Houtan Bastani
2a108ba38f
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
Houtan Bastani
4ba729fdd6
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
Houtan Bastani
c948136379
fix preprocessor implimentation of filter_algorithm option to estimation. closes #843
2015-02-09 03:20:37 +01:00
Houtan Bastani
4fc785f8d5
preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520
2014-12-12 18:02:07 +01:00
Houtan Bastani
7dcaaa1fa0
preprocessor: add nodecomposition option to estimation and stoch_simul, #702
2014-11-17 12:15:38 +01:00
Houtan Bastani
4307af5ff5
osr: add option opt_algo. #779
2014-11-14 17:35:03 +01:00
Houtan Bastani
4ecbb919d8
remove repetitive none statement introduced in a6009908e44e0ceb3204ba21c245d26eab56c51c
2014-10-13 16:02:37 +02:00
Stéphane Adjemian (Scylla)
a124d2b255
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla)
b62dd9f0db
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla)
04754432b3
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla)
63450d99a6
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla)
e5007a873f
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
Stéphane Adjemian (Scylla)
cdb2eb0abf
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
Stéphane Adjemian (Scylla)
b17f65d0a2
Added option number_of_particles (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
Stéphane Adjemian (Charybdis)
78c72dad5f
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
Sébastien Villemot
578da1e0bc
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
Sébastien Villemot
1644412875
New option "overwrite" to "shocks" and "mshocks".
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Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
Sébastien Villemot
d44cb3af93
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot
8c2e9b3c02
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Houtan Bastani
491e70ab7b
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
Michel Juillard
46bcfea9e5
adding ramsey_model to Dynare grammar
2014-03-09 12:15:32 +01:00
Johannes Pfeifer
d43a2bce09
Add option mh_conf_sig
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Fixes #598
2014-03-06 10:06:55 +01:00
Houtan Bastani
516491941d
ms-dsge: add number_of_lags and parameters option to front end
2014-02-24 12:37:18 +01:00
Sébastien Villemot
58d71bb44e
Implement syntaxes for moment_calibration and irf_calibration.
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Ref #267
2014-02-10 19:23:06 +01:00
Sébastien Villemot
9e962e7a93
Add new options consider_all_endogenous and consider_only_observed.
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Closes #336
2014-02-04 14:49:06 +01:00
Stéphane Adjemian (Scylla)
1ae4bebf5e
Added logdata option. Closes #600 .
2014-01-31 11:27:36 +01:00
ferhat
e2d9f2476c
The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax.
2013-12-31 01:57:30 +01:00
Stéphane Adjemian (Charybdis)
2975072c1b
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Stéphane Adjemian (Scylla)
fe24d9bcab
Closes #567 .
2013-12-18 16:44:31 +01:00
Houtan Bastani
d2e93452c3
preprocessor: match dates in dynare syntax
2013-11-19 13:05:54 +01:00
Stéphane Adjemian (Scylla)
cef58f7646
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
Houtan Bastani
d368a501d7
preprocessor: support long name for endogenous, #478
2013-11-15 10:57:51 +01:00
Stéphane Adjemian (Penelope)
966ed438c1
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Stéphane Adjemian (Penelope)
d2363c9cf6
Merge branch 'preprocessor-dates' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
preprocessor/macro/MacroFlex.ll
2013-11-14 15:50:20 +01:00
Sébastien Villemot
eabad03581
Preprocessor interface for irf_plot_threshold
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Closes #498
2013-11-13 14:34:46 +01:00
Houtan Bastani
8513c59c9e
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla)
aa4753f9ec
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
Sébastien Villemot
b34a55b36a
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
Sébastien Villemot
49060c3abd
Allow a custom function named 'prior' as a value for 'mode_compute' option
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Closes #507
2013-11-04 15:42:59 +01:00
Stéphane Adjemian (Charybdis)
d56393da98
Merge branch 'master' into remove-dynDate-class
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Conflicts:
matlab/reports/@report_series/getLine.m
matlab/reports/@report_series/write.m
matlab/reports/@report_table/report_table.m
matlab/reports/@report_table/write.m
2013-10-28 15:04:21 +01:00
Houtan Bastani
3706338bf4
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
Houtan Bastani
7d3dcb74c9
preprocessor: allow anything of the form dates(*) to be accepted as a valid date by the preprocessor
2013-10-23 16:09:32 +02:00
Houtan Bastani
f3ef1f583f
disallow -0 year
2013-10-22 14:06:57 +02:00
Houtan Bastani
e19da3777c
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-22 14:06:57 +02:00
Houtan Bastani
f8eb08bd55
disallow -0 year
2013-10-14 16:30:17 +02:00
Houtan Bastani
aee8202a20
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-14 09:58:05 +02:00
Houtan Bastani
cbb0167c4c
simplify date regex and require [YyAa] to follow annual date
2013-10-11 11:13:15 +02:00
Stéphane Adjemian (Charybdis)
0aa3e823c7
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
Houtan Bastani
bba6318bdb
remove unnecessary parenthesis
2013-10-02 17:21:55 +02:00
Houtan Bastani
afc73796d4
support unbounded years
2013-10-02 17:21:55 +02:00
Houtan Bastani
3e5f03fadc
simplify regex
2013-10-02 17:21:55 +02:00
Houtan Bastani
50d1a71aad
support negative dates
2013-10-02 17:21:55 +02:00
Houtan Bastani
eeb0596831
bug fix for date_number: don't permit weeks >= 53
2013-10-02 11:12:32 +02:00
Houtan Bastani
5f2bf10521
front end for maxit: ref #293 , #262
2013-09-24 15:40:13 +02:00
Houtan Bastani
3019c80f56
front end for Geweke convergence diagnostics for single chains
2013-09-23 15:40:19 +02:00
Houtan Bastani
801c69bfe7
introduce verbatim block closes #437
2013-08-13 17:08:39 -04:00
Sébastien Villemot
4295a48dc8
Remove unfinished "shocks" and "labels" options to shock_decomposition
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The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
Houtan Bastani
e7b300039b
osr: add tolf option closes #423
2013-06-26 12:33:48 +02:00
Stéphane Adjemian (Charybdis)
c07ce32687
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
Stéphane Adjemian (Charybdis)
cc7e5c4dec
Added qz_zero_threshold to check, stoch_simul and estimation commands.
2013-06-12 11:46:56 +02:00
Sébastien Villemot
98daf662aa
extended_path: new order and hybrid options (ref #152 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Sébastien Villemot
01aa3e1427
extended_path is a statement, not a block
2013-06-07 17:16:45 +02:00
Sébastien Villemot
a595a83b16
Add new option parallel_local_files to model block
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Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot
e8353673fe
Add interface and doc to use_univariate_filters_if_singularity_is_detected option
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Closes #414
2013-05-27 17:07:47 +02:00
Sébastien Villemot
6d7242b6e8
Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
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Closes #320
2013-05-24 12:13:32 +02:00
Sébastien Villemot
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
Michel Juillard
24cac29cdf
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot
91f3f578a0
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
Sébastien Villemot
08c2b6e1c6
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot
00c95ea352
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00
Ferhat Mihoubi
c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
Sébastien Villemot
823d5a51a6
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
Houtan Bastani
d8cbb55ee7
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
Houtan Bastani
4509136dba
bug fix: remove previous declaration of NONE as token in flex
2012-10-31 15:59:12 +01:00
Stéphane Adjemian (Charybdis)
d01d952a6f
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
Stéphane Adjemian (Charybdis)
25e042f67a
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
Sébastien Villemot
156b86665b
Allow back "dr" in variable names
2012-07-02 10:11:32 +02:00
Ferhat Mihoubi
d80d7aa1e7
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
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associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
Michel Juillard
f60aedd095
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
Sébastien Villemot
16239fd665
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
Sébastien Villemot
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Sébastien Villemot
dc8907d472
Preprocessor iface and doc for nodisplay and graph_format
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Closes : #216
2012-06-07 18:29:30 +02:00
Sébastien Villemot
35bf1d5ec2
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
Sébastien Villemot
c19f62b2e3
Bison/Flex files: do not load C++ mode under Emacs
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It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
Sébastien Villemot
381c6aeee8
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
Michel Juillard
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Michel Juillard
2fbd5d33c6
fixed issues relative to homotopy (type I) when the user wants to
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continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
Michel Juillard
500499f5d8
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
Ferhat
8001e19b9e
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- 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
Michel Juillard
60fb8aeaae
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
Houtan Bastani
ad8096edb8
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
Houtan Bastani
5f707cc795
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
Houtan Bastani
fb0b0ae4ce
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
Ferhat Mihoubi
ffb5119807
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
Houtan Bastani
8d369bd710
ms-sbvar: add restrictions option
2011-12-23 18:22:41 +01:00
Houtan Bastani
9cbaf6200a
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
Houtan Bastani
37bfa41518
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
Houtan Bastani
f9f745716d
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
Houtan Bastani
9771e68875
preprocessor: removed unused token
2011-12-21 12:21:30 +01:00
Houtan Bastani
744b5abf1e
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00