Commit Graph

200 Commits (fa71d4712d4d5a61c3d56efa1017dba7825ba7bf)

Author SHA1 Message Date
Sébastien Villemot 1bb87538be
Merge branch 'doc_parallel' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1976
2022-06-15 15:42:05 +02:00
Sébastien Villemot 06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode)
Previously, LBJ was available:

– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
  was not making it clear that it was LBJ)

This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
2022-06-15 15:06:33 +02:00
Sébastien Villemot 594d847cba
Merge branch 'occ_checks' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2040
2022-06-07 15:03:30 +02:00
Johannes Pfeifer 852d1352da Expand documentation of markowitz criterion 2022-06-07 15:00:50 +02:00
Johannes Pfeifer 48eae1dd66 Manual: modernizes terminology on master/slave 2022-06-02 14:26:25 +02:00
Johannes Pfeifer 8ac72590da PKF: document incompatibilities and throw proper errors if triggered 2022-05-31 17:40:03 +02:00
Johannes Pfeifer e24ff8e91f Document tolx option of steady 2022-05-31 14:37:11 +02:00
Johannes Pfeifer aeac54bd15 occbin: clarify concept of baseline regime 2022-05-17 12:25:14 +02:00
Johannes Pfeifer 0685e03ecd occbin: add warning on spurious regime transitions 2022-05-17 12:25:14 +02:00
Sébastien Villemot 63a116fb28
New += and *= syntaxes in “endval(learnt_in=…)” blocks 2022-05-03 17:46:59 +02:00
Sébastien Villemot a2fbd6d23c
Manual: fix typo
[skip ci]
2022-04-29 17:47:36 +02:00
Sébastien Villemot be90ca1156
Manual: add perfect foresight with expectation errors 2022-04-29 17:43:35 +02:00
Sébastien Villemot 518ef89268
Manual: fix typo and fonts 2022-04-29 11:23:39 +02:00
Sébastien Villemot 3b4ef0df49
Add new “log” option to “var” statement
Ref. #349
2022-03-30 18:01:22 +02:00
Sébastien Villemot 6988f0a3d8
Preprocessor: refactor parsing of symbol lists
Incidentally, this change allows a sligthly more flexible syntax in
“svar_identification”, so document it.
2022-03-29 15:11:28 +02:00
Sébastien Villemot d9feb04503
Manual: remove nonexisting syntax in “svar_identification” 2022-03-29 15:11:25 +02:00
Johannes Pfeifer ecbfb7d083 Manual: clarify potential naming issues in steady state files 2022-03-14 20:33:19 +01:00
Sébastien Villemot 3d7299c1e4
New option “non_zero” to the “resid” command
When this option is given, the “resid” command only displays non-zero residuals
2022-03-01 14:26:16 +01:00
Stéphane Adjemian (Charybdis) c9825c803a
Fix description of the conditional_forecast command.
Closes #1844
2022-02-24 20:33:47 +01:00
Sébastien Villemot 9a27735f47
Manual: cosmetics 2022-02-10 17:35:21 +01:00
Sébastien Villemot 685598c6e2
Add interface to “static” and “incidence” options of “model_info”
These options were implemented and described in the reference manual, but their
interface was missing.

By the way, make various minor improvements to the description of “model_info”
in the reference manual. In particular, remove the single quotes around the two
aforementioned options (which are a remnant from an older interface).
2022-02-09 14:07:30 +01:00
Stéphane Adjemian (Ryûk) f5f47cd834
Add new option last_simulation_period to initval_file command.
Also adjust the periods in Simulated_time_series (output of the perfect
foresight solver in the workspace). Note that this dseries object contains the
observations for the initial condition (M_.orig_maximum_lag observations) and
for the terminal condition (M_.orig_maximum_lead observations).

See #1838.

Fix testsuite (wrong file name)
2022-01-21 17:39:47 +01:00
Johannes Pfeifer b7d37f092f
manual: expansion of the semi-structural estimation section
[skip ci]
2022-01-06 17:59:21 +01:00
Sébastien Villemot 8553525c0f Merge branch 'doc' into 'master'
manual: clarify moment_calibration

See merge request Dynare/dynare!1990
2022-01-06 08:21:31 +00:00
Stéphane Adjemian (Ryûk) 02901002cf
Various improvements in the documentation of semi-structural models.
[skip ci]
2022-01-05 15:08:53 +01:00
Stéphane Adjemian (Ryûk) 472e66ae47
Fix list of allowed expressions in LHS (for solve_algo={12,14}).
[skip ci]
2022-01-05 11:46:53 +01:00
Johannes Pfeifer 259fe492e8 manual: clarify moment_calibration 2022-01-05 11:31:17 +01:00
Willi Mutschler 7f3bc60ce0
lsqnonlin only supported for method_of_moments 2022-01-04 14:33:05 +01:00
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
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 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
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
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
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 c320af2cd0
Merge branch 'mh_mode' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1932
2021-09-22 16:24:39 +02:00
Johannes Pfeifer 6abc984d5e Fix mh_posterior_mode_estimation option
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
[skip CI]
2021-09-21 13:11:20 +02:00
Johannes Pfeifer d5b66ea28a Document recent changes to evaluate_planner_objective
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
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 41b3146273
occbin: add description of filter_use_relaxation
(@stepan removed trailing space)
2021-08-17 11:10:08 +02:00
Johannes Pfeifer 948e4e7540
Manual: correct default for optimizer following a5995aec03
(@stepan removed trailing space)
2021-08-17 10:51:24 +02:00