Commit Graph

519 Commits (e36516f76699d9df18344df92f73d62ca681538a)

Author SHA1 Message Date
Houtan Bastani 82e45f67aa reporting: @graph: new option xTickLabels 2013-07-22 13:17:26 -04:00
Houtan Bastani a961069a66 reporting: @graph: add new option graphSize 2013-07-22 12:41:41 -04:00
Stéphane Adjemian (Charybdis) 3dc372e5bc Added (command line) nointeractive option. 2013-07-10 12:02:12 +02:00
Stéphane Adjemian (Charybdis) dd21816b13 Added (command line) nograph option. 2013-07-10 11:03:48 +02:00
Stéphane Adjemian (Charybdis) 3ecd248fe9 Fixed typo. 2013-06-28 23:53:12 +02:00
Stéphane Adjemian (Charybdis) c230ed53c0 Clarify the issue with the steady state in models with non stationary forcing variables. 2013-06-28 23:52:08 +02:00
Houtan Bastani 3b5d673e5e doc: update default pdf compiler locations 2013-06-28 14:24:51 +02:00
Sébastien Villemot bb5a05c4f9 Update macroprocessor slides 2013-06-27 14:52:04 +02:00
Houtan Bastani d199b4b7d2 doc: fix typo 2013-06-26 10:16:40 +02:00
Sébastien Villemot 5288f2a67a Merge pull request #432 from JohannesPfeifer/osr_crit
Transfer hardcoded osr options to options structure
2013-06-26 00:28:58 -07:00
Houtan Bastani 9bb102f68e doc: sbvar stub, ref #237 2013-06-25 16:28:54 +02:00
Stéphane Adjemian (Charybdis) f1464b13c6 Added explicit reference to the training sample in the description of the presample option of the estimation command. 2013-06-25 14:52:24 +02:00
Johannes Pfeifer c4998f93d3 Transfer hardcoded osr options to options structure
Implements #423. To be done: add preprocessor options for tolf and maxit.
2013-06-24 22:53:28 +02:00
Stéphane Adjemian (Charybdis) 340bcc2739 Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check. 2013-06-20 17:19:44 +02:00
Houtan Bastani edb034d244 doc: update manual to reference README.md 2013-06-19 18:03:36 +02:00
Houtan Bastani 5db18090f0 doc: fix typo 2013-06-18 05:51:52 +02:00
Stéphane Adjemian (Charybdis) fa202a8716 Fixed typo. 2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis) 149df874cd Added documentation about pre and post dynare preprocessor hooks. 2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis) c08c34223d Fixed typo and bug in MCMC diagnostics. 2013-06-13 17:14:04 +02:00
Stéphane Adjemian (Charybdis) 0845fb3720 Added a description of the MCMC diagnostics with a reference to Brooks and Gelman (1998). 2013-06-13 12:34:55 +02:00
Stéphane Adjemian (Charybdis) 5c936cc0a4 Added algorithms section as a macro in the manual. 2013-06-13 12:34:55 +02:00
Stéphane Adjemian (Charybdis) d2263de360 Added algorithm section as a macro in the manual. 2013-06-13 12:34:55 +02:00
Stéphane Adjemian (Charybdis) cb2228acad Merge branch 'master' into experimental-mjdgges-threshold 2013-06-12 17:27:25 +02:00
Stéphane Adjemian (Charybdis) d46ba1f209 Added documentatioon for the new option qz_zero_threshold. 2013-06-12 17:24:54 +02:00
Houtan Bastani 7c5936549f doc: dynDate: remove documentation about empty date (functionality in code to be removed at a later date). 2013-06-12 15:01:51 +02:00
Sébastien Villemot 42bf69473f Minor cleanups to ref. manual 2013-06-12 14:10:01 +02:00
Houtan Bastani 6ff4d5cce7 doc: fix bug in reporting 2013-06-11 12:57:44 +02:00
Houtan Bastani 17b034584e doc: update reporting 2013-06-11 12:55:42 +02:00
Houtan Bastani c5da6de388 doc: dynDate, dynDates, dynSeries (first draft) 2013-06-11 12:50:12 +02:00
Stéphane Adjemian (Charybdis) b257c1393a Added documentation for the (stochastic) extended path simulation approach. 2013-06-10 14:06:31 +02:00
Johannes Pfeifer fdee69f7b4 Document recursive forecasts
Closes #303
2013-06-09 13:14:03 +02:00
Sébastien Villemot f6f218f828 extended_path: new order and hybrid options (ref #152)
Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Houtan Bastani 01a8e88116 documentation: explain preprocessor error
closes #342
2013-05-31 19:28:07 +02:00
Sébastien Villemot bf94bb3df8 Implement clock option of set_dynare_seed
Also improve documentation of set_dynare_seed.

Closes #362
2013-05-31 16:35:09 +02:00
Sébastien Villemot f48141755c Add new option parallel_local_files to model block
Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot 058a5c5dc4 Remove more stuff related to economic bibtex styles
Ref 1d14ff8060
2013-05-29 17:31:07 +02:00
Sébastien Villemot 320b7a1b59 Fix wording 2013-05-27 18:09:40 +02:00
Sébastien Villemot 7d4be26cbb Fix doc for uninialized values in endval block 2013-05-27 17:34:46 +02:00
Sébastien Villemot bd72848d27 Add interface and doc to use_univariate_filters_if_singularity_is_detected option
Closes #414
2013-05-27 17:07:47 +02:00
Sébastien Villemot eb8ba88ea9 Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
Closes #320
2013-05-24 12:13:32 +02:00
Sébastien Villemot 1d14ff8060 Stop using Bibtex styles that have been recently removed in TeX Live
These economic styles were unfortunately non-free
2013-05-22 22:26:56 +02:00
Johannes Pfeifer 04691bacaf Document kalman_algo and kalman_tol
Closes #324
2013-05-18 19:43:54 +02:00
Sébastien Villemot 7bbe121769 Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot 921e7fdafd Document how functions with a kink are differentiated
Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.

Closes #355
2013-05-17 16:53:14 +02:00
Houtan Bastani 5e00e5f330 reporting: @series: add new option tableMarkerLimit 2013-05-17 14:02:59 +02:00
Houtan Bastani 8d19a322b0 doc: comment example & and spacing to make more legible 2013-05-15 13:05:33 +02:00
Houtan Bastani 1a83647928 reporting: @report: add compiler option to compile() as alternative method to pass compiler information 2013-05-15 13:05:33 +02:00
Houtan Bastani 55a782711a doc: use @ref{} as opposed to @code{} when referring to an option 2013-05-15 11:47:46 +02:00
Houtan Bastani 0dd7a2988b doc: use @math{} 2013-05-15 11:45:05 +02:00
Sébastien Villemot 5a91cdc8e4 Ref. manual: fix incorrect uses of @xref 2013-05-15 10:19:26 +02:00
Sébastien Villemot 1bbbfce2f4 Ref. manual: fix menus 2013-05-15 10:16:15 +02:00
Houtan Bastani 374ec36714 reporting: doc: documentation for reporting features 2013-05-14 18:48:34 +02:00
Houtan Bastani 022ae5bb1a doc: replace TeX with @TeX{} and LaTeX with @LaTeX{} 2013-05-14 15:18:07 +02:00
Houtan Bastani 710fb9e225 doc: fix typo 2013-05-14 13:11:46 +02:00
Sébastien Villemot aacced64cc Merge pull request #397 from JohannesPfeifer/master
Make manual on drop-option more explicit
2013-05-14 02:48:30 -07:00
Johannes Pfeifer 787b361afa Make manual on drop-option more explicit
Closes #396
2013-05-14 11:29:12 +02:00
Houtan Bastani a5194b4f5e doc: update octaverc info for os x 2013-05-13 18:16:51 +02:00
Houtan Bastani b3daefcf03 doc: fix typo 2013-05-13 18:16:51 +02:00
Johannes Pfeifer 29ff66856a Fix typo in Manual 2013-05-07 10:34:18 +02:00
Sébastien Villemot 70ccb1d0b7 Documentation of new differentiate_forward_vars option
Ref #351
2013-04-29 17:56:22 +02:00
Johannes Pfeifer c55d0a3ae4 Remove pruning_forecast_approximation introduced in cdb7b01879 2013-04-25 12:04:44 +02:00
Johannes Pfeifer cdb7b01879 Implement Andreasen et al. 2013 pruning at order
Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
Sébastien Villemot e2b01dd152 Fix structure error in reference manual 2013-04-12 10:27:27 +02:00
Sébastien Villemot d640546e4f Document markowitz option of steady
Closes #353
2013-04-11 17:23:26 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Johannes Pfeifer c071df7f78 Clarify terminology used for filtered variables
Closes #317
2013-04-10 10:44:24 +02:00
Sébastien Villemot f92965b28c CSV datafiles: document it, autodetect extension 2013-03-28 12:50:04 +01:00
Johannes Pfeifer 9e9f882c81 Merge branch 'master' of https://github.com/DynareTeam/dynare 2013-03-27 12:26:43 +01:00
Johannes Pfeifer f995f3da90 Bugfix in correlation_mc_analysis
Closes #290 and makes #314 obsolete as we store both auto- and
cross-correlations
2013-03-27 12:26:08 +01:00
Sébastien Villemot c9a15f0ac5 Mention compatibility with Windows 8 2013-03-26 18:01:43 +01:00
Sébastien Villemot 3c5ce6aab9 Use syntax log_trend_var(log_growth_factor = …) for consistency 2013-03-26 17:10:37 +01:00
Sébastien Villemot a0b7178962 Automatic detrending engine can now handle models written in logs (ref. #309)
- new command `log_trend_var'
 - new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Johannes Pfeifer 82c6ff3b1b Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f' 2013-03-21 21:22:20 +01:00
Johannes Pfeifer 34fb9f1c62 Clarify treatment of measurement error and correlations in manual 2013-03-21 20:51:22 +01:00
Sébastien Villemot db2999d84e Add Frédéric and Johannes to userguide; remove useless spam obsfuscating 2013-03-21 18:26:04 +01:00
Johannes Pfeifer 1883eb092b Clarify theoretical second moments for order=2
Eliminates warning message introduced in
4c8f3a89cc
Adds hint to approximation in table title and adds the information with
a reference to Kim/Kim/Schaumburg/Sims (2008) to manual.
closes #278
2013-03-18 22:58:06 +01:00
Sébastien Villemot ba889e853c Preprocessor interface and documentation for endogenous_prior option
Closes #321
2013-03-18 11:12:49 +01:00
Johannes Pfeifer 98ec0095df Add warning for variance decomposition at order=2
At order=2, the variance decomposition is still based on order=1. This
commit introduces a warning. See issue #278
(https://github.com/DynareTeam/dynare/issues/278). This information that
the variance decomposition is only triggered at periods=0 has been added
to the manual.
2013-03-17 23:36:43 +01:00
Johannes Pfeifer 6390830b4d Store MCMC information recorded in record in oo_
Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315)
2013-03-17 22:49:28 +01:00
Sébastien Villemot 0ffccac659 Fix typo 2013-03-08 16:26:30 +01:00
Sébastien Villemot 17acd4154c oo_.PosteriorTheoreticalMoments.correlation contains autocorrelations 2013-03-08 15:45:35 +01:00
Sébastien Villemot 879b8b8309 Remove obsolete section about smoother on calibrated models.
We now have the `calib_smoother' command.
2013-03-05 11:01:08 +01:00
Sébastien Villemot a64ec3b156 Reorganization of warnings
- at the end of the computation, don't display all preprocessor warnings but
   only their number
 - also display if there has been a MATLAB/Octave warning (counting their
   number does not seem feasible). Closes #181
 - add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
Sébastien Villemot 77dbf06af4 Update affiliations 2013-02-13 19:16:57 +01:00
Sébastien Villemot 42c9115131 Userguide: replace obsolete shocks_file by initval_file 2013-01-15 16:39:32 +01:00
Ferhat Mihoubi 4a465f2d07 Correction in the forecasting section 2013-01-11 18:22:15 +01:00
Ferhat Mihoubi 11e151547c Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Sébastien Villemot 8c7e3d46ed Document when mode_compute={1,3,7} are available, and error with an informative message if not 2013-01-07 15:40:45 +01:00
Sébastien Villemot 90c15ec9ef Add ar option to estimation
Closes: #276
2012-11-29 15:44:06 +01:00
Sébastien Villemot 0421387732 Require Octave 3.6, since we use parfor 2012-11-29 14:52:33 +01:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
Replace them by equivalents in M_ (and an extra one: M_.dynamic).

IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.

We now have the following indentities:

M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Sébastien Villemot badeec612f Add interface and documentation to model_diagnostics
Closes: #205
2012-11-16 12:34:49 +01:00
Sébastien Villemot 87d2dbca4d Ref. manual: minor fixes related to @xref 2012-11-16 11:11:09 +01:00
Sébastien Villemot debf4cd293 Ref. manual: document that infinite values are allowed at some places 2012-11-16 11:10:00 +01:00
Houtan Bastani ddddb5ad0f console => nodisplay (Completes ticket #282) 2012-11-12 16:48:44 +01:00
Houtan Bastani f77e0cc59d fix typo in manual 2012-11-08 11:31:19 +01:00
Houtan Bastani e8ec0a37df fix missing optionshead in previous commit 2012-11-06 16:02:05 +01:00
Houtan Bastani 3530417cf2 all_values_required keyword for initval and endval 2012-11-06 15:45:08 +01:00
Sébastien Villemot f8f2c5d8a1 Rename simul.mod and steady.mod to avoid name clashes with Dynare internals 2012-10-31 16:49:22 +01:00
Houtan Bastani 17568ee086 ms-sbvar: update documentation for final_year, final_subperiod defaults 2012-10-29 17:58:54 +01:00