1bbbfce2f4
Ref. manual: fix menus
2013-05-15 10:16:15 +02:00
374ec36714
reporting: doc: documentation for reporting features
2013-05-14 18:48:34 +02:00
022ae5bb1a
doc: replace TeX with @TeX{} and LaTeX with @LaTeX{}
2013-05-14 15:18:07 +02:00
710fb9e225
doc: fix typo
2013-05-14 13:11:46 +02:00
aacced64cc
Merge pull request #397 from JohannesPfeifer/master
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Make manual on drop-option more explicit
2013-05-14 02:48:30 -07:00
787b361afa
Make manual on drop-option more explicit
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Closes #396
2013-05-14 11:29:12 +02:00
a5194b4f5e
doc: update octaverc info for os x
2013-05-13 18:16:51 +02:00
b3daefcf03
doc: fix typo
2013-05-13 18:16:51 +02:00
29ff66856a
Fix typo in Manual
2013-05-07 10:34:18 +02:00
70ccb1d0b7
Documentation of new differentiate_forward_vars option
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Ref #351
2013-04-29 17:56:22 +02:00
c55d0a3ae4
Remove pruning_forecast_approximation introduced in cdb7b01879
2013-04-25 12:04:44 +02:00
cdb7b01879
Implement Andreasen et al. 2013 pruning at order
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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
e2b01dd152
Fix structure error in reference manual
2013-04-12 10:27:27 +02:00
d640546e4f
Document markowitz option of steady
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Closes #353
2013-04-11 17:23:26 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
c071df7f78
Clarify terminology used for filtered variables
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Closes #317
2013-04-10 10:44:24 +02:00
f92965b28c
CSV datafiles: document it, autodetect extension
2013-03-28 12:50:04 +01:00
9e9f882c81
Merge branch 'master' of https://github.com/DynareTeam/dynare
2013-03-27 12:26:43 +01:00
f995f3da90
Bugfix in correlation_mc_analysis
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Closes #290 and makes #314 obsolete as we store both auto- and
cross-correlations
2013-03-27 12:26:08 +01:00
c9a15f0ac5
Mention compatibility with Windows 8
2013-03-26 18:01:43 +01:00
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
82c6ff3b1b
Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f'
2013-03-21 21:22:20 +01:00
34fb9f1c62
Clarify treatment of measurement error and correlations in manual
2013-03-21 20:51:22 +01:00
db2999d84e
Add Frédéric and Johannes to userguide; remove useless spam obsfuscating
2013-03-21 18:26:04 +01:00
1883eb092b
Clarify theoretical second moments for order=2
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Eliminates warning message introduced in
4c8f3a89cccloses #278
2013-03-18 22:58:06 +01:00
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00
98ec0095df
Add warning for variance decomposition at order=2
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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
6390830b4d
Store MCMC information recorded in record in oo_
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Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315 )
2013-03-17 22:49:28 +01:00
0ffccac659
Fix typo
2013-03-08 16:26:30 +01:00
17acd4154c
oo_.PosteriorTheoreticalMoments.correlation contains autocorrelations
2013-03-08 15:45:35 +01:00
879b8b8309
Remove obsolete section about smoother on calibrated models.
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We now have the `calib_smoother' command.
2013-03-05 11:01:08 +01:00
a64ec3b156
Reorganization of warnings
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- 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
77dbf06af4
Update affiliations
2013-02-13 19:16:57 +01:00
42c9115131
Userguide: replace obsolete shocks_file by initval_file
2013-01-15 16:39:32 +01:00
4a465f2d07
Correction in the forecasting section
2013-01-11 18:22:15 +01:00
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
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
90c15ec9ef
Add ar option to estimation
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Closes : #276
2012-11-29 15:44:06 +01:00
0421387732
Require Octave 3.6, since we use parfor
2012-11-29 14:52:33 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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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
badeec612f
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
87d2dbca4d
Ref. manual: minor fixes related to @xref
2012-11-16 11:11:09 +01:00
debf4cd293
Ref. manual: document that infinite values are allowed at some places
2012-11-16 11:10:00 +01:00
ddddb5ad0f
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
f77e0cc59d
fix typo in manual
2012-11-08 11:31:19 +01:00
e8ec0a37df
fix missing optionshead in previous commit
2012-11-06 16:02:05 +01:00
3530417cf2
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
f8f2c5d8a1
Rename simul.mod and steady.mod to avoid name clashes with Dynare internals
2012-10-31 16:49:22 +01:00
17568ee086
ms-sbvar: update documentation for final_year, final_subperiod defaults
2012-10-29 17:58:54 +01:00
ee9bc3e421
Add missing citations for Frédéric and Johannes
2012-10-22 16:24:11 +02:00
55e8e9c913
update email
2012-10-17 18:51:04 +02:00
ed70ea5183
Update my email address
2012-10-17 18:21:06 +02:00
c05f5be331
Changed my email.
2012-10-17 16:41:12 +02:00
449231a2db
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
2f9e34c5e5
Various fixes related to data-loading
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- fix support for filenames with extension (.m, .mat, .xls), since the manual
and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
e75b18f93b
Minor fixes to ref. manual
2012-10-06 10:23:39 +02:00
d7a3504b50
Add Johannes to the authors of manual
2012-10-05 10:05:35 +02:00
78d9cb92d4
Update Octave pointers
2012-10-03 17:22:28 +02:00
c031b463ff
Use my @dynare.org address
2012-10-01 16:41:18 +02:00
7de6be31e6
Upgrade the minimum requirement to MATLAB 7.3 (R2006b)
2012-09-18 11:54:40 +02:00
db48078736
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
56914e3d4c
Require at least Octave 3.4 (linsolve does not compile against 3.2)
2012-08-23 16:40:00 +02:00
ae0f83c365
Mention where the hessian at the posterior mode is saved
2012-08-13 11:43:23 +02:00
f379d76a11
reference manual: clarify quadratic restriction for objective function
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with discretionary_policy
2012-08-10 17:13:40 +02:00
b2c118d45a
discretionary_policy needs linear option
2012-08-10 16:54:14 +02:00
a1204b579a
bvar_forecast does not provide in-sample forecasting capabilities
2012-08-10 15:18:46 +02:00
0b1f627ad0
Better sectioning of the estimation section
2012-08-10 14:47:07 +02:00
10f8c1ca07
Fixed typos
2012-07-13 10:37:35 +02:00
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
50ef5377e4
removed option linear from stoch_simul; clarified use of option linear
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in model statement
2012-07-06 13:52:17 +02:00
61c3145eac
Fix category of dynare_version
2012-07-05 16:39:51 +02:00
59ddbb8cb2
document dynare_version
2012-07-05 11:17:25 +02:00
b6c35b754f
fix mac package name in doc
2012-07-05 11:07:37 +02:00
b593bf2e1e
Ref. manual: minor corrections
2012-07-01 18:48:57 +02:00
4488357f59
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
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associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
87ad577347
fix documentation in line with commit a74f7c0285
2012-06-29 00:55:50 +02:00
aa62568a44
Add Frédéric to authors of ref. manual
2012-06-28 14:24:50 +02:00
2f43f3a09a
Document option solve_maxit of discretionary_policy
2012-06-26 17:10:52 +02:00
20f2c1760b
preprocessor: add @#ifndef directive
2012-06-26 15:12:31 +02:00
23ec38b258
doc: provide filename for file created by steady_state_model statement
2012-06-21 09:51:07 +02:00
5539910ce4
Update of gsa documentation
2012-06-20 15:13:29 +02:00
b78c64e0b4
Ref. manual: cosmetic changes
2012-06-15 15:01:03 +02:00
8bbc3b2453
Allow nograph, nodisplay and graph_format in identification
2012-06-15 10:30:53 +02:00
3900d2820a
further changes to reference manual
2012-06-14 13:04:16 +02:00
a16cade619
reference manual: clarifying that variables, endogenous and exogenous,
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not present in initval or endval are set to zero.
2012-06-14 11:23:12 +02:00
19f6eca23f
Update macroprocessor slides
2012-06-13 18:40:12 +02:00
8fe2eb23b9
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
2aaa88caa7
Merge from the latest gsa routines for 4.2.5.
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1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
2012-06-11 01:33:01 +02:00
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
b21d87966a
Document extended_path and oo_.exo_simul in ref manual
2012-06-08 17:36:45 +02:00
ea273c6812
documentation on the block decomposed decision rule.
2012-06-08 14:57:04 +02:00
edca74659e
Preprocessor iface and doc for nodisplay and graph_format
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Closes : #216
2012-06-07 18:29:30 +02:00
35a2f38d6a
Document oo_.PointForecast and oo_.MeanForecast; clarify oo_.forecast
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Closes : #199
2012-06-07 17:04:46 +02:00
fb147574f2
Remove duplicate item
2012-06-07 15:36:28 +02:00
2b84951f4e
Added an entry in the manual for the particle filter.
2012-06-06 18:25:08 +02:00
0caaeddb46
Merge remote-tracking branch 'ferhat/master'
2012-06-06 17:09:27 +02:00
b823014657
Fix calib_smoother (enforce order=1)
2012-06-06 17:08:53 +02:00
c666f92d01
Ref. manual: add note about default value of order option of stoch_simul
2012-06-06 17:08:53 +02:00
b72dafcb82
Add options static to model_info command and fixes the ticket #134
2012-06-06 16:36:56 +02:00
9a2e4cc6cf
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
bd9aeef1d0
Give the references to Dennis (2007) for discretionary_policy
2012-06-06 12:55:36 +02:00
6be50d5417
Add more info about analytic_derivation option
2012-06-06 11:45:36 +02:00
2156f67298
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
05dca0e3ea
Change the default algorithm for stack_solve_algo = 0
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The old algorithm (LBJ) is now available under stack_stock_algo = 6
2012-06-04 17:23:14 +02:00
84c37137c1
Minor fixes
2012-05-31 08:22:31 +02:00
3c6f449abb
fixing typos in documentation
2012-05-31 08:03:17 +02:00
7044c8da2b
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
312814062f
Document oo_.FilteredVariablesKStepAhead
2012-05-30 16:28:29 +02:00
c3b34a8f13
Document oo_.UpdatedVariables
2012-05-30 16:28:29 +02:00
eab165d3ee
added in manual a section on how to use steady_state_model block with
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initval and endval for deterministic models. Added test cases for
deterministic models.
2012-05-29 21:31:57 +02:00
31f6831b09
Improve doc and error handling for shock_decomposition on calibrated model
2012-05-29 16:25:52 +02:00
9cd790b23e
Document oo_.osr.objective_function
2012-05-29 11:46:48 +02:00
3806813feb
Improve description of 3rd/4th prior params
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Thanks to J. Pfeifer for suggesting the text
2012-05-21 18:16:19 +02:00
cad26f60fa
update manual to take into account previous commit
2012-05-17 18:08:28 +02:00
4186a431ff
parallel: add port option to config file
2012-05-09 12:44:57 +02:00
17cfb4f93e
Describe conditional_variance_decomposition in estimation
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Thanks to J. Pfeifer
2012-04-25 13:00:03 +02:00
6131e597f3
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
1b3693c7a4
Ref. manual: various cosmetic changes related to new lyapunov/sylvester options
2012-04-20 21:26:51 +02:00
15bf19f9cf
Ref. manual: revert to UTF-8 encoding
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Commit eed54fb0
2012-04-20 21:16:32 +02:00
1dfba1b99f
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
52cc77fe0e
New preprocessor option for not creating a logfile
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Closes : #241
2012-04-20 18:15:02 +02:00
bc225f5d10
Ref. manual: move chapter on internal doc and unit tests at the end
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It is only of interest for developers and power users, not for the average
user.
2012-04-20 17:54:43 +02:00
9f5513bd03
Ref. manual: update copyright year
2012-04-20 17:52:27 +02:00
353e1a033c
Reference manual: add reference to wiki page on IRF computation
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Closes : #117
2012-04-20 17:52:17 +02:00
2ca595aa84
documenting option 'instruments' for ramsey_policy
2012-04-20 16:01:58 +02:00
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
5271bad50c
added details for option mode_compute=0 with no estimated_params block
2012-04-12 09:30:39 +02:00
0fc0a0e6f0
corrected description of option mode_compute=0 in manual
2012-04-11 23:17:23 +02:00
e7369c3691
doc: correct option
2012-04-05 09:20:20 +02:00
a0a2becf58
bug fix: documentation typo
2012-04-04 16:29:10 +02:00
2057365143
Require at least Octave 3.2.2 (and therefore drop rcond.m and bicgstab.m)
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Octave 3.2 has been around for a long time, and is included in most
distributions.
2012-04-03 17:57:38 +02:00
aaad44e192
Add example from Aguiar and Gopinath (2004)
2012-04-03 12:49:58 +02:00
7ef87c92a3
Document that mode_compute=5 incompatible with DSGE-VAR/non-linear filters
2012-04-02 10:51:50 +02:00
4b7c2e9f8d
Ref. manual: document how to read XLS files from Octave
2012-03-26 15:36:11 +02:00
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
5f60f1bd27
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
357bcbe067
Add Johannes Pfeifer to the list of contributors
2012-03-05 19:14:01 +01:00
ce40f0ebfc
Add CMAES (Ticket #245 ) for mode optimization
2012-03-04 22:07:26 +01:00
870766f6e1
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
b5c71ed1c8
Add kalman_algo option to identification and dynare_sensitivity
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Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
f13615c922
Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
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Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto
Closes : #173
2012-01-09 13:12:31 +01:00
143c5f569b
macroprocessor: add @#ifdef
2012-01-02 18:27:04 +01:00
72788cf551
doc: fix typo
2012-01-02 18:26:01 +01:00
d159dde855
macrodoc: remove unsupported references to @#then
2012-01-02 18:12:19 +01:00
b0afea3204
Fix parallel build problem in "make html"
2011-12-25 10:58:47 +01:00
a8354326b1
Ref. manual: clarify default value for variables undeclared in histval
2011-12-21 18:38:09 +01:00
75e125771d
Ref. manual: fix typo
2011-12-21 11:17:58 +01:00
Sébastien Villemot
Houtan Bastani
Sébastien Villemot
Johannes Pfeifer
Ferhat Mihoubi
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Michel Juillard
Houtan Bastani
Marco Ratto
Ferhat
Johannes Pfeifer