Sébastien Villemot
eabad03581
Preprocessor interface for irf_plot_threshold
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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
Sébastien Villemot
b34a55b36a
Finish implementation of mcmc_jumping_covariance option
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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
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Closes #507
2013-11-04 15:42:59 +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
cbb0167c4c
simplify date regex and require [YyAa] to follow annual date
2013-10-11 11:13:15 +02:00
Stéphane Adjemian (Charybdis)
0aa3e823c7
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
Houtan Bastani
bba6318bdb
remove unnecessary parenthesis
2013-10-02 17:21:55 +02:00
Houtan Bastani
afc73796d4
support unbounded years
2013-10-02 17:21:55 +02:00
Houtan Bastani
3e5f03fadc
simplify regex
2013-10-02 17:21:55 +02:00
Houtan Bastani
50d1a71aad
support negative dates
2013-10-02 17:21:55 +02:00
Houtan Bastani
eeb0596831
bug fix for date_number: don't permit weeks >= 53
2013-10-02 11:12:32 +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
801c69bfe7
introduce verbatim block closes #437
2013-08-13 17:08:39 -04:00
Sébastien Villemot
4295a48dc8
Remove unfinished "shocks" and "labels" options to shock_decomposition
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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
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 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Sébastien Villemot
01aa3e1427
extended_path is a statement, not a block
2013-06-07 17:16:45 +02:00
Sébastien Villemot
a595a83b16
Add new option parallel_local_files to model block
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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
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Closes #414
2013-05-27 17:07:47 +02:00
Sébastien Villemot
6d7242b6e8
Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
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Closes #320
2013-05-24 12:13:32 +02:00
Sébastien Villemot
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
Michel Juillard
24cac29cdf
removed changes linked with transforming variables to avoid log or
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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 )
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- 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
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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
823d5a51a6
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
Houtan Bastani
d8cbb55ee7
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +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
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
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associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
Michel Juillard
f60aedd095
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
Sébastien Villemot
16239fd665
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
Sébastien Villemot
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Sébastien Villemot
dc8907d472
Preprocessor iface and doc for nodisplay and graph_format
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Closes : #216
2012-06-07 18:29:30 +02:00
Sébastien Villemot
35bf1d5ec2
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
Sébastien Villemot
c19f62b2e3
Bison/Flex files: do not load C++ mode under Emacs
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It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
Sébastien Villemot
381c6aeee8
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
Michel Juillard
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Michel Juillard
2fbd5d33c6
fixed issues relative to homotopy (type I) when the user wants to
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continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
Michel Juillard
500499f5d8
changed option name discretion_tol -> discretionary_tol, added the option
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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".
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- 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
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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
ad8096edb8
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00