78a90b7c20
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
9415ed8feb
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
275cb6c2b0
preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177
2016-05-19 14:37:05 +02:00
57afa7d80f
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
48928c61ce
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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This reverts commit 6192a6a7765e7bde388f4a6feac4362d1e9fd284.
2016-05-18 10:33:45 +02:00
b898bfea6e
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
adf1c0392b
preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187
2016-05-17 15:32:51 +02:00
ca1879fe7d
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
1df83c1807
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
94f1f9883a
adding groups of shocks for shock_decomposition
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consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
42d166e272
Fix compatibility with Flex 2.6.
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In Flex 2.6, the C++ scanner changed. yyout is now a reference (and no
longer a pointer).
2016-03-14 16:28:24 +01:00
f0ff0d911b
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
1a12a3de0f
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
035b6ea463
Revert "preprocessor: add utf-8 tokenizing"
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This reverts commit f2cc9d389954f16dbb88c3401e90c7981e3599d6.
This commit causes warnings in Flex
2015-10-30 18:27:41 +01:00
d587a5133f
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
3907462ae9
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
863e13db55
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
ce1ebac039
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
6c4f7c0898
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
7cc90013cd
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
73a1ca92c0
preprocessor: posterior_kernel_density option to estimation. #1035
2015-08-25 11:09:08 +02:00
203ddeba3d
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
33f2e2077c
preprocessor: add utf-8 tokenizing
2015-08-17 17:09:40 +02:00
8c1cd0e8ba
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
7f7e0d5f1a
preprocessor: add one_sided_hp_filter to stoch_simul. #1011
2015-08-03 17:34:34 +02:00
5b4e94149c
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
8af8ee193e
preprocessor: add spectral_density option to stoch_simul. #254
2015-08-03 13:02:17 +02:00
6e52dfb828
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
55cdd7d6cc
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
f94c7ab332
preprocessor: add VerbatimStatement class. Closes #953
2015-06-16 12:48:32 +02:00
342d479e8b
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
f914837aff
adding options LMMCP and OCCBIN to perfect_foresight_solver and
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extended_path
2015-06-02 17:38:22 +02:00
60a33fb4a1
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
2a51f6482f
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
691af085cd
preprocessor: add tarb_optim option to estimation. #940
2015-05-13 16:50:07 +02:00
6f4a19bb26
preprocessor: add tarb_new_block_probability option to estimation. #940
2015-05-13 15:49:41 +02:00
e00b7b62f6
preprocessor: add tarb_mode_compute option to estimation. #940
2015-05-13 15:46:52 +02:00
23545052a8
preprocessor: add use_tarb option to estimation. #940
2015-05-13 15:32:24 +02:00
8f458eb961
preprocessor: add huge_number to estimation and osr. #924
2015-05-13 15:14:34 +02:00
46ac39092d
preprocessor: add dr_display_tol to stoch_simul. #924
2015-05-13 15:12:39 +02:00
d13520019d
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +02:00
0c7ca28bfb
Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
2015-04-03 18:02:03 +02:00
dc1b9429b1
preprocessor: bug fix for Windows 7 in joint parameters syntax. Closes #855
2015-03-19 15:33:35 +01:00
2a108ba38f
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
4ba729fdd6
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
c948136379
fix preprocessor implimentation of filter_algorithm option to estimation. closes #843
2015-02-09 03:20:37 +01:00
4fc785f8d5
preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520
2014-12-12 18:02:07 +01:00
7dcaaa1fa0
preprocessor: add nodecomposition option to estimation and stoch_simul, #702
2014-11-17 12:15:38 +01:00
4307af5ff5
osr: add option opt_algo. #779
2014-11-14 17:35:03 +01:00
4ecbb919d8
remove repetitive none statement introduced in a6009908e44e0ceb3204ba21c245d26eab56c51c
2014-10-13 16:02:37 +02:00
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Houtan Bastani
Michel Juillard
Sébastien Villemot