32d5bc05a1
Octave: support ofig graph format
2023-10-05 10:28:28 -04:00
e6aff20142
doc: clarify NumberOfThreadsPerJob and SingleCompThread
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[skip ci]
2023-09-27 10:40:27 +02:00
2c2d93f36b
doc: clarify SingleCompThread option
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[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
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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
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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
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Ref. !2181
2023-09-20 10:17:14 +02:00
7f2483ed38
Merge branch 'additional_optimizer_steps_doc' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2184
2023-09-20 10:16:08 +02:00
f6a8473144
estimation: support additional_optimizer_steps
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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
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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
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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
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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'
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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
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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
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1593
2023-09-06 12:46:41 +02:00
9e5bd75611
Manual: update Sumudu’s affiliation
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[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
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Ref. #1643
[skip ci]
2023-07-24 09:16:28 +02:00
Stéphane Adjemian (Ryûk)
c02e550582
Update dseries submodule.
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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
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Related to dseries@f2bdd617
2023-06-22 13:56:19 -04:00
b88a779c82
Merge branch 'Johannes' into 'master'
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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
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– 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
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Done in fe142b663e
2023-06-19 18:01:47 +02:00
c1b78e26ac
perfect_foresight_with_expectation_errors_{setup,solver}: streamline handling of guess values
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– 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)
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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'
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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
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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
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Ref. !2130
2023-04-26 10:31:20 +02:00
79477e5ba6
Manual: remove mexw32 from the list of supported MEX extensions
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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)
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Works with MATLAB R2022b beta (ARM)
2023-04-26 10:19:14 +02:00
be28ab1cbe
Manual: document approximation point of linear_approximation
2023-04-25 13:05:27 -04:00
b876cf0259
Manual: add information on psexec rights
2023-04-24 12:44:17 -04:00
c6ce5856e9
Manual: update URL for sylvester.pdf
2023-04-17 18:10:36 +02:00
99cd06c9fd
Move relevant Dynare++ files to mex/sources/libkorder/. Delete the others.
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Also move some useful documentation to doc/.
2023-04-17 18:10:35 +02:00
ebee041d1c
Manual: claim compatibility with Octave 8.2.0
2023-04-17 10:34:05 +02:00
19afc087cc
Manual: give more details for stack_solve_algo=0
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Explain that the solver is a direct sparse LU, to differentiate it from
stack_solve_algo={2,3,4} which use the same Newton algorithm but with different
solvers.
2023-04-03 18:31:04 +02:00
13908ee068
Provisions for MATLAB R2023a
2023-03-17 16:32:09 +01:00
22c1d4a520
Manual: claim compatibility with Octave 8.1.0
2023-03-16 17:24:18 +01:00
82bd6829a6
manual: add guidance on number of draws in slice sampler
2023-03-13 15:34:03 -04:00
Stéphane Adjemian (Ryûk)
cae7feeefb
Fix latex.
2023-03-05 18:10:33 +01:00
Stéphane Adjemian (Ryûk)
a9ee96d441
Document new search matlab command.
2023-03-05 18:08:41 +01:00
Stéphane Adjemian (Ryûk)
ae085b9add
Remove option --info from internals CLI.
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The code will be removed later when all texinfo doc headers are rewritten.
2023-03-05 14:46:59 +01:00
aee39d54ef
Manual: misc cosmetic fixes
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[skip ci]
2023-02-17 11:19:17 -05:00
2a25119bb3
Manual: the preprocessor no longer generates a <modfile>.m, it’s been replaced by the driver file
2023-02-17 11:11:08 -05:00
fc453a6e2f
Manual: remove spurious dashes
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And other cosmetic fixes.
2023-02-16 17:13:38 -05:00
2a4f850996
Manual: fix name of shocks(surprise) block
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[skip ci]
2023-02-16 17:11:56 -05:00
0da73f6415
Manual: document more precisely the column (resp. row) indices of oo_.endo_simul (resp. oo_.exo_simul)
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[skip ci]
2023-02-16 17:06:45 -05:00
39a9b221b9
Manual: mark “simul” as deprecated
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[skip ci]
2023-02-16 16:50:56 -05:00
def25a1fd3
Manual: explicitly say to which type the suffixes |e, |x and |p correspond
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[skip ci]
2023-02-13 14:40:35 -05:00
dbcaa2abfa
Manual: it is not possible to declare an exogenous or a parameter within an equation tag
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[skip ci]
2023-02-13 14:40:32 -05:00
659474bd99
Manual: the “expression” option of “var_expectation_model” does not take a string
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[skip ci]
2023-02-13 14:10:24 -05:00
a1cdd287e5
Manual: specify that perfect_foresight_with_expectation_errors_setup(datafile=…) wants a CSV file
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[skip ci]
2023-02-10 16:41:51 -05:00
4a150efb22
Manual: misc quote fixes
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[skip ci]
2023-02-09 13:40:09 -05:00
05db89cb8c
Manual: fix typo
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[skip ci]
2023-02-07 16:29:15 -05:00
3e6b6c87c3
Manual: fix math formula in “markowitz” option description
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By the way, add some explanatory words.
[skip ci]
2023-02-07 16:25:16 -05:00
65053667cf
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command
2023-02-07 14:49:00 -05:00
ef7dc09b8e
Manual: link to the openSUSE package
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[skip ci]
2023-01-30 15:59:45 +01:00
0c06ab1cc1
Block decomposition: make mfs=1 the default
2023-01-25 18:43:59 +01:00
5093264b8a
Manual: use logo with orange line
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Closes: website#3
2023-01-24 13:51:26 +01:00
e30314e75d
Drop the “Sigma_e” statement
2023-01-16 16:52:42 +01:00
1b47c8a5e5
Drop the “periods” statement
2023-01-16 16:52:40 +01:00
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
Stéphane Adjemian (Guts)
f769420888
Document new option conditional_likelihood.
2023-01-06 15:39:10 +01:00
f93a7f7192
Merge branch 'disp_aux_4' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2118
2023-01-04 10:59:21 +01:00
effc049631
Update copyright years
2023-01-03 16:36:49 +01:00
45450651a2
model_info.m: fix display of block decomposition
2023-01-03 16:17:43 +01:00
a35e114625
Manual: document passing of strings to macro processor
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Closes #1877
2022-12-06 19:26:07 +01:00
9de0688cfe
Make default jscale depend on number of estimated parameters
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1849
2022-12-03 16:00:27 +01:00
6185767f63
Fix typo
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[skip ci]
2022-11-30 15:21:49 +01:00
d574705b4a
Design and performance improvement to solve_algo={12,14}
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Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models
Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).
This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).
By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).
This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
3e391347d4
Manual: fix wrong anchor
2022-11-30 14:42:15 +01:00
28cf8d1719
Manual: document missing options of calib_smoother
2022-11-24 10:01:45 +01:00
169985ae8e
Manual: fix typo
2022-11-11 09:42:05 +01:00
b27041af12
Merge branch 'occbin_opt' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2095
2022-11-07 16:32:56 +01:00
d4414fd4b3
Manual: document support for Octave 7.3.0
2022-11-07 14:15:17 +01:00
272e438c2b
OccBin: document simul_reset_check_ahead_periods and simul_max_check_ahead_periods
2022-11-04 23:16:21 +01:00
417108643a
Manual: minor improvements to description of solve_algo={1,2,9}
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[skip ci]
2022-10-24 18:05:15 +02:00
b38e3a50bc
Manual: no longer claim support for Windows 8.1
2022-09-16 14:26:47 +02:00
Stéphane Adjemian (Charybdis)
be76203d0f
Fix typo.
2022-09-15 16:15:17 +02:00
36a7b019fc
Provisions for MATLAB R2022b
2022-09-15 15:59:32 +02:00
5bfcbe57f5
Merge branch 'doc_mcp' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2077
2022-09-14 17:32:40 +02:00
9a6ab30a03
Manual: expand documentation of MCP
2022-09-13 17:51:16 +02:00
3493b91ead
mode_compute=6: document changes in e5102eee
2022-09-13 13:43:33 +02:00
93ee9485b6
macOS: bump to GCC 12 (for compilation and for use_dll)
...
The formulas are taken from commit aae5963a69896021466a037f500aa06bef405be4 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.
2022-09-06 12:05:50 +02:00
Johannes Pfeifer
Willi Mutschler
Sébastien Villemot
Stéphane Adjemian (Ryûk)