Houtan Bastani
f0ff0d911b
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
2016-02-26 16:47:17 +01:00
Michel Juillard
1a12a3de0f
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
Houtan Bastani
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
Houtan Bastani
d587a5133f
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
Houtan Bastani
3907462ae9
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
Houtan Bastani
863e13db55
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
Johannes Pfeifer
ce1ebac039
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
Houtan Bastani
6c4f7c0898
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
Houtan Bastani
7cc90013cd
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
Houtan Bastani
73a1ca92c0
preprocessor: posterior_kernel_density option to estimation. #1035
2015-08-25 11:09:08 +02:00
Michel Juillard
203ddeba3d
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
Houtan Bastani
33f2e2077c
preprocessor: add utf-8 tokenizing
2015-08-17 17:09:40 +02:00
Johannes Pfeifer
8c1cd0e8ba
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
Houtan Bastani
7f7e0d5f1a
preprocessor: add one_sided_hp_filter to stoch_simul. #1011
2015-08-03 17:34:34 +02:00
Houtan Bastani
5b4e94149c
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
Houtan Bastani
8af8ee193e
preprocessor: add spectral_density option to stoch_simul. #254
2015-08-03 13:02:17 +02:00
Stéphane Adjemian (Charybdis)
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
Stéphane Adjemian
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
Houtan Bastani
f94c7ab332
preprocessor: add VerbatimStatement class. Closes #953
2015-06-16 12:48:32 +02:00
Johannes Pfeifer
342d479e8b
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
Michel Juillard
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
Michel Juillard
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
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
dc1b9429b1
preprocessor: bug fix for Windows 7 in joint parameters syntax. Closes #855
2015-03-19 15:33:35 +01:00
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
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
Houtan Bastani
4ecbb919d8
remove repetitive none statement introduced in a6009908e44e0ceb3204ba21c245d26eab56c51c
2014-10-13 16:02:37 +02:00
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)
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
Sébastien Villemot
578da1e0bc
Perfect foresight solver now uses a homotopy technique by default.
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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".
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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}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00