MichelJuillard
ecf52751d6
Merge pull request #937 from JohannesPfeifer/graph_fix
...
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard
585d9f1974
Merge pull request #740 from JohannesPfeifer/relative_irf
...
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Stéphane Adjemian (Charybdis)
7dfba933e5
Fied bug. Moved option linear_approximation.
2015-07-08 11:11:22 +02:00
Stéphane Adjemian (Charybdis)
6e52dfb828
New option linear_approximation for perfect foresight models.
...
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
Johannes Pfeifer
2318fb31c1
Enable tex option for stoch_simul
2015-06-08 18:00:32 +02:00
Johannes Pfeifer
342d479e8b
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
Johannes Pfeifer
6c1c1c9bf6
Allow for relative_irf option in estimation command
...
The option was used and inherited from stoch_simul before
2015-06-08 16:42:43 +02:00
Michel Juillard
f914837aff
adding options LMMCP and OCCBIN to perfect_foresight_solver and
...
extended_path
2015-06-02 17:38:22 +02:00
Stéphane Adjemian (Hermes)
dae14ac19e
Fixed bug introduced in c22d31330c7d3978f882003ffb999f65be70c4a5 (Ramsey
...
constraints).
2015-06-01 12:27:16 +02:00
Michel Juillard
60a33fb4a1
Adding 'ramsey_constraints' block to declare contraints for Ramsey
...
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Houtan Bastani
2a51f6482f
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
Houtan Bastani
691af085cd
preprocessor: add tarb_optim option to estimation. #940
2015-05-13 16:50:07 +02:00
Houtan Bastani
6f4a19bb26
preprocessor: add tarb_new_block_probability option to estimation. #940
2015-05-13 15:49:41 +02:00
Houtan Bastani
e00b7b62f6
preprocessor: add tarb_mode_compute option to estimation. #940
2015-05-13 15:46:52 +02:00
Houtan Bastani
23545052a8
preprocessor: add use_tarb option to estimation. #940
2015-05-13 15:32:24 +02:00
Houtan Bastani
8f458eb961
preprocessor: add huge_number to estimation and osr. #924
2015-05-13 15:14:34 +02:00
Houtan Bastani
46ac39092d
preprocessor: add dr_display_tol to stoch_simul. #924
2015-05-13 15:12:39 +02:00
Houtan Bastani
d13520019d
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +02:00
Stéphane Adjemian (Charybdis)
0c7ca28bfb
Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
2015-04-03 18:02:03 +02:00
Houtan Bastani
2a108ba38f
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
Houtan Bastani
4ba729fdd6
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
Houtan Bastani
c948136379
fix preprocessor implimentation of filter_algorithm option to estimation. closes #843
2015-02-09 03:20:37 +01:00
Houtan Bastani
4fc785f8d5
preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520
2014-12-12 18:02:07 +01:00
Houtan Bastani
b5f7c90596
preprocessor: add prefilter, first_obs, and loglinear options to calib_smoother, #803
2014-11-26 15:05:07 +01:00
Houtan Bastani
0ab693b973
preprocessor: add optim option to osr, #779
2014-11-25 11:44:52 +01:00
Houtan Bastani
c655aca1ac
preprocessor: add diffuse_filter and prior_trunc options to identification, #677
2014-11-18 11:53:34 +01:00
Houtan Bastani
7dcaaa1fa0
preprocessor: add nodecomposition option to estimation and stoch_simul, #702
2014-11-17 12:15:38 +01:00
Houtan Bastani
4307af5ff5
osr: add option opt_algo. #779
2014-11-14 17:35:03 +01:00
Stéphane Adjemian (Scylla)
a124d2b255
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla)
b62dd9f0db
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla)
7e9dc99b61
Bug fixes.
2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla)
04754432b3
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla)
63450d99a6
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
Stéphane Adjemian (Scylla)
e5007a873f
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
Stéphane Adjemian (Scylla)
cdb2eb0abf
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
Stéphane Adjemian (Scylla)
b17f65d0a2
Added option number_of_particles (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
Stéphane Adjemian (Charybdis)
78c72dad5f
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
Stéphane Adjemian (Charybdis)
90e2837bcb
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
Sébastien Villemot
578da1e0bc
Perfect foresight solver now uses a homotopy technique by default.
...
This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
Sébastien Villemot
1644412875
New option "overwrite" to "shocks" and "mshocks".
...
Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
Sébastien Villemot
d44cb3af93
Introduce two new command: perfect_foresight_{setup,solver}.
...
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot
8c2e9b3c02
Improvements to smoother2histval (ref #594 )
...
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Houtan Bastani
491e70ab7b
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
Sébastien Villemot
8507409d97
Allow ranges in lags/periods specification of {irf,moment}_calibration.
...
Ref #267
2014-03-17 18:12:04 +01:00
Michel Juillard
46bcfea9e5
adding ramsey_model to Dynare grammar
2014-03-09 12:15:32 +01:00
Johannes Pfeifer
d43a2bce09
Add option mh_conf_sig
...
Fixes #598
2014-03-06 10:06:55 +01:00
Houtan Bastani
516491941d
ms-dsge: add number_of_lags and parameters option to front end
2014-02-24 12:37:18 +01:00
Sébastien Villemot
58d71bb44e
Implement syntaxes for moment_calibration and irf_calibration.
...
Ref #267
2014-02-10 19:23:06 +01:00
Sébastien Villemot
9e962e7a93
Add new options consider_all_endogenous and consider_only_observed.
...
Closes #336
2014-02-04 14:49:06 +01:00
Stéphane Adjemian (Scylla)
1ae4bebf5e
Added logdata option. Closes #600 .
2014-01-31 11:27:36 +01:00