Sébastien Villemot
84c37137c1
Minor fixes
2012-05-31 08:22:31 +02:00
Michel Juillard
3c6f449abb
fixing typos in documentation
2012-05-31 08:03:17 +02:00
Sébastien Villemot
7044c8da2b
Add new command "calib_smoother"
...
Closes : #233
2012-05-30 16:28:29 +02:00
Sébastien Villemot
312814062f
Document oo_.FilteredVariablesKStepAhead
2012-05-30 16:28:29 +02:00
Sébastien Villemot
c3b34a8f13
Document oo_.UpdatedVariables
2012-05-30 16:28:29 +02:00
Michel Juillard
eab165d3ee
added in manual a section on how to use steady_state_model block with
...
initval and endval for deterministic models. Added test cases for
deterministic models.
2012-05-29 21:31:57 +02:00
Sébastien Villemot
31f6831b09
Improve doc and error handling for shock_decomposition on calibrated model
2012-05-29 16:25:52 +02:00
Sébastien Villemot
9cd790b23e
Document oo_.osr.objective_function
2012-05-29 11:46:48 +02:00
Sébastien Villemot
3806813feb
Improve description of 3rd/4th prior params
...
Thanks to J. Pfeifer for suggesting the text
2012-05-21 18:16:19 +02:00
Michel Juillard
cad26f60fa
update manual to take into account previous commit
2012-05-17 18:08:28 +02:00
Houtan Bastani
4186a431ff
parallel: add port option to config file
2012-05-09 12:44:57 +02:00
Sébastien Villemot
17cfb4f93e
Describe conditional_variance_decomposition in estimation
...
Thanks to J. Pfeifer
2012-04-25 13:00:03 +02:00
Michel Juillard
6131e597f3
changed option name discretion_tol -> discretionary_tol, added the option
...
to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
Sébastien Villemot
1b3693c7a4
Ref. manual: various cosmetic changes related to new lyapunov/sylvester options
2012-04-20 21:26:51 +02:00
Sébastien Villemot
15bf19f9cf
Ref. manual: revert to UTF-8 encoding
...
Commit eed54fb0
has incorrectly set the encoding to ISO-8859-1
2012-04-20 21:16:32 +02:00
Sébastien Villemot
1dfba1b99f
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
Ferhat
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
...
- 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
Sébastien Villemot
52cc77fe0e
New preprocessor option for not creating a logfile
...
Closes : #241
2012-04-20 18:15:02 +02:00
Sébastien Villemot
bc225f5d10
Ref. manual: move chapter on internal doc and unit tests at the end
...
It is only of interest for developers and power users, not for the average
user.
2012-04-20 17:54:43 +02:00
Sébastien Villemot
9f5513bd03
Ref. manual: update copyright year
2012-04-20 17:52:27 +02:00
Sébastien Villemot
353e1a033c
Reference manual: add reference to wiki page on IRF computation
...
Closes : #117
2012-04-20 17:52:17 +02:00
Michel Juillard
2ca595aa84
documenting option 'instruments' for ramsey_policy
2012-04-20 16:01:58 +02:00
Michel Juillard
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
...
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
Michel Juillard
5271bad50c
added details for option mode_compute=0 with no estimated_params block
2012-04-12 09:30:39 +02:00
Michel Juillard
0fc0a0e6f0
corrected description of option mode_compute=0 in manual
2012-04-11 23:17:23 +02:00
Houtan Bastani
e7369c3691
doc: correct option
2012-04-05 09:20:20 +02:00
Houtan Bastani
a0a2becf58
bug fix: documentation typo
2012-04-04 16:29:10 +02:00
Sébastien Villemot
2057365143
Require at least Octave 3.2.2 (and therefore drop rcond.m and bicgstab.m)
...
Octave 3.2 has been around for a long time, and is included in most
distributions.
2012-04-03 17:57:38 +02:00
Sébastien Villemot
aaad44e192
Add example from Aguiar and Gopinath (2004)
2012-04-03 12:49:58 +02:00
Sébastien Villemot
7ef87c92a3
Document that mode_compute=5 incompatible with DSGE-VAR/non-linear filters
2012-04-02 10:51:50 +02:00
Sébastien Villemot
4b7c2e9f8d
Ref. manual: document how to read XLS files from Octave
2012-03-26 15:36:11 +02:00
Houtan Bastani
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
Houtan Bastani
5f60f1bd27
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
Houtan Bastani
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
Sébastien Villemot
357bcbe067
Add Johannes Pfeifer to the list of contributors
2012-03-05 19:14:01 +01:00
Johannes Pfeifer
ce40f0ebfc
Add CMAES (Ticket #245 ) for mode optimization
2012-03-04 22:07:26 +01:00
Houtan Bastani
870766f6e1
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
Sébastien Villemot
b5c71ed1c8
Add kalman_algo option to identification and dynare_sensitivity
...
Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
Sébastien Villemot
f13615c922
Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
...
Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto
Closes : #173
2012-01-09 13:12:31 +01:00
Houtan Bastani
143c5f569b
macroprocessor: add @#ifdef
2012-01-02 18:27:04 +01:00
Houtan Bastani
72788cf551
doc: fix typo
2012-01-02 18:26:01 +01:00
Houtan Bastani
d159dde855
macrodoc: remove unsupported references to @#then
2012-01-02 18:12:19 +01:00
Sébastien Villemot
b0afea3204
Fix parallel build problem in "make html"
2011-12-25 10:58:47 +01:00
Sébastien Villemot
a8354326b1
Ref. manual: clarify default value for variables undeclared in histval
2011-12-21 18:38:09 +01:00
Sébastien Villemot
75e125771d
Ref. manual: fix typo
2011-12-21 11:17:58 +01:00
Michel Juillard
edd95a94c8
added options_.sub_draws in estimation for controlling the number of draws used in
...
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
Sébastien Villemot
564665da7c
Ref. manual: list in a single place the MATLAB toolboxes and Octave-Forge packages from which Dynare can benefit
2011-11-25 16:48:07 +01:00
Sébastien Villemot
447b632723
Ref. manual: add Windows Seven to the list of supported OSes
2011-11-25 16:44:44 +01:00
Sébastien Villemot
ce50fc5e57
Ref. manual: fix typo
2011-11-25 16:44:11 +01:00
Michel Juillard
40cc11385a
added an error if periods in conditional_variance_decomposition option
...
are not strictly positive.
2011-11-20 15:13:05 +01:00
Sébastien Villemot
1f88bb2ba7
Give credits to MonFisPol grant
2011-11-18 17:29:49 +01:00
Sébastien Villemot
cc79c82392
Ref. manual: fix names of some fields created by "estimation" in oo_
2011-10-27 16:14:37 +02:00
Houtan Bastani
34d59e6661
fix typo
2011-10-26 11:33:18 +02:00
Michel Juillard
f94d4e91f3
allowing for vector of deterministic shocks
2011-10-13 21:55:55 +02:00
Michel Juillard
be97d37ce3
updating reference manual
2011-10-13 17:15:22 +02:00
Michel Juillard
03693621dd
write Latex model: added automatic line breaks with breqn Latex package
2011-10-09 18:24:39 +02:00
Sébastien Villemot
83e2d47089
Macroprocessor slides: remove "analytical derivator" from slide on Dynare 3
2011-09-22 18:14:54 +02:00
Houtan Bastani
942cefcd19
MS-SBVAR: documentation
2011-09-19 16:48:05 -04:00
Ferhat Mihoubi
b824789d57
Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
2011-09-16 16:16:14 +02:00
Houtan Bastani
663aa73a0b
manual: aesthetic fix - uniformly declare multiple types in option definitions
2011-09-14 11:53:45 -04:00
Houtan Bastani
176afda1bc
fix typos
2011-09-14 11:53:45 -04:00
Sébastien Villemot
2aa7cf373e
Ref. manual: fix conflict between two anchors with the same name but different case ( closes : #188 )
2011-09-14 16:58:33 +02:00
Stéphane Adjemian (Scylla)
71edea7728
Moved matlab's script generating the internal documentation.
2011-09-12 14:21:11 +02:00
Stéphane Adjemian (Scylla)
3dfbead178
Added documentation for the new internals command.
2011-09-12 14:17:08 +02:00
Sébastien Villemot
6dd8e9201b
Cosmetic changes to the documentation of BVAR "à la Sims"
2011-09-08 18:09:37 +02:00
Sébastien Villemot
ff7792a728
The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
...
solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
2011-09-08 18:09:21 +02:00
Sébastien Villemot
1b4dcdd7f1
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
Stéphane Adjemian (Charybdis)
8c4e24769b
Moved some of the routines for internal documentation.
2011-09-05 18:57:41 +02:00
Stéphane Adjemian (Charybdis)
9b00852e25
Added routines for generating internal documentation.
2011-09-05 18:57:41 +02:00
Sébastien Villemot
8345de43b0
Document oo_.gamma_y, improve description of oo_.autocorr
2011-09-05 15:16:05 +02:00
Stéphane Adjemian (Charybdis)
77311614e2
Fixed typo.
2011-09-05 12:24:27 +02:00
Stéphane Adjemian (Charybdis)
49b286957e
Removed trailing whitespaces.
2011-08-30 16:07:02 +02:00
Stéphane Adjemian (Charybdis)
893d2ca2b2
Added comments on plot_conditional_forecast command.
2011-08-30 16:05:15 +02:00
Sébastien Villemot
c5ecad8c2e
Ref. manual: add a description of oo_.conditional_variance_decomposition
2011-08-23 17:57:50 +02:00
Sébastien Villemot
2914739b6b
User guide: update last changed date
2011-08-23 17:06:32 +02:00
Sébastien Villemot
bc8f960bbf
User guide: fix non stationary example (use diffuse_filter option instead of unit_root_vars)
2011-08-23 17:06:32 +02:00
Sébastien Villemot
19a994afda
User guide: increase the prior variance of 2 params for working around Octave bug (see ticket #161 )
2011-08-23 17:06:32 +02:00
Sébastien Villemot
79284070ae
User guide: synchronise RBC_Est.mod with the text
2011-08-23 17:06:32 +02:00
Sébastien Villemot
e4a590e626
User guide: fix error in estimation MOD file (only in the text, not in the accompanying files); with steady/check, it fails because paremeters are not initialized
2011-08-23 17:06:32 +02:00
Sébastien Villemot
62e32a37cb
User guide: revert to mode_compute=4 in example ( closes #121 )
2011-08-23 17:06:32 +02:00
Sébastien Villemot
555c85a3b9
User guide: reflect the fact that "simul_seed" option has been removed
2011-08-23 17:06:32 +02:00
Sébastien Villemot
59dd307ed9
User guide: remove useless file
2011-08-23 17:06:32 +02:00
Sébastien Villemot
8ab889a225
Ref. manual: fix the description of oo_.PosteriorTheoreticalMoments
2011-08-23 11:53:32 +02:00
Sébastien Villemot
7224c889fd
Ref. manual: fix case of oo_.PosteriorIRF.dsge
2011-08-23 10:35:44 +02:00
Sébastien Villemot
41a8ff55d7
Reference manual: fix description of EXPECTATION operator ( closes #191 )
2011-08-19 18:18:57 +02:00
Sébastien Villemot
6bd588520c
Reference manual: fixed minor errors in the usage of @xref
2011-08-17 16:44:06 +02:00
Houtan Bastani
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
Michel Juillard
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
Houtan Bastani
0ec30956c7
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
Houtan Bastani
6bc294aa33
documentation fix
2011-07-12 16:16:11 +02:00
Houtan Bastani
8f1b3bf995
documentation fix
2011-07-12 14:43:10 +02:00
Houtan Bastani
166c9bfa1c
dynare_sensitivity: added new options
2011-07-08 11:12:13 +02:00
Sébastien Villemot
87e4536f35
Ref. manual: some clarifications concerning the planner objective
2011-06-24 12:02:19 +02:00
Stéphane Adjemian (Charybdis)
3062617a60
Documents the feature introduced in commit fa9f6ac90b
. Added more information about option lik_init=3.
2011-06-23 23:44:17 +02:00
Houtan Bastani
d4d25d82d9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
Sébastien Villemot
65e0a4c475
Macroprocessor slides update
2011-06-16 16:15:02 +02:00
Marco Ratto
756594fdc4
changed default ar=1 and perform automatic increase of ar if this is not sufficient
2011-06-15 23:47:27 +02:00
Sébastien Villemot
3faf426bdc
Ref. manual, partial information: fix citation, add pointer to wiki
2011-06-13 18:28:24 +02:00
Sébastien Villemot
ee72680bec
Ref. manual: fix syntax of {load,save}_params_and_steady_state
2011-06-13 15:19:23 +02:00
Sébastien Villemot
c1d19fae27
Ref. manual: fixed typo
2011-06-13 15:06:58 +02:00
Sébastien Villemot
a82ff537bf
Build system: fix error in previous commit
2011-06-13 11:55:38 +02:00
Sébastien Villemot
25ef2ea3ec
Build system: do not clean doc/guide.bbl which is not autogenerated
2011-06-13 11:41:19 +02:00
Sébastien Villemot
af6a330924
Ref. manual: complete the section about parallel computing
2011-06-08 15:29:02 +02:00
Sébastien Villemot
ffa566b7ae
Build system: add missing clean rules
2011-05-25 17:14:47 +02:00
Sébastien Villemot
6fdadbf138
Ref. manual, model_comparison: add example, fix typo
2011-05-24 12:22:22 +02:00
Houtan Bastani
2cc8e061e6
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
Sébastien Villemot
65ad78ae30
Ref. manual: cosmetic change
2011-05-10 14:48:06 +02:00
Stéphane Adjemian (Sedna)
1f236dca66
Added new simplex optimization routine (mode_compute=8).
2011-05-10 14:18:23 +02:00
Sébastien Villemot
9c1a26e815
Ref. manual: add full documentation of macro-processor ( closes #170 )
2011-05-06 19:27:45 +02:00
Houtan Bastani
7a50281c68
manual: fix typo
2011-05-03 10:02:38 +02:00
Houtan Bastani
4b1ea6ae4e
identification: add new options
2011-04-29 11:51:18 +02:00
Houtan Bastani
79b1c94a46
manual: add dynare_sensitivity options
2011-04-28 18:10:09 +02:00
Sébastien Villemot
dc8a3c9864
Userguide: minor update related to Dynare stable version
2011-04-27 11:58:14 +02:00
Sébastien Villemot
7b67f40a11
Bump MATLAB version requirement to 7.0
2011-04-27 11:57:43 +02:00
Houtan Bastani
89a232465b
doc: add placeholders for identification options
2011-04-20 14:33:59 +02:00
Sébastien Villemot
5d7c26d47c
Reference manual: point to implementation details of 1st order solution
2011-04-15 18:43:59 +02:00
Sébastien Villemot
cc5f415090
Reference manual: explain how to cite Dynare
2011-04-15 18:43:27 +02:00
Sébastien Villemot
f23d683663
Build system fix for documentation
2011-04-15 10:54:01 +02:00
Sébastien Villemot
c1ce21b50e
Updated paper about 1st order
2011-04-12 19:04:07 +02:00
Houtan Bastani
d8b91ab0d7
manual: fix typos
2011-04-08 13:36:57 +02:00
Houtan Bastani
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
Houtan Bastani
ade0545625
fix typo
2011-03-31 16:36:15 +02:00
Houtan Bastani
131566653e
manual: add info for command line defines
2011-03-30 12:44:13 +02:00
Houtan Bastani
ff0eb13c5f
manual: add info about ramsey_policy auxiliary variables
2011-03-30 12:38:17 +02:00
Houtan Bastani
718be0074c
manual: fix typos
2011-03-30 12:36:17 +02:00
Houtan Bastani
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
Sébastien Villemot
5f04ed9db7
Reference manual: switch to TeXinfo format
2011-03-29 17:50:11 +02:00
Sébastien Villemot
ae7494efa6
Remove deprecated 'simul_seed' option from manual and MOD-file grammar
2011-03-21 12:54:25 +01:00
Sébastien Villemot
05ebb51102
GSA: cleanup of doc and inclusion in build system
2011-03-17 15:48:31 +01:00
Sébastien Villemot
ebe28543fe
GSA: move stuff to the right place
2011-03-17 15:34:40 +01:00
Sébastien Villemot
7782c7dd56
Reference manual: added a stub for discretionary_policy
2011-03-14 11:47:46 +01:00
Sébastien Villemot
dc81fc952b
Added Junior to the list of Dynare developers
2011-03-14 11:47:46 +01:00
Houtan Bastani
5f4212c4ab
ParallelDynare: updated manual
2011-03-14 11:41:28 +01:00
Sébastien Villemot
123294b7b1
Reference manual: improve description for Info format
2011-02-21 18:34:54 +01:00
Sébastien Villemot
967f2f1075
Build system: add rules for creating info file
2011-02-14 14:45:18 +01:00
Sébastien Villemot
7e5da0cc68
Reference manual: remove <synopfragment>: HTML output ugly, and not supported by docbook2x
2011-02-14 14:44:41 +01:00
Sébastien Villemot
c65fe414fa
Update Michel's email address in documentation and license
2011-02-14 10:45:34 +01:00
Sébastien Villemot
24d109c2cf
Reference manual: fix type of 'kalman_tol' option
2011-02-10 19:01:27 +01:00
Sébastien Villemot
ca88c39136
Ref. manual: completed syntax for plot_conditional_forecast
2011-02-07 11:52:08 +01:00
Sébastien Villemot
fcb12985c1
Bump version number
2011-02-04 17:45:54 +01:00
Sébastien Villemot
b00b2fad33
Reindentation of reference manual
2011-02-04 17:39:43 +01:00
Ferhat Mihoubi
2d4edfaf15
print_bytecode_static_model and print_bytecode_dynamic_model commands are documented in the reference manual
2011-01-30 20:16:51 +01:00
Sébastien Villemot
7c65bceb0e
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
Michel Juillard
2985413ac6
modified syntax for estimation option plot_priors + addition to manual
2011-01-21 17:04:00 +01:00
Michel Juillard
89c332fdd6
adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
2011-01-18 19:31:59 +01:00
Sébastien Villemot
284e4c2e46
Bump to year 2011 in license file and manual
2011-01-10 16:39:13 +01:00
Michel Juillard
dfab8d0e6b
internal documentation: updating th_autocovariances.m
2010-12-29 15:38:57 +01:00
Sébastien Villemot
34454ffa8d
Reference manual: add a stub for lik_init=3
2010-12-23 11:08:51 +01:00
Sébastien Villemot
88dea171cc
Reference manual: update the default value of qz_criterium (see dcc46959b4
)
2010-12-23 11:08:22 +01:00
Houtan Bastani
a11817cfa4
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
Sébastien Villemot
452e54f838
Reference manual: update for the new shock_decomposition option
2010-12-08 15:00:44 +01:00
Sébastien Villemot
ebe69b7cea
Reference manual: give the status of the various optimization routines under Octave
2010-12-02 17:43:46 +01:00
Sébastien Villemot
8bb276e603
Reference manual: fix XML error
2010-12-02 17:43:20 +01:00
Michel Juillard
a2f1ffa19c
internal doc modifications
2010-11-27 09:08:07 +01:00
Michel Juillard
e7ef737c84
manual: added a note in ESTIMATION on computing smoother for calibrated model
2010-11-27 09:08:07 +01:00
Sébastien Villemot
76d5d441ea
Change the syntax for values of deterministic shocks:
...
Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
Sébastien Villemot
a03516b988
Reference manual: fix the description of deterministic shocks
2010-11-24 13:40:40 +01:00
Sébastien Villemot
02cc9cbd79
Build system: new configure option "--enable-org-export" for compiling Org files
2010-11-15 12:43:55 +01:00
Sébastien Villemot
8ebc36df00
Build system: added internals documentation
2010-11-12 09:57:25 +01:00
Michel Juillard
bf484ed439
internal documentation minor changes
2010-11-11 20:48:34 +01:00
Michel Juillard
f3bc4c2564
adding beginning of internal documentation
2010-11-11 16:23:44 +01:00
Sébastien Villemot
f8f9e274cd
Ref. manual: minor updates to parallel entries
2010-11-03 18:06:36 +01:00
Houtan Bastani
ad84d63cd1
Dynare parallel: manual entry
2010-11-03 15:47:28 +01:00
Sébastien Villemot
1aed875ce2
Added PDF documentation for parallel stuff
2010-10-29 12:48:07 +02:00
Sébastien Villemot
23ba760c3b
Implement solve_algo=0 for Octave ( closes #144 )
2010-10-28 12:07:50 +02:00
Sébastien Villemot
9d6ad96abd
New "console" option ( closes #130 )
2010-10-28 11:29:39 +02:00
Sébastien Villemot
55c6089deb
Reference manual: update solve_algo and stack_solve_algo options with new values
2010-10-22 16:52:02 +02:00
Sébastien Villemot
2f9a6ff9f4
Reference manual: added entry for partial information
2010-10-21 12:57:03 +02:00
Sébastien Villemot
057908baf6
Added an example for automatic detrending
2010-10-18 16:46:08 +02:00
Sébastien Villemot
ebc5dbab32
Added an example of steadystate file in the examples subdir, and fix the reference manual
2010-10-18 16:44:16 +02:00
Houtan Bastani
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
Stéphane Adjemian (Charybdis)
5892695455
Fixed bug in doc related to the unit_root_vars instruction.
2010-10-11 12:00:11 +02:00
Houtan Bastani
96f284eee1
user manual: added instructions for installing / configuring on mac
2010-10-01 18:01:59 +02:00
Houtan Bastani
0e8ad5780f
change email address
2010-10-01 16:26:49 +02:00
Sébastien Villemot
750f92ace1
Cleanups related to the removal of leads and lags in deterministic model
...
(introduced in 60f7678669
)
- remove simk.m and clean simul.m
- document the change in the reference manual
2010-09-21 13:35:55 +02:00
Sébastien Villemot
48ddcb3a6e
Reference manual: no longer needed to install MSVC runtime for Win64, since we now compile with MinGW64
2010-08-26 18:36:56 +02:00
Sébastien Villemot
b0b916eb1d
Reference manual: for order=3, mention that use_dll and a compiler are needed
2010-08-24 15:51:51 +02:00
Sébastien Villemot
9edb4d7361
Reference manual:
...
- describe 3rd order approximation (closes #124 )
- improve description of variable reordering
2010-08-24 15:44:29 +02:00
Sébastien Villemot
6d06fbb547
Reference manual: update related to the fact that HP filter is now available with empirical moments (4.2 only)
2010-08-24 11:27:31 +02:00
Sébastien Villemot
971309918c
Reference manual: fix the name of some output variables of estimation in oo_
2010-08-19 17:52:41 +02:00
Sébastien Villemot
068160b57b
Reference manual: fix syntax of "shock_decomposition"
2010-08-19 16:23:00 +02:00
Sébastien Villemot
a7f5b6f557
Reference manual: fix the definition of 4th prior parameter (not used for generalized gamma distribution)
2010-07-05 18:25:46 +02:00
Stéphane Adjemian (Scylla)
df5f28c08f
Rewrote the DSGE-VAR entry in the manual.
2010-07-05 15:23:17 +02:00
Houtan Bastani
298506d730
DSGE-VAR: add entry in manual
2010-07-01 15:28:08 +02:00
Sébastien Villemot
e7d3b5acee
Updates to macroprocessor slides
2010-07-01 15:21:41 +02:00
Sébastien Villemot
8b614d3079
Userguide: updating date to year 2010
2010-06-25 10:33:48 +02:00
Houtan Bastani
7b59c012b9
Update userguide .mod files: reconcile text with updated .mod files
2010-06-24 19:42:39 +02:00
Houtan Bastani
e02e3b8a85
Update userguide .mod files: replace $\hat{}$ and $\widehat{}$ with \textasciicircum
2010-06-24 19:42:39 +02:00
Houtan Bastani
15d4e8b88f
Update userguide .mod files: add comment to match text of userguide
2010-06-24 19:42:39 +02:00
Houtan Bastani
631ef3d0d4
Update userguide .mod files: remove extraneous spaces, characters and commands from .mod files
2010-06-24 19:42:38 +02:00
Houtan Bastani
d95ee41f72
Update userguide .mod files: remove double declaration of beta
2010-06-24 19:42:38 +02:00
Houtan Bastani
4ec5016e5f
Update userguide .mod files: set mode_compute=6, following fixes on dynare forum
2010-06-24 19:42:38 +02:00
Houtan Bastani
441ecaee30
Update userguide .mod files: change to unix-type line ending and remove extra spaces
2010-06-24 19:42:38 +02:00
Houtan Bastani
26dc6f7a54
fix typo in manual
2010-06-09 12:21:21 +02:00
Sébastien Villemot
57ae51d0bf
Ref. manual: mention that parameters can now be set from the 'steady_state_model' block
2010-06-04 09:35:45 +03:00
Sébastien Villemot
b33238a00e
Ref. manual: fix typo
2010-06-01 19:00:22 +02:00
Sébastien Villemot
ccaa8e6443
Preprocessor and ref. manual: added 'pruning' option ( closes #104 )
2010-05-31 18:38:49 +02:00
Sébastien Villemot
4a619f3db7
Created a new 'examples' subdirectory with a (still small) example database
2010-04-30 12:36:24 +02:00
Sébastien Villemot
37abe362a3
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
Sébastien Villemot
da74e53204
Preprocessor:
...
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot
992dc1fb5d
Ref. manual: document the new selected_variables_only command
2010-04-06 11:54:30 +02:00
Michel Juillard
c2f7f0a555
computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
...
When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.
This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00
Sébastien Villemot
db73d4020d
Ref. manual: for 'ramsey_policy', mention oo_.planner_objective_value
2010-03-29 15:01:29 +02:00
Sébastien Villemot
0af39dca5d
Ref. manual: fixed XML errors
2010-03-24 12:11:23 +01:00
Michel Juillard
9b20ae958c
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
Sébastien Villemot
41343575a7
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +01:00
Houtan Bastani
1c3f7b83e5
Added erf as an internally supported function and updated manual.
2010-03-11 12:00:37 +01:00
Houtan Bastani
5d45bf947d
Added normpdf as an internally supported function and updated manual.
2010-03-11 10:16:40 +01:00
Houtan Bastani
3b1debf90b
updated authors in manual.xml
2010-03-09 16:55:31 +01:00
Houtan Bastani
9451c56d3d
Modified manual for external functions
2010-03-09 16:39:48 +01:00
Michel Juillard
facbb4b647
manual: clarifying effect of repeated varobs statements
2010-02-01 12:44:23 +01:00
sebastien
4d50db71dd
Fix example test file: it fails with Netlib BLAS (but succeeds with ATLAS), because of a near-singularity
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3355 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:30 +00:00
sebastien
5dbb4fa131
Reference manual: mention the need to install something for compiling MEX files with Octave/Linux
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3340 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 10:49:52 +00:00
sebastien
c5968dd0e1
Reference manual: added new 'no_static' option, bumped version number to 4.2
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3322 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 15:56:18 +00:00
sebastien
c22f9b4c3e
User guide: updated URLs for new Dynare website
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3286 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-23 11:31:22 +00:00
sebastien
898a2bfa85
Reference manual: update introduction
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3285 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-23 11:31:05 +00:00
sebastien
0542308374
Updated Collard's guide for Dynare 4.1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3283 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-22 10:34:06 +00:00
sebastien
0011678cb5
Changes by Ferhat:
...
* fix options stack_solve_algo={2,3,4} (closes #68 )
* fix crashes for singular normalizations (closes #44 ) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
sebastien
462cba9158
Build system: minor adjustments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3272 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 15:30:43 +00:00
sebastien
30d45ad9c9
Added missing 'nograph' option to 'forecast' command + Fixed affiliations in ref manual
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3265 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 08:35:12 +00:00
sebastien
c01a3c134b
Reindented the reference manual (using Emacs' nXml mode, except for <programlisting> tags which are messed up by the autoindent)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3248 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 15:35:53 +00:00
sebastien
767d33f08c
Reference manual: documented "block", "bytecode" options and their friends. Closes #66
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3246 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 15:18:16 +00:00
sebastien
9b8bc4b0ae
Added new LaTeX file documenting in detail the computation of first order decision rules
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3239 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 14:21:16 +00:00
sebastien
40994e1e6d
reference manual:
...
* for MATLAB 64-bit under Windows, indicate where to download the required MS Visual C++ runtime for MEX files
* added a few explanations on auxiliary variables
* fixed mode_compute option of estimation
* indicate that only first order supported by ramsey_policy
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3238 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 13:20:14 +00:00
sebastien
0cda8d64da
reference manual: documented new 'cygwin' and 'msvc' options
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3225 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 15:02:18 +00:00
sebastien
2f7c327b0e
k-order:
...
* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 11:50:58 +00:00
sebastien
ee3ceb7db6
M-files and preprocessor:
...
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
sebastien
36f82af66f
Reference manual: fixed syntax of histval
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3186 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 15:54:20 +00:00
houtanb
98c1291521
Revert to r3157
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3159 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 15:39:11 +00:00
houtanb
beec6c2cd2
Edited Section 1 of the User Guide
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3158 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 12:04:15 +00:00
sebastien
76e691c651
preprocessor:
...
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators
reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
sebastien
af732433d7
predetermined_variables:
...
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
sebastien
bd43adb926
* userguide: updated list of Dynare contributors and installation section
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* reference manual: updated installation section
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3136 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 19:06:00 +00:00
sebastien
ab8b4f37f1
* preprocessor: make optional the warnings about uninitialized parameters/endogenous/exogenous, added a new "warn_uninit" option to dynare command to display them
...
* reference manual: documented the new option, fixed XML conformance of the document
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3135 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:31:03 +00:00
michel
2916aa7508
manual entry + test for conditional variance decomposistion
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3112 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 07:29:36 +00:00
sebastien
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
stepan
21d58eac91
* Bug fix.
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* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 15:56:32 +00:00
sebastien
aa6ff983a9
AIM solver:
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* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
sebastien
dbc9e0996d
* Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
...
* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
sebastien
154eef8dbb
Reference manual: on the road to 4.1...
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* added new commands: "identification", "write_latex_dynamic_model", "write_latex_static_model", "shock_decomposition"
* updated "{load,save}_params_and_steady_state"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3047 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-15 16:32:19 +00:00
sebastien
e4b20637e4
Reference manual: completely remove index
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3041 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:15:02 +00:00
sebastien
53fbb07f61
Reference manual: updates for the 4.1 release
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* added Houtan to the list of developers, moved Ondra to the list of past contributors
* updated installation instructions
* options of "dynare" command: added "nolinemacro" and "onlymacro", updated "savemacro"
* mention the possibility of specifying LaTeX names for "var", "varexo", "varexo_det", "parameters"
* mention that now leads/lags can be used on exogenous variables
* mention that arbitrary expressions can now be specified in the "estimated_params" family of commands
* added new commands: "change_type", "model_comparison"
* capitalize "MATLAB" throughout the manual
* remove obsolete index and quasi-empty chapter pointing to Collard's guide
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3040 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:09:49 +00:00
sebastien
ddfd61c95b
Reference manual: remove workarounds for old versions of dblatex
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3039 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 17:03:02 +00:00
sebastien
69daebf441
Reference manual: fixed problems of conformance to DocBook 4.5 spec
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3038 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 13:08:05 +00:00
sebastien
598d60a0c2
Build system: added test for beamer
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2955 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-21 10:30:04 +00:00
sebastien
fa1fcfc800
Build system: add test for econometrica bibtex style (necessary for userguide)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2948 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 09:55:21 +00:00
sebastien
31aff0e756
Various fixes to build system
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2937 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 08:14:44 +00:00
sebastien
06e7755cd8
* Following GNU build system rules, PDF documentation is now built with "make pdf", HTML doc with "make html"
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* Fixed bug when dblatex not present
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2915 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 16:51:12 +00:00
sebastien
ddd286863d
* Convert the rest of the already existing build system to Automake
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* Add new autoconf macros
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2914 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 09:50:58 +00:00
michel
74373122b3
manual: change to IRF entry
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2868 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 18:36:57 +00:00