e6575cc
Use newrat as default mode-finder
...
Tends to perform better than csminwel
2023-09-20 12:55:29 +02:00
6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
...
Ref. !2181
2023-09-20 10:17:14 +02:00
7f2483ed38
Merge branch 'additional_optimizer_steps_doc' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2184
2023-09-20 10:16:08 +02:00
f6a8473144
estimation: support additional_optimizer_steps
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
8032aa6e7e
Manual: correct entry on additional_optimizer_steps supporting strings
2023-09-19 14:34:49 +02:00
649f668dd1
cosmetical: don't use hh for figure/plot/table handles
...
We use it to denote the hessian and even store it in many mat files.
2023-09-19 13:26:33 +02:00
66e7233018
Fix encoding of parallel.tex
2023-09-19 13:26:33 +02:00
80ce86baf8
Manual: clarify location of Geweke convergence diagnostic matrices
2023-09-19 13:26:33 +02:00
8f650a9cca
Put raftery lewis convergence under oo_.convergence
2023-09-19 13:26:33 +02:00
7072776a60
Build system / Manual: use variables for specifying the version number
...
Rather than using a generated file. This will ease the transition to Meson.
2023-09-18 10:41:14 +02:00
63333fe041
Remove unused bibliography files for Collard’s guide
...
Also add a dependency of dr.pdf on dr.bib.
2023-09-16 14:25:41 +02:00
2b313b0308
BVAR: move to subfolder
2023-09-14 12:05:18 +02:00
eb16bb4373
Merge branch 'dynare-osr_analytic'
...
Ref. !2171
2023-09-13 11:19:20 +02:00
885fda0e20
OSR: allow using analytic gradient
2023-09-13 11:19:13 +02:00
8cc5ecf6ec
Manual: fix reference
2023-09-11 17:16:11 +02:00
baf8243fac
generate_trace_plots.m: allow for plotting traces of multiple chains
...
Closes #1904
2023-09-08 22:04:25 +02:00
2e742462b3
Rename McMCDiagnostics and McMCDiagnostics_core
2023-09-08 09:44:43 +02:00
d60a19ce49
Finish implementation of truncated normal distribution
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1593
2023-09-06 12:46:41 +02:00
9e5bd75611
Manual: update Sumudu’s affiliation
...
[skip ci]
2023-09-01 14:52:57 +02:00
14bd989134
Manual: claim compatibility with Octave 8.3.0
2023-08-30 11:27:09 +02:00
801b774bcd
Manual: stochastic simulation with pruning now available at arbitrary order
...
Ref. #1643
[skip ci]
2023-07-24 09:16:28 +02:00
Stéphane Adjemian (Ryûk)
c02e550582
Update dseries submodule.
...
Pass more than one variable name to remove and remove_ methods.
2023-07-19 18:23:08 +02:00
9b2c0fb94d
Add brooks_gelman_plotrows to manual and testsuite
2023-07-06 09:32:19 -04:00
782368eb9b
dseries: document saving of atr log
...
Related to dseries@f2bdd617
2023-06-22 13:56:19 -04:00
b88a779c82
Merge branch 'Johannes' into 'master'
...
Use official English translation of Johannes's affiliation
See merge request Dynare/dynare!2137
2023-06-21 18:21:23 +00:00
ec55e6b7c6
Use official English translation of Johannes's affiliation
2023-06-21 13:15:43 -04:00
d5a3a8e16a
Various improvements to perfect foresight homotopy
...
– new option “endval_steady” to pf_setup command to recompute terminal
steady state in the homotopy loop
– new options “homotopy_linearization_fallback” and
“homotopy_marginal_linearization_fallback” to pf_solver and pfwee_solver
commands, to get an approximate solution when homotopy fails to go to 100%
– new options “homotopy_initial_step_size”, “homotopy_min_step_size”,
“homotopy_step_size_increase_success_count” and “homotopy_max_completion_share”
to pf_solver and pfwee_solver commands to fine tune the homotopy behaviour
– removed option “homotopy_alt_starting_point” to pf_solver command, not really
useful
– new options “steady_solve_algo”, “steady_tolf”, “steady_tolx”,
“steady_maxit”, “steady_markowitz” to pf_solver and pfwee_solver commands, to
control the computation of the terminal steady state (and remove the
equivalent options which previously had different names in pfwee_solver command)
2023-06-21 15:58:23 +02:00
ec336e9c95
Manual: homotopy in perfect foresight supported for purely backward/forward/static models
...
Done in fe142b663e
2023-06-19 18:01:47 +02:00
c1b78e26ac
perfect_foresight_with_expectation_errors_{setup,solver}: streamline handling of guess values
...
– Remove the terminal_steady_state_as_guess_value option to pfwee_solver
– pfwee_setup now sets the same guess values as pf_setup (i.e. terminal steady
state at all periods)
– With constant_simulation_length option, pfwee_solver uses terminal steady
state as guess values for periods that are added to the simulation
2023-06-15 15:37:48 +02:00
5931e3aa46
macOS: bump to GCC 13 (for compilation and for use_dll)
...
The formulas are taken from commit 46401325ed2c4d72adb6f1592cf6096bb844b489 of
the homebrew-core repository.
The gcc.rb formula was modified by adding “cellar: :any” to all bottles (see
https://github.com/Homebrew/brew/blob/master/docs/Bottles.md ).
The preprocessor has been updated accordingly.
2023-06-07 11:16:21 +02:00
Stéphane Adjemian (Argos)
8e42f6d137
Update dseries submodule (new method returning last observed period for each variable).
2023-06-05 11:21:53 +02:00
37bc08eb5b
Merge branch 'parallel' into 'master'
...
masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings
Closes #1887
See merge request Dynare/dynare!2133
2023-06-01 08:26:52 +00:00
Stéphane Adjemian (Argos)
399532a201
Remove trailing whitespaces.
2023-05-27 07:22:55 +02:00
5c9f02634c
manual: expand information on x13
2023-05-27 07:22:53 +02:00
ad2d986c5e
masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1887
2023-05-24 06:45:24 -04:00
Stéphane Adjemian (Guts)
93137310dd
Fix @dates/mtimes description.
2023-05-12 17:22:20 +02:00
339ba7102e
Merge branch 'linear_approximationm' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2130
2023-04-26 10:31:20 +02:00
79477e5ba6
Manual: remove mexw32 from the list of supported MEX extensions
...
We no longer support Windows 32-bit.
2023-04-26 10:20:23 +02:00
b8352b251d
macOS: provisions to detect Apple Silicon architecture (maca64 and mexmaca64)
...
Works with MATLAB R2022b beta (ARM)
2023-04-26 10:19:14 +02:00
Sébastien Villemot
Johannes Pfeifer
Willi Mutschler
Stéphane Adjemian (Ryûk)