910649dd28
Fix treatment of “series” option of “initval_file”
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This option was treated as a numeric value: it was a hack to ensure that the
name of the dseries object was printed without quotes in the driver file.
However, that would make the JSON output synctically incorrect.
This commits removes the hack, and treats the “series” option as a string
value (in the same way as for the “data” command). A modification of the MATLAB
code will thus be needed to accomodate the change.
2021-04-20 10:39:14 +02:00
29b3b744ef
Remove spurious space produced when parsing key/value pairs
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Introduced in e46168db66
2021-02-26 12:28:06 +01:00
5581052451
Add particle_filter_options option to estimation
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Ref. #59
2021-02-23 16:54:36 +01:00
e46168db66
Simplify parsing of lists of key/value pairs options
2021-02-23 16:49:11 +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
af9bd8f109
Remove the unfinished decomposition in linear and nonlinear blocks
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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
a87b2753ed
MoM: Add option analytic_jacobian
2021-01-08 18:57:06 +01:00
1def52a088
Add interface to set schur_vec_tol
2020-12-17 19:55:20 +01:00
78f6d48601
GMM: introduce option analytic_standard_errors
2020-12-12 09:36:40 +01:00
a99ca9f450
Remove obsolete “var_estimation” statement
2020-11-26 16:13:52 +01:00
1b40327639
Remove obsolete “restrictions” block
2020-11-26 16:13:49 +01:00
09054e11dc
Add new “matched_moments” block
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Closes : #51
2020-07-28 18:30:24 +02:00
d4e20c7ec4
Merge branch 'moment_estimation' into 'master'
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Method of moments: Preprocessor preparations
See merge request Dynare/preprocessor!23
2020-07-16 08:56:03 +00:00
Stéphane Adjemian (Charybdis)
03f53c1b0d
Allow empty shocks(overwrite) block.
2020-07-15 12:33:02 +02:00
98ddbb61ba
Method of moments: Preprocessor preparations
2020-07-10 11:18:57 +02:00
becc433d56
Rename byte_code to bytecode for consistency with user option name
2020-05-20 11:39:59 +02:00
ed4c36a267
add first_simulation_period to the lexer
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(cherry picked from commit c8575e11d2f81ad606ab50849c52127653699a93)
2020-05-14 14:36:35 +00:00
dab769c6f4
Add missing smoother options to shock_decomposition
2020-03-17 11:48:51 +01:00
Stéphane Adjemian (Charybdis)
5a12f56b0f
Cosmetic change (indentation).
2020-02-28 13:17:01 +01:00
Stéphane Adjemian (Charybdis)
baa3804314
Shorten option name.
2020-02-28 13:10:47 +01:00
02fa6c7814
Add interface to set initial guess for mh_tune_jscale
2020-02-26 11:20:48 +01:00
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
1c44baea05
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
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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
a70511e057
Add xls_sheet and xls_range options to calib_smoother
2020-01-13 11:36:31 +00:00
32c3910e18
allow symbol list to accept auxiliary variables
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dynare#1355
2019-12-20 14:51:15 +01:00
82c2682bb2
New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition”
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Ref. dynare!1688
2019-12-20 11:47:54 +01:00
fe0c781c06
New “planner_discount_latex_name” option of “ramsey_policy”
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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
efb2752e4e
Ramsey: fix bug: symbol_list is not passed to RamseyPolicy statement when it was not passed options
2019-12-18 12:07:59 +01:00
c2461981d2
Various provisions for improvements to shock decomposition commands
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– 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
8dfa79a0f5
new command `evaluate_planner_objective`
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dynare#1678
2019-12-12 11:35:26 +01:00
5c081db76f
Add option “colormap” to “initial_condition_decomposition” command.
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Ref dynare#1586
2019-12-09 15:43:39 +01:00
3f3ef7ca00
fix bugs in initial_condition_decomposition statement
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closes #37
2019-12-06 10:40:44 +01:00
02cb4cc973
add compiler statement
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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
2db2133796
fix bugs with cbrt
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- it was not handled in the model block
- output was incorrect for MATLAB/Octave and LaTeX
2019-12-04 11:10:19 +01:00
4a1fb239da
Add interface for init2shocks
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Dynare/dynare#1650
2019-12-02 13:58:44 +01:00
de3de15249
add nograph option to plot_shock_decomposition
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closes #30
2019-11-29 14:58:42 +01:00
61ea8811de
Remove the undocumented and confusing “linear” option of stoch_simul
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Closes : #33
2019-11-27 15:08:56 +01:00
dfb5a856c4
bugfix: forecast type option in shock_decomposition.
2019-11-26 18:29:12 +01:00
3e43b36cf3
Introduce forecast type option in shock_decomposition command. Dynare/dynare#1657
2019-11-26 17:49:12 +01:00
c23e136f93
Revert "Merge branch 'master' into 'master'"
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This reverts commit 3ae92499b83ec01b8612
2019-11-26 16:46:12 +01:00
8bfcefe7fb
Add interface for forecast_shock_decomposition. Dynare/dynare#1657
2019-11-25 17:08:59 +01:00
5a5817b4fe
Improvements to the test for balanced growth path
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— 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
ecdca502aa
Modernization: stop using make_pair() and make_tuple()
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In many cases, they can be replaced by the curly braces syntax.
Otherwise, we can now use the pair() and tuple() constructors, without the need
to specify template parameters, thanks to class template argument
deduction (new in C++17).
2019-10-24 10:49:13 +02:00
9e454debb5
support external functions in MATLAB namespace. closes dynare#1639
2019-10-09 14:49:05 +02:00
4e1b1e4405
fix typo in parser
2019-10-08 15:36:30 +02:00
1fcd305015
allow for expressions as upper bound for irf_calibration and moment_calibration. Closes #12
2019-09-30 12:22:59 +02:00
d3db73b7e4
remove unused symbols
2019-09-25 11:36:03 +02:00
Sébastien Villemot
Willi Mutschler
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
MichelJuillard
Houtan Bastani
Dóra Kocsis