Stéphane Adjemian (Ryûk)
7ad508532d
Documentation of semi-structural models tools.
2022-01-02 21:00:28 +01:00
Sébastien Villemot
4db2899868
estimated_params: fixes for new semantics
...
The change implemented in 21a8a5794a
broke the
testsuite and was incomplete.
– new option “overwrite” to provide the old behaviour (used to fix the testsuite);
– when concatenating several “estimated_params” block, the preprocessor now
checks that paramateres are not declared twice across blocks.
2021-12-16 15:38:09 +01:00
Johannes Pfeifer
d4cb7f7ff2
manual: clarify heteroskedastic_shocks-block
2021-12-16 09:09:47 +01:00
Johannes Pfeifer
1ec662673e
Manual: add warning on compatibility between master and slaves
2021-12-16 09:05:34 +01:00
Sébastien Villemot
21a8a5794a
Various new model editing features
...
– multiple “model” and “estimated_params” block are supported
– new “model_options” statement to set model options in a global fashion
– new “model_remove” command to remove equations
– new “model_replace” block to replace equations
– new “var_remove” command to remove variables (or parameters)
– new “estimated_params_remove” block to remove estimated parameters
2021-12-15 17:33:01 +01:00
Johannes Pfeifer
6f87edfa3d
Manual: remove wrong end;
2021-12-14 11:21:17 +01:00
Sébastien Villemot
48c965397a
Adapt the documentation for the new versioning scheme
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Switch to a two digit version number, and make the documentation agnostic on
the major version number.
2021-12-08 12:27:35 +01:00
Sébastien Villemot
8eeb92e56b
Add hyberbolic primitives (sinh, cosh, tanh, asinh, acosh, atanh)
2021-12-07 18:04:56 +01:00
Sébastien Villemot
5f675eee18
Add erfc() primitive
2021-12-07 17:00:59 +01:00
Johannes Pfeifer
c07508a917
occbin_write_regimes: distinguish between smoother and simulations
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Closes : #1828
2021-12-07 12:41:34 +01:00
Johannes Pfeifer
9212cae713
evaluate_planner_objective: document options
2021-12-07 12:19:31 +01:00
Sébastien Villemot
24247a22a5
Add Normann to Dynare Team
2021-11-26 17:38:00 +01:00
Sébastien Villemot
949db8ec50
Manual: mention the FreeBSD port
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Closes : #1824
2021-11-16 17:02:13 +01:00
Sébastien Villemot
bef4899a23
Manual: bump supported macOS version (from 11 to 12)
2021-11-16 17:00:14 +01:00
Sébastien Villemot
f33692c79c
Manual: no longer claim Windows 7 support
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Closes : #1759
2021-11-16 17:00:14 +01:00
Sébastien Villemot
ddbc2cdd39
Manual: document support for Octave 6.4.0
2021-11-09 18:15:11 +01:00
Johannes Pfeifer
d959c6e1dd
manual: clarify inversion filter smoother
2021-11-07 10:10:57 +01:00
Johannes Pfeifer
8e58c190a8
Manual: fix broken reference
2021-11-05 09:18:34 +01:00
Sébastien Villemot
368ff7f8fe
Merge branch 'Zhong' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1946
2021-10-20 15:54:40 +02:00
Johannes Pfeifer
2c20453861
Document second-order accurate approximation of welfare at order=2
2021-10-18 17:15:05 +02:00
Johannes Pfeifer
226ed712bd
Documentation: add missing author
2021-10-17 15:11:52 +02:00
Sébastien Villemot
e75673e1f9
Manual: update installation and configuration instructions for macOS+Octave
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We no longer distribute our own Dynare/Octave package. We rather recommend the
Homebrew package.
2021-10-08 13:00:31 +02:00
Sébastien Villemot
2b84f5574b
Manual: fix location of docs from the Debian package
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Since debhelper 11, docs are under /usr/share/doc/dynare/.
2021-10-08 13:00:31 +02:00
Sébastien Villemot
27da0ecee7
Manual: update platform requirements
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– Windows 11 is supported
– macOS versions older than 11 are no longer supported
– Octave versions older than 6.2.0 are no longer supported
– do not claim compatibility with future (unknown) versions of MATLAB and Octave
2021-10-08 13:00:31 +02:00
Sébastien Villemot
8052920a72
Manual: document the oo_.time field
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[skip ci]
2021-10-06 14:16:02 +02:00
Sébastien Villemot
e69f9790a8
Manual: compatibility fix for Sphinx 4
2021-10-01 17:39:57 +02:00
Johannes Pfeifer
a9ede8b625
manual: correct output folder for JSON
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[skip CI]
2021-09-23 11:43:26 +02:00
Sébastien Villemot
c320af2cd0
Merge branch 'mh_mode' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1932
2021-09-22 16:24:39 +02:00
Johannes Pfeifer
6abc984d5e
Fix mh_posterior_mode_estimation option
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1044
2021-09-22 10:00:47 +02:00
Johannes Pfeifer
f097d7c4b5
Manual: further details on evaluate_planner_objective
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[skip CI]
2021-09-21 13:11:20 +02:00
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
Johannes Pfeifer
35b2a24cc5
dr.tex: update footnote
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Related to https://git.dynare.org/Dynare/dynare/-/issues/7
2021-08-16 11:25:39 +02:00
Johannes Pfeifer
3ba57f497f
Documentation: various LaTeX modernizations
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- Use UTF8-encoding
- Remove useless options and packages
- Use doi where possible
2021-08-16 11:25:39 +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
...
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
...
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
...
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
...
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
...
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
Sébastien Villemot
de4c06b3bb
Merge branch 'bvar' into 'master'
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bvar: fix description of lag lengths
See merge request Dynare/dynare!1838
2021-04-28 10:54:57 +00:00
Johannes Pfeifer
a02beb825c
bvar: fix description of lag lengths
2021-04-28 11:39:47 +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
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
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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
...
- 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