Commit Graph

64 Commits (73e07b78b871604cf3fb750ae6b06847a81c2f24)

Author SHA1 Message Date
Sébastien Villemot 73e07b78b8
Add mh_initialize_from_previous_mcmc option family to estimation command
Ref. dynare!1841
2021-05-11 18:12:54 +02:00
Sébastien Villemot 80e1090257
Add no_init_estimation_check_first_obs option to estimation
Ref. dynare!1839
2021-05-07 17:41:20 +02:00
Michel Juillard d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia) 2021-04-22 15:19:21 +02:00
Sébastien Villemot 5581052451
Add particle_filter_options option to estimation
Ref. #59
2021-02-23 16:54:36 +01:00
Sébastien Villemot 54365b16ed
Remove unfinished “occbin” option to perfect_foresight_solver and extended_path
Partially reverts f914837aff and
567156aad4.
2021-02-22 16:22:17 +01:00
Willi Mutschler 071a46a798
Add interface to set zero_moments_tolerance
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
Sébastien Villemot 9274675efb
Allow booleans in optimization options list
Closes: #63
2021-02-10 16:18:58 +01:00
Johannes Pfeifer 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
Sébastien Villemot af9bd8f109
Remove the unfinished decomposition in linear and nonlinear blocks
Also remove the det_cond_forecast interface, that was related to it.

Ref. dynare!1626
Closes: #39
2021-01-25 18:03:37 +01:00
Willi Mutschler a87b2753ed
MoM: Add option analytic_jacobian 2021-01-08 18:57:06 +01:00
Johannes Pfeifer 1def52a088 Add interface to set schur_vec_tol 2020-12-17 19:55:20 +01:00
Sébastien Villemot 84d79226cd
Lexer: no longer associate a semantic value to GMM and SMM tokens
This was forgotten from commit 78f6d48601.
2020-12-14 19:10:29 +01:00
Johannes Pfeifer 78f6d48601 GMM: introduce option analytic_standard_errors 2020-12-12 09:36:40 +01:00
Sébastien Villemot a99ca9f450
Remove obsolete “var_estimation” statement 2020-11-26 16:13:52 +01:00
Sébastien Villemot 1b40327639
Remove obsolete “restrictions” block 2020-11-26 16:13:49 +01:00
Sébastien Villemot 09054e11dc
Add new “matched_moments” block
Closes: #51
2020-07-28 18:30:24 +02:00
Johannes Pfeifer 98ddbb61ba Method of moments: Preprocessor preparations 2020-07-10 11:18:57 +02:00
MichelJuillard ed4c36a267 add first_simulation_period to the lexer
(cherry picked from commit c8575e11d2f81ad606ab50849c52127653699a93)
2020-05-14 14:36:35 +00:00
Stéphane Adjemian (Charybdis) baa3804314
Shorten option name. 2020-02-28 13:10:47 +01:00
Johannes Pfeifer 02fa6c7814 Add interface to set initial guess for mh_tune_jscale 2020-02-26 11:20:48 +01:00
Houtan Bastani 976e2ae17a
remove support for weekly dates 2020-02-17 15:03:26 +01:00
Houtan Bastani 14be6bad00
occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation 2020-02-11 14:24:06 +01:00
Sébastien Villemot 1c44baea05
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.

Ref. dynare#1093
2020-01-20 16:21:25 +01:00
Sébastien Villemot 82c2682bb2
New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition”
Ref. dynare!1688
2019-12-20 11:47:54 +01:00
Sébastien Villemot fe0c781c06
New “planner_discount_latex_name” option of “ramsey_policy”
Accepts a TeX name, as for variable declarations (i.e. enclosed within dollar
signs).

Ref. dynare#1686
2019-12-18 17:32:41 +01:00
Sébastien Villemot c2461981d2
Various provisions for improvements to shock decomposition commands
– New “squeeze_shock_decomposition” command
— New “max_nrows” option to “plot_shock_decomposition” and
  “initial_condition_decomposition”
— “plot_shock_decomposition” now returns oo_ as an output argument

Ref. dynare#1687, dynare!1655
2019-12-18 11:39:44 +01:00
Houtan Bastani 8dfa79a0f5
new command `evaluate_planner_objective`
dynare#1678
2019-12-12 11:35:26 +01:00
Houtan Bastani 02cb4cc973
add compiler statement
Allows the user to set the compiler, flags, and libs to be used with `use_dll`

Issue #35
2019-12-04 16:57:20 +01:00
Houtan Bastani abbdbb5862
Clarify part of code 2019-12-03 16:42:38 +01:00
Houtan Bastani 4a1fb239da
Add interface for init2shocks
Dynare/dynare#1650
2019-12-02 13:58:44 +01:00
Dóra Kocsis 3e43b36cf3 Introduce forecast type option in shock_decomposition command. Dynare/dynare#1657 2019-11-26 17:49:12 +01:00
Dóra Kocsis c23e136f93 Revert "Merge branch 'master' into 'master'"
This reverts commit 3ae92499b8, reversing
changes made to 3ec01b8612.
2019-11-26 16:46:12 +01:00
Dóra Kocsis 28bfc72a5c Revert "Merge branch 'master' into 'master'"
This reverts commit a37fea0dfc, reversing
changes made to 3ae92499b8.
2019-11-26 16:44:17 +01:00
Dóra Kocsis 926ccccb26 fix missing tokens in the lexer: conditional, unconditional. 2019-11-25 17:34:52 +01:00
Dóra Kocsis 8bfcefe7fb Add interface for forecast_shock_decomposition. Dynare/dynare#1657 2019-11-25 17:08:59 +01:00
Sébastien Villemot 5a5817b4fe
Improvements to the test for balanced growth path
— Raise the default tolerance for cross-derivatives to 1e-6, to reduce the
  number of false positives

— New option “balanced_growth_test_tol” to the “model” block for changing that
  tolerance

— Turn back test failures into errors. Since there is now an option for
  controlling the tolerance, the user always has the possibility of making the
  test pass.

Closes: dynare#1389
2019-11-14 17:55:17 +01:00
Houtan Bastani 9e454debb5
support external functions in MATLAB namespace. closes dynare#1639 2019-10-09 14:49:05 +02:00
Houtan Bastani d3db73b7e4
remove unused symbols 2019-09-25 11:36:03 +02:00
Houtan Bastani ae0a91256a
add cubic root to dynare language 2019-07-15 12:18:26 -04:00
Sébastien Villemot 4032942fa4
Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition
Ref Dynare/dynare#1649
2019-07-03 16:28:00 +02:00
Sébastien Villemot 1fee4840b6
More Unicode copyright symbol 2019-04-16 14:29:30 +02:00
Sébastien Villemot 7d5e8a16c0
Add new options for identification
Ref Dynare/dynare#1648
2019-03-19 11:59:15 +01:00
Sébastien Villemot bd7a1f4b44
Minor simplifications in the lexers
In particular, no need to put both upper and lower case letters in the
patterns, since the lexer is case-insensitive.

The only simplification that we do not perform is removing the quoting of
single quotes (i.e. replacing \' by '), since it confuses the C++ mode of
Emacs.
2019-03-06 13:58:22 +01:00
Houtan Bastani 0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation 2019-02-18 15:11:45 +01:00
Sébastien Villemot 67ac4bf8ea
Allow diff() and log() in "expression" option of var_expectation_model 2018-11-29 16:01:49 +01:00
Sébastien Villemot e9341c7153
Implement option "expression" of var_expectation_model
The data structure written in the driver file is changed also in the case of
the "variable" option.
2018-11-28 17:33:59 +01:00
Houtan Bastani eca82834a1
Revert "Fix parsing of empty strings in macro-processor"
This reverts commit 158f027db2.
2018-11-15 12:33:59 +01:00
Sébastien Villemot 7bb5382428 Always use brace-initializer in constructors
The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
Ferhat Mihoubi 139e3efa82 Adds a new model option "linear_decomposition" that creates a block composed of the non-linear equations o the model 2018-09-28 14:54:52 +02:00
Houtan Bastani eb74d48393 trend_component_model: replace `trends` option with `targets` 2018-09-13 12:21:23 +02:00