Stéphane Adjemian (Guts)
4348f4d57f
Provisions for conditional likelihhod estimation.
2023-01-06 12:17:02 +01:00
2fd0681151
Add block_dynamic option to model_info
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Also renames the old static option
2023-01-03 16:06:25 +01:00
9b015a6a10
Add new mh_init_scale_factor-option
2022-12-01 15:23:37 +01:00
ed95a2ca2d
OccBin: add interface for max_check_ahead_periods option
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Related to 2f23604824
2022-11-04 23:11:59 +01:00
d5cf07fadd
Occbin: implement simul_reset_check_ahead_period-option
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Related to dynare@3765ef77 (dynare!2094)
2022-10-24 10:30:45 +02:00
e4449f1c4a
Add comment for special token name for “domain” keyword
2022-09-20 11:56:43 +02:00
21cecee599
Add “fsolve_options” option to “steady” command
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Ref. dynare#1856
2022-07-22 13:43:41 +02:00
13dc0a1144
Use operator""s to replace some calls to std::string constructor
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By the way, remove other unnecessary calls to that constructor.
2022-06-22 12:47:11 +02:00
3a820fffa2
New += and *= syntaxes in “endval(learnt_in=…)” blocks
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Incidentally, forbid exogenous deterministic variables in “endval” blocks.
2022-05-03 16:52:04 +02:00
76a16a69a8
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block
2022-04-26 15:21:45 +02:00
b5a4df1608
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
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For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:07:33 +02:00
acaabd59da
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command
2022-04-12 15:26:04 +02:00
9db21a231c
Handle “resid” command at the preprocessor level and add “non_zero” option
2022-03-01 14:23:18 +01:00
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
0db05a886a
Move “using namespace std” statement after inclusion of standard headers
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Otherwise clang emits this warning:
using directive refers to implicitly-defined namespace 'std'
2022-01-06 14:54:57 +01:00
a8fce06dc4
PAC: new options “auxname” and “kind” to “pac_model”
2021-12-16 15:40:47 +01:00
ea6fb40db7
PAC: new “pac_target_info” block and “pac_target_nonstationary” operator
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Ref. Madysson/estimation-codes#5
2021-12-16 15:40:47 +01:00
5ffbc5bad3
New estimated_params_remove statement
2021-12-15 16:02:57 +01:00
342c4faf8d
New var_remove statement
2021-12-15 12:20:29 +01:00
2d07186b8b
New model_options statement
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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
1f004584e9
New model_remove statement and model_replace block
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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
c0ea8d7203
Add hyperbolic primitives (cosh, sinh, tanh, acosh, asinh, atanh)
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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
d15b2110a0
Add erfc() primitive
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Closes : #85
2021-12-07 15:19:40 +01:00
eb006ecaeb
Remove unused steady_state_growth option to pac_model
2021-09-22 16:26:42 +02:00
8d14e18cdb
Rename mh_mode to correct mh_posterior_mode_estimation option
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Closes https://git.dynare.org/Dynare/preprocessor/-/issues/60
2021-09-21 17:28:37 +02:00
297888ce72
Merge remote-tracking branch 'origin/updated_covariance'
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Ref. !47
2021-08-30 16:05:13 +02:00
6fb86522ea
Occbin: Add missing options
2021-08-10 20:28:32 +02:00
38714a58c4
Add updated_covariance option
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1784
2021-07-22 17:12:02 +02:00
5da01faa74
Introduce option consider_all_endogenous_and_auxiliary
2021-07-22 11:49:36 +02:00
08ac455fcd
Implement “occbin_constraints” block
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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
2e696a2e0d
Add shocks(surprise) block (for occbin)
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Ref. #68
2021-07-13 21:55:31 +02:00
61b37942ab
First part of Occbin interface
2021-07-13 13:38:25 +00:00
6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands
2021-07-09 17:14:22 +02:00
365fb27f3d
New “structural” option to “var_model”
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As the name implies, this option allows contemporaneous variables on the RHS.
The A0 matrix for contemporaneous variables is added as a second (optional)
output to the generated var_ar.m file. Note that for reduced-form VAR, this
matrix will be the identity.
Also, the user is now allowed to write the VAR models in a more flexible form:
the LHS must still be a single variable, but the RHS can be an arbitrary
expression (as long as it is linear, obviously). Internally, the preprocessor
now uses derivation to compute the coefficients of the AR and A0. This change
applies to both reduced-form and structural VAR models.
Ref. dynare#1785
2021-07-08 12:55:47 +02:00
221daeab6f
New time_shift option to var_expectation_model
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Ref. dynare#1787
2021-07-01 17:56:07 +02:00
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
c5f9ae89e7
Implement new “occbin” option to “model” block
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For the time being, the preprocessor will refuse that this option be used with
any command other than estimation.
By the way, remove occbin_likelihood and occbin_smoother options to estimation.
Ref. dynare#569
2021-05-31 10:00:59 +02:00
1e9ea1acf4
Merge branch 'smoother_redux' into 'master'
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Add smoother_redux option
See merge request Dynare/preprocessor!38
2021-05-27 14:55:35 +00:00
0d635aed36
Add smoother_redux option
2021-05-27 16:41:36 +02:00
b12b254f2c
Add heteroskedastic_filter option and heteroskedastic_shocks block
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Ref. dynare!1844, dynare!1851
2021-05-26 18:27:52 +02:00
a2c96a9d79
Allow empty quoted strings
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Can be useful when resetting a filename option to an empty value, e.g. for the
mh_initialize_from_previous_mcmc_* options.
Ref. dynare!1841
2021-05-11 18:50:18 +02:00
73e07b78b8
Add mh_initialize_from_previous_mcmc option family to estimation command
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Ref. dynare!1841
2021-05-11 18:12:54 +02:00
80e1090257
Add no_init_estimation_check_first_obs option to estimation
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Ref. dynare!1839
2021-05-07 17:41:20 +02:00
d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia)
2021-04-22 15:19:21 +02:00
5581052451
Add particle_filter_options option to estimation
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Ref. #59
2021-02-23 16:54:36 +01:00
54365b16ed
Remove unfinished “occbin” option to perfect_foresight_solver and extended_path
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Partially reverts f914837aff567156aad4
2021-02-22 16:22:17 +01:00
071a46a798
Add interface to set zero_moments_tolerance
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Useful in identification and method_of_moments toolbox to set the tolerance which replaces very small numbers by hard zeros in unconditional second moments (particularly in pruned_state_space_system.m and disp_moments.m)
2021-02-16 16:29:57 +01:00
9274675efb
Allow booleans in optimization options list
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Closes : #63
2021-02-10 16:18:58 +01:00
ad22e62874
filter_initial_state: Port lost preprocessor commits from https://git.dynare.org/JohannesPfeifer/dynare/-/commits/filter_initial_state
2021-01-26 16:03:04 +01:00
Stéphane Adjemian (Guts)
Johannes Pfeifer
Sébastien Villemot
Michel Juillard
Willi Mutschler