Commit Graph

260 Commits (c9d7971df23ffe97bfd1b8b3fbf63531755e9416)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) cef58f7646 Merge branch 'master' into remove-dynDate-class 2013-11-15 18:36:10 +01:00
Houtan Bastani 14b6cf98fb preprocessor: support long name for parameters, #478 2013-11-15 11:14:16 +01:00
Houtan Bastani 8b34189bc3 preprocessor: support long name for exogenous, #478 2013-11-15 11:14:04 +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
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Stéphane Adjemian (Penelope) d2363c9cf6 Merge branch 'preprocessor-dates' into remove-dynDate-class
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
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
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
Closes #507
2013-11-04 15:42:59 +01:00
Stéphane Adjemian (Charybdis) d56393da98 Merge branch 'master' into remove-dynDate-class
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 e19da3777c preprocessor: only accept dates of the form: dates('date') in mod file 2013-10-22 14:06:57 +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
Stéphane Adjemian (Charybdis) 0aa3e823c7 Merge branch 'master' into maxit 2013-10-09 12:19:17 +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 8051c547ff stoch_simul: add loglinear option #431 2013-08-14 12:02:51 -04:00
Sébastien Villemot 4295a48dc8 Remove unfinished "shocks" and "labels" options to shock_decomposition
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
Houtan Bastani de32eeece5 osr: add maxit option ref #423 2013-06-26 12:32:30 +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)
Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Sébastien Villemot a595a83b16 Add new option parallel_local_files to model block
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
Closes #414
2013-05-27 17:07:47 +02:00
Sébastien Villemot 6d7242b6e8 Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
Closes #320
2013-05-24 12:13:32 +02:00
Sébastien Villemot 55a548282c Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot 94e6f569b8 Add new model option 'differentiate_forward_vars' (ref. #351) 2013-04-25 18:09:31 +02:00
Sébastien Villemot 75f8467803 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard 24cac29cdf removed changes linked with transforming variables to avoid log or
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)
- 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
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 c50cd383c0 Add ar option to estimation
Closes: #276
2012-11-29 15:44:06 +01:00
Sébastien Villemot 823d5a51a6 Add interface and documentation to model_diagnostics
Closes: #205
2012-11-16 12:34:49 +01:00
Sébastien Villemot b3f3619ca8 Allow infinite values in threshold_reform option of GSA
Closes: #266
2012-11-16 11:08:49 +01:00
Houtan Bastani d8cbb55ee7 all_values_required keyword for initval and endval 2012-11-06 15:45:08 +01:00
Houtan Bastani bc4a2bffe4 bug fix: none instead of pdf to graph_format 2012-10-31 16:16:45 +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
Houtan Bastani 39d68a9614 ms-sbvar bug fix: store no_create_init as number instead of string 2012-09-26 18:07:49 +02:00
Sébastien Villemot 514db5f801 Preprocessor interface for multiple graph formats 2012-09-11 14:26:53 +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
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
Sébastien Villemot 683fdae2ad Fix option simul_replic 2012-06-26 17:01:13 +02:00