Michel Juillard
500499f5d8
changed option name discretion_tol -> discretionary_tol, added the option
...
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".
...
- 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
...
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
36a56199c4
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
c9aa2d7b23
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
d459b0ea7b
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +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
ea0b176395
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
Houtan Bastani
894ff9c1e7
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +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
23f9c5e418
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
Sébastien Villemot
f61f3ebf35
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
Houtan Bastani
c22022cfb0
preprocessor: added back prior names w/o _pdf and fixed check and write
2011-12-30 17:09:45 +01:00
Houtan Bastani
d2c03a206b
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
Houtan Bastani
8d369bd710
ms-sbvar: add restrictions option
2011-12-23 18:22:41 +01:00
Houtan Bastani
c62d52a576
preprocessor: bug fix in setting prior_variance
2011-12-23 18:22:40 +01:00
Houtan Bastani
8c87ba38a4
preprocessor: allow vec_value to accept commas
2011-12-21 12:21:30 +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
Houtan Bastani
6ea0dd59e4
preprocessor: allow symbol.subsample=symbol.subsample
2011-12-21 12:21:30 +01:00
Houtan Bastani
1d68887387
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
29d8028fc4
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
Houtan Bastani
1c733dd55f
preprocessor: add data command
2011-12-21 12:21:29 +01:00
Houtan Bastani
b89eb4931c
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
Michel Juillard
4f881cc826
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
Michel Juillard
8dde155e28
ms-sbvar: adding missing case for linear restriction
2011-11-07 15:47:16 +01:00
Michel Juillard
7854b06743
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
Michel Juillard
b8dcb71b78
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
Houtan Bastani
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
Michel Juillard
b91dd27096
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
Michel Juillard
4befcde035
ms-sbvar: introduced more general restriction syntax for
...
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Houtan Bastani
5edaa0d4b7
preprocessor: remove unused token
2011-10-10 16:56:46 +02:00
Houtan Bastani
b9c9b784a1
MS-SBVAR: remove estimation_file_tag option
2011-10-07 11:57:53 +02:00
Sébastien Villemot
068b74ae6e
Merge remote-tracking branch 'ferhat/master'
2011-09-16 16:21:10 +02:00
Ferhat Mihoubi
7942eaba59
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
25c80c45a3
svar: constants is not yet supported
2011-09-15 18:15:54 -04:00
Houtan Bastani
bd2cd16bf0
MS-SBVAR: add specification option
2011-09-15 18:03:39 -04:00
Houtan Bastani
cacd1a27f7
aesthetic fix
2011-09-15 18:03:30 -04:00
Houtan Bastani
8e366e3bcd
MS-SBVAR: change syntax for proposal_type option
2011-09-15 18:03:22 -04:00
Houtan Bastani
f42bb46370
MS-SBVAR: support xls datafile
2011-09-15 18:03:12 -04:00
Houtan Bastani
9207896a6b
MS-SBVAR: add keywords for freq option
2011-09-15 18:02:07 -04:00
Houtan Bastani
e5a98735f6
MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument
2011-09-14 15:04:26 -04:00
Houtan Bastani
e8e2bf8f14
MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop
2011-09-14 14:28:21 -04:00
Houtan Bastani
07a0b1bbfa
remove unused option
2011-09-14 12:04:47 -04:00
Houtan Bastani
f4bd48eb45
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00