Commit Graph

125 Commits (master)

Author SHA1 Message Date
Sébastien Villemot 520876560d
New matched_irfs and matched_irfs_weights blocks
Closes: #124
2023-12-19 16:10:19 +01:00
Sébastien Villemot 0f397f40af
Rename “dynare_sensitivity” command to “sensitivity”
The old name is still accepted, but will trigger a deprecation warning.
2023-12-14 18:37:10 +01:00
Johannes Pfeifer cf1c11676b Remove obsolete Sylvester options
dr_block has been removed
2023-12-14 11:36:59 +01:00
Sébastien Villemot b6adff7de7
Manually reformat Flex and Bison files to be closer to clang-format style 2023-11-30 16:21:34 +01:00
Sébastien Villemot f78c428d99
New option “relative_to_initval” to “mshocks” block 2023-10-18 16:16:41 -04:00
Sébastien Villemot 6ec7f580d5
New option “static_mfs” to “model” block (and “model_options” command)
Currently defaults to 0.
2023-10-16 11:50:26 -04:00
Johannes Pfeifer 3c20b9862b
Add interface for nomodelsummary option 2023-10-11 09:31:22 -04:00
Sébastien Villemot 084372a314
Add new option “from_initval_to_endval” to “homotopy_setup” block 2023-10-10 10:20:21 -04:00
Willi Mutschler 37ac40352a
Add options and checks for Bayesian IRF matching 2023-09-28 12:40:03 +02:00
Willi Mutschler d714b2cb15
Remove unused option zero_moments_tolerance 2023-09-28 12:38:08 +02:00
Johannes Pfeifer 0abb0077d5 Remove unused lik_algo-option 2023-09-25 11:59:13 +02:00
Sébastien Villemot 3804222667
Ignore -Wold-style-cast in Flex-generated files 2023-09-22 14:29:22 +02:00
Johannes Pfeifer 27a3a559e4
Move BVAR to +bvar folder 2023-09-14 11:59:06 +02:00
Johannes Pfeifer 508f2ff01e Add interface for brooks_gelman_plotrows option 2023-07-05 13:42:46 -04:00
Sébastien Villemot fa5c4c5191
New homotopy options for perfect_foresight_{setup,solver} and perfect_foresight_with_expectation_errors_solver
Also remove homotopy_alt_starting_point option, and some options from
perfect_foresight_with_expectation_errors_setup.
2023-06-21 15:57:43 +02:00
Sébastien Villemot a1b8602760
Drop terminal_steady_state_as_guess_value option to pfwee_solver 2023-06-15 15:23:36 +02:00
Sébastien Villemot 114d8eadfb
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command 2023-02-07 14:44:59 -05:00
Sébastien Villemot 8ebd9a9496
Drop the “Sigma_e” statement 2023-01-16 15:08:23 +01:00
Sébastien Villemot a7b0a324c9
Drop the “periods” statement 2023-01-16 15:02:50 +01:00
Stéphane Adjemian (Guts) 4348f4d57f
Provisions for conditional likelihhod estimation. 2023-01-06 12:17:02 +01:00
Johannes Pfeifer 2fd0681151 Add block_dynamic option to model_info
Also renames the old static option
2023-01-03 16:06:25 +01:00
Johannes Pfeifer 9b015a6a10 Add new mh_init_scale_factor-option 2022-12-01 15:23:37 +01:00
Johannes Pfeifer ed95a2ca2d OccBin: add interface for max_check_ahead_periods option
Related to 2f23604824
2022-11-04 23:11:59 +01:00
Johannes Pfeifer d5cf07fadd Occbin: implement simul_reset_check_ahead_period-option
Related to dynare@3765ef77 (dynare!2094)
2022-10-24 10:30:45 +02:00
Sébastien Villemot e4449f1c4a
Add comment for special token name for “domain” keyword 2022-09-20 11:56:43 +02:00
Sébastien Villemot 21cecee599
Add “fsolve_options” option to “steady” command
Ref. dynare#1856
2022-07-22 13:43:41 +02:00
Sébastien Villemot 13dc0a1144
Use operator""s to replace some calls to std::string constructor
By the way, remove other unnecessary calls to that constructor.
2022-06-22 12:47:11 +02:00
Sébastien Villemot 3a820fffa2
New += and *= syntaxes in “endval(learnt_in=…)” blocks
Incidentally, forbid exogenous deterministic variables in “endval” blocks.
2022-05-03 16:52:04 +02:00
Sébastien Villemot 76a16a69a8
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block 2022-04-26 15:21:45 +02:00
Sébastien Villemot b5a4df1608
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:07:33 +02:00
Sébastien Villemot acaabd59da
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command 2022-04-12 15:26:04 +02:00
Sébastien Villemot 9db21a231c
Handle “resid” command at the preprocessor level and add “non_zero” option 2022-03-01 14:23:18 +01:00
Sébastien Villemot 7df6781982
Add interface for “static” and “incidence” options of “model_info” 2022-02-09 12:26:00 +01:00
Stéphane Adjemian (Charybdis) ddddf89d9c
Add new option last_simulation_period for initval_file command. 2022-01-21 16:43:46 +01:00
Sébastien Villemot 0db05a886a
Move “using namespace std” statement after inclusion of standard headers
Otherwise clang emits this warning:
 using directive refers to implicitly-defined namespace 'std'
2022-01-06 14:54:57 +01:00
Sébastien Villemot a8fce06dc4
PAC: new options “auxname” and “kind” to “pac_model” 2021-12-16 15:40:47 +01:00
Sébastien Villemot ea6fb40db7
PAC: new “pac_target_info” block and “pac_target_nonstationary” operator
Ref. Madysson/estimation-codes#5
2021-12-16 15:40:47 +01:00
Sébastien Villemot 5ffbc5bad3
New estimated_params_remove statement 2021-12-15 16:02:57 +01:00
Sébastien Villemot 342c4faf8d
New var_remove statement 2021-12-15 12:20:29 +01:00
Sébastien Villemot 2d07186b8b
New model_options statement
The purpose of this statement is to specify the options that apply to the whole
model, when there are several “model” blocks, so as to restore the symmetry
between those blocks (since otherwise one “model” block would typically bear
the options, while the other ones would typically have no option).

It still remains possible to specify the options on one “model” block, or even
spread accross several ones.

Closes: #19
2021-12-15 12:20:14 +01:00
Sébastien Villemot 1f004584e9
New model_remove statement and model_replace block
Factorize the implementation with the existing code for the include_eqs and
exclude_eqs options (which has been refactored by the way).

Ref. #19
2021-12-15 12:11:25 +01:00
Sébastien Villemot c0ea8d7203
Add hyperbolic primitives (cosh, sinh, tanh, acosh, asinh, atanh)
Everything was already in place (since ages!), except that the parser interface
was missing.

Also fix the derivation formula for atanh, which was incorrect.
2021-12-07 18:03:33 +01:00
Sébastien Villemot d15b2110a0
Add erfc() primitive
Closes: #85
2021-12-07 15:19:40 +01:00
Sébastien Villemot eb006ecaeb
Remove unused steady_state_growth option to pac_model 2021-09-22 16:26:42 +02:00
Johannes Pfeifer 8d14e18cdb Rename mh_mode to correct mh_posterior_mode_estimation option
Closes https://git.dynare.org/Dynare/preprocessor/-/issues/60
2021-09-21 17:28:37 +02:00
Sébastien Villemot 297888ce72
Merge remote-tracking branch 'origin/updated_covariance'
Ref. !47
2021-08-30 16:05:13 +02:00
Johannes Pfeifer 6fb86522ea Occbin: Add missing options 2021-08-10 20:28:32 +02:00
Johannes Pfeifer 38714a58c4 Add updated_covariance option
Related to https://git.dynare.org/Dynare/dynare/-/issues/1784
2021-07-22 17:12:02 +02:00
Johannes Pfeifer 5da01faa74 Introduce option consider_all_endogenous_and_auxiliary 2021-07-22 11:49:36 +02:00
Sébastien Villemot 08ac455fcd
Implement “occbin_constraints” block
Consequently drop “occbin” option to “model”.

Incidentally, allow more values in equation tag names (previously some keywords
such as “alpha” were disallowed).

Ref. #68
2021-07-16 11:34:27 +02:00