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
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
b5f7c90596
preprocessor: add prefilter, first_obs, and loglinear options to calib_smoother, #803
2014-11-26 15:05:07 +01:00
0ab693b973
preprocessor: add optim option to osr, #779
2014-11-25 11:44:52 +01:00
c655aca1ac
preprocessor: add diffuse_filter and prior_trunc options to identification, #677
2014-11-18 11:53:34 +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
a124d2b255
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
b62dd9f0db
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
7e9dc99b61
Bug fixes.
2014-09-08 22:36:41 +02:00
04754432b3
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
63450d99a6
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
e5007a873f
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
cdb2eb0abf
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
b17f65d0a2
Added option number_of_particles (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
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
90e2837bcb
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
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
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
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
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
491e70ab7b
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
8507409d97
Allow ranges in lags/periods specification of {irf,moment}_calibration.
...
Ref #267
2014-03-17 18:12:04 +01:00
46bcfea9e5
adding ramsey_model to Dynare grammar
2014-03-09 12:15:32 +01:00
d43a2bce09
Add option mh_conf_sig
...
Fixes #598
2014-03-06 10:06:55 +01:00
516491941d
ms-dsge: add number_of_lags and parameters option to front end
2014-02-24 12:37:18 +01:00
58d71bb44e
Implement syntaxes for moment_calibration and irf_calibration.
...
Ref #267
2014-02-10 19:23:06 +01:00
9e962e7a93
Add new options consider_all_endogenous and consider_only_observed.
...
Closes #336
2014-02-04 14:49:06 +01:00
1ae4bebf5e
Added logdata option. Closes #600 .
2014-01-31 11:27:36 +01:00
314f9ccb0d
It's bison 2.5 that's actually required now.
2014-01-13 14:56:56 +01:00
e2d9f2476c
The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax.
2013-12-31 01:57:30 +01:00
4d95aa8d42
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
e0f662129a
preprocessor: namespace fixes to remove clang warnings
2013-12-30 14:54:00 +01:00
1afd46b880
Refactor bison files using new prologue syntax.
2013-12-28 21:16:47 +01:00
10c4b8a080
Fix compatibility issue with Bison 3.
...
Closes #570
2013-12-28 21:02:15 +01:00
2975072c1b
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
fe24d9bcab
Closes #567 .
2013-12-18 16:44:31 +01:00
0d1fe6899f
allow long_name to be used without specifying a latex name, #478
2013-12-09 17:04:32 +01:00
645b830dc9
preprocessor: allow empty estimated_params_init block
2013-11-21 15:11:57 +01:00
Houtan Bastani
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Michel Juillard
Johannes Pfeifer
Houtan Bastani
ferhat