dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2019-06-19T15:37:44Zhttps://git.dynare.org/Dynare/dynare/-/issues/1406Add interface for #13722019-06-19T15:37:44ZStéphane Adjemianstepan@adjemian.euAdd interface for #1372@houtanb To identify the needed modifications look at #1372 and the new entries in the reference manual.@houtanb To identify the needed modifications look at #1372 and the new entries in the reference manual.4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/238Add interface for convergence tolerance criterions (and maybe rename internal...2016-06-10T12:47:35ZSébastien VillemotAdd interface for convergence tolerance criterions (and maybe rename internal options)Currently we have 4 options for convergence criterions:
- options_.dynatol.f
- options_.dynatol.x
- options_.solve_tolf
- options_.solve_tolx
The first two are for the deterministic solution, the last two for the steady state.
We shoul...Currently we have 4 options for convergence criterions:
- options_.dynatol.f
- options_.dynatol.x
- options_.solve_tolf
- options_.solve_tolx
The first two are for the deterministic solution, the last two for the steady state.
We should add a preprocessor interface to these options.
Also, it would make sense to rename them for more homogeneity. I suggest the following renaming scheme:
- options_.dynatol.f => options_.simul_tolf
- options_.dynatol.x => options_.simul_tolx
- options_.solve_tolf => options_.steady_tolf
- options_.solve_tolx => options_.steady_tolx
4.5https://git.dynare.org/Dynare/dynare/-/issues/1531Add interface for flexible IRF-generation2022-04-21T19:45:03ZJohannes PfeiferAdd interface for flexible IRF-generationCreate block
```
generate_irfs(options_list);
(groupname1), exo_name1=1, exo_name 2=-0.5;
(groupname2), exo_name1=2, exo_name 3=-0.5;
end;
```
or alternatively (as suggested in #115 )
```
generate_irfs(options_list);
[ name='gr...Create block
```
generate_irfs(options_list);
(groupname1), exo_name1=1, exo_name 2=-0.5;
(groupname2), exo_name1=2, exo_name 3=-0.5;
end;
```
or alternatively (as suggested in #115 )
```
generate_irfs(options_list);
[ name='groupname1' ] exo_name1=1, exo_name 2=-0.5;
[ name='groupname1' ] exo_name1=2, exo_name 3=-0.5;
end;
```
where `options_list` can be (for now)
- `stderr_multiples` translating to `options_.irf_opt.stderr_multiples`
- `diagonal_only` translating to `options_.irf_opt.diagonal_only`
and where each line translates into
1. a cell array `options_.irf_opt.irf_shock_graphtitles` storing the group_name along the rows
2. a column of a matrix `options_.irf_opt.irf_shocks` of size M_.exo_nbr*n_lines where non-specified `var_exo` get a 0 entry.
If no line is provided, leave those fields empty.
The block translates into
1. setting of options_
2. a call to `oo_.irfs=generate_irfs(M_,options_,oo_)`4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1530Add interface for SMM/GMM2019-02-08T08:30:47ZJohannes PfeiferAdd interface for SMM/GMM1. Add commands `gmm_estimation` and `smm_estimation` modelled like `prior_function/posterior_function`-commands. Syntax should be
a. Command `gmm_estimation(options_list) var_list_`
translating to
`[M_,oo_,estim_params_,bayestopt_,da...1. Add commands `gmm_estimation` and `smm_estimation` modelled like `prior_function/posterior_function`-commands. Syntax should be
a. Command `gmm_estimation(options_list) var_list_`
translating to
`[M_,oo_,estim_params_,bayestopt_,dataset_,dataset_info]=GMM_SMM_estimation_core(var_list_,M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info,'GMM');`
where `var_list_` is the list of variables provided.
The command `smm_estimation(options_list)` should lead to the same output, but with the last string being `'SMM' `
2. The options_list should share the following options with `estimation`
- `datafile`
- `silent_optimizer`
- `dirname`
- `xls_sheet`
- `xls_range`
- `nobs`
- `first_obs`
- `loglinear`
- `logdata`
- `nograph`
- `graph_format`
- `mode_file`
- `huge_number`
- `optim`
- `tex`
- `solve_algo`
- `aim_solver`
- `irf`
- `irf_shocks`
- `irf_plot_threshold`
- `qz_zero_threshold`
3. GMM/SMM common options written to different subfields of `options_.smm` or `options_.gmm` (depending on the respective command)
- `order` translating to `options_.gmm.order`
- `centered_moments` translating to `options_.gmm.centeredmoments`
- `verbose` translating to `options_.gmm.verbose`
- `autolag` translating to `options_.gmm.autolag`
- `recursive_order_estimation` translating to `options_.gmm.recursive_estimation`
- `mode_compute` translating to `options_.gmm.mode_compute`
- `newey_west_bandwith` translating to `options_.gmm.qLag`
- `optimal_weighting_matrix` translating to `options_.gmm.optimal_weighting`
- `use_prior` translating to `options_.gmm.use_prior`
4. Additional options for `smm_estimation` only, written to `options_.smm`:
- `simulation_multiple` translating to `options_.smm.simulation_multiple`
- `smm_drop` translating to `options_.smm.drop`
- `seed` translating to `options_.smm.seed`
- `bounded_support` translating to `options_.smm.bounded_support`
5. New options to `estimation`, `stoch_simul`, and `gmm_estimation`/`smm_estimation`
- `analytical_GIRF` translating to `options_.irf_opt.generalized_irf`
- `IRF_in_percent` translating to `options_.irf_opt.percent`
- `EMAS_GIRF` translating to `options_.irf_opt.ergodic_mean_irf`
- `EMAS_drop` translating to `options_.irf_opt.EM.drop`
- `EMAS_tolf_` translating to `options_.irf_opt.EM.tolf`
- `EMAS_max_iter` translating to `options_.irf_opt.EM.iter`4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/940Add interface for TaRB algorithm2019-06-19T15:37:58ZJohannes PfeiferAdd interface for TaRB algorithmIn `estimation` we would need the following options:
1. `use_TaRB` which translates to `options_.TaRB.use_TaRB=1`;
2. `TaRB_mode_compute=integer` resembling `mode_compute` and translating into `options_.TaRB.mode_compute=4`
3. `TaRB_new_...In `estimation` we would need the following options:
1. `use_TaRB` which translates to `options_.TaRB.use_TaRB=1`;
2. `TaRB_mode_compute=integer` resembling `mode_compute` and translating into `options_.TaRB.mode_compute=4`
3. `TaRB_new_block_probability=double` translating into `options_.TaRB.new_block_probability` and checking whether it is between 0 and 1.
4. `TaRB_optim` resembling `optim` and translating into `options_.TaRB.optim_opt`
4.5Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/1359Add interface to load datafile in Matlab's table-format2019-12-03T14:45:18ZJohannes PfeiferAdd interface to load datafile in Matlab's table-formatIn `R2013b`. Matlab introduced a datatype `table` (https://de.mathworks.com/help/matlab/ref/table.html). We should support reading datasets saved in this format. In `R2013b`. Matlab introduced a datatype `table` (https://de.mathworks.com/help/matlab/ref/table.html). We should support reading datasets saved in this format. 4.6Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1686Add interface to set LaTeX-name of optimal_policy_discount_factor2019-12-18T16:46:52ZJohannes PfeiferAdd interface to set LaTeX-name of optimal_policy_discount_factorI would propose an option `planner_discount_latex_name` to `ramsey_model` that takes a string and sets `M_.param_names_tex{strmatch('optimal_policy_discount_factor',M_.param_names,'exact')}` as well as the internal field in the preproces...I would propose an option `planner_discount_latex_name` to `ramsey_model` that takes a string and sets `M_.param_names_tex{strmatch('optimal_policy_discount_factor',M_.param_names,'exact')}` as well as the internal field in the preprocessor output used for the `write_latex_*` commands. Unfortunately, this needs to be a LaTeX string that can contain a backslash. If the parser cannot easily handle this, we should not implement it.4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/436Add length() operator to macroprocessor2019-06-19T15:38:18ZSébastien VillemotAdd length() operator to macroprocessorThe operator would return the length of an array. Useful for loops where you want to iterate over the array index rather than the array element.
The operator would return the length of an array. Useful for loops where you want to iterate over the array index rather than the array element.
4.4Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/24Add Markov-Switching2013-02-21T15:08:58ZSébastien VillemotAdd Markov-SwitchingFor DSGE-net.
For DSGE-net.
4.3https://git.dynare.org/Dynare/dynare/-/issues/1596add maximum lag info by variable2021-08-17T10:56:46ZHoutan Bastaniadd maximum lag info by variable```
M_.maximum_endo_lag_by_var = [ ... ];
M_.maximum_exo_lag_by_var = [ ... ];
```
Where the vectors are the length of `M_.orig_endo_nbr````
M_.maximum_endo_lag_by_var = [ ... ];
M_.maximum_exo_lag_by_var = [ ... ];
```
Where the vectors are the length of `M_.orig_endo_nbr`https://git.dynare.org/Dynare/dynare/-/issues/1754Add model_info for non-block models2021-09-15T16:36:15ZJohannes PfeiferAdd model_info for non-block modelsSee https://forum.dynare.org/t/perfect-foresight-model-what-variables-predetermined-and-forward-looking/17028/2 for a starting point. The main issue is auxiliary variablesSee https://forum.dynare.org/t/perfect-foresight-model-what-variables-predetermined-and-forward-looking/17028/2 for a starting point. The main issue is auxiliary variables5.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/318Add more information about auxiliary variables to M_.aux_vars2015-07-23T14:15:41ZJohannes PfeiferAdd more information about auxiliary variables to M_.aux_varsFor auxiliary variables, the Dynare preprocessor appends the new equations after the ones provided by the user. Currently, the easiest way to see what they contain is to use the `write_latex_{static,dynamic}_model' commands. This will al...For auxiliary variables, the Dynare preprocessor appends the new equations after the ones provided by the user. Currently, the easiest way to see what they contain is to use the `write_latex_{static,dynamic}_model' commands. This will also reveal the match between auxiliary variables and what they replace. But accessing this information is rather cumbersome.
I would suggest to add the string of the substituted variable (which can already be written to TeX-code) as a field in M_.aux_vars, which together with the type stored there should be sufficient for full identification.
This would also allow for better dealing with lead variables, because an auxiliary variable can correspond to a more complex expression like E_t(x_{t+2}*y_{t+2}), which can only be replaced by a single variable (because of the expectancy operator).
https://git.dynare.org/Dynare/dynare/-/issues/51Add new command to create dynamic model file with given options, when there i...2016-06-10T13:12:43ZSébastien VillemotAdd new command to create dynamic model file with given options, when there is no simul/stoch_simul...https://git.dynare.org/Dynare/dynare/-/issues/946Add new preprocessor option minimal_workspace2019-06-19T15:37:58ZJohannes PfeiferAdd new preprocessor option minimal_workspaceMatlab has a limit on the number of variables allowed in the workspace. To prevent problems with this limit, introduce new preprocessor option `minimal_workspace` that when used, suppresses writing the parameters to a variable with their...Matlab has a limit on the number of variables allowed in the workspace. To prevent problems with this limit, introduce new preprocessor option `minimal_workspace` that when used, suppresses writing the parameters to a variable with their name in the workspace. That is, instead of
```
M_.params( 1 ) = 0.999;
beta = M_.params( 1 );
```
only write
`M_.params( 1 ) = 0.999;`
Also set `options_.minimal_workspace` to 1 (default: 0) so that we can suppress the call to `dyn2vec` in stoch_simul to prevent duplicating simulated variables in the workspace. See the email of Stéphane from 26/05/15
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/193add new sensitivity options2013-02-21T15:00:43ZSébastien Villemotadd new sensitivity optionspvalue_ks (default 0.001) threshold pvalue for significant Kolmogorov
Smirnov test (i.e. plot parameters with pvalue<pvalue_ks)
pvalue_corr (default 0.001) threshold pvalue for significant correlation in filtered samples (i.e. plot biv...pvalue_ks (default 0.001) threshold pvalue for significant Kolmogorov
Smirnov test (i.e. plot parameters with pvalue<pvalue_ks)
pvalue_corr (default 0.001) threshold pvalue for significant correlation in filtered samples (i.e. plot bivariate samples when pvalue<pvalue_corr)
4.3https://git.dynare.org/Dynare/dynare/-/issues/1527Add Occbin2019-06-19T15:37:42ZJohannes PfeiferAdd Occbinhttps://git.dynare.org/Dynare/dynare/-/issues/1012Add one-sided HP filter2019-06-19T15:37:56ZJohannes PfeiferAdd one-sided HP filter#1011 already implemented the interface. Before adding the function, we need to decide whether to simply add it as a function that operates on regular double data like the `sample_hp_filter` or whether we want to make it a function on ds...#1011 already implemented the interface. Before adding the function, we need to decide whether to simply add it as a function that operates on regular double data like the `sample_hp_filter` or whether we want to make it a function on dseries objects as the `baxter_king_filter.m` of the dseries submodule.
https://git.dynare.org/Dynare/dynare/-/issues/336Add option for easy selection of all endogeneous variables and all observable...2014-02-04T13:49:11ZJohannes PfeiferAdd option for easy selection of all endogeneous variables and all observables to estimation.See http://www.dynare.org/phpBB3/viewtopic.php?f=2&t=2026&start=0
See http://www.dynare.org/phpBB3/viewtopic.php?f=2&t=2026&start=0
https://git.dynare.org/Dynare/dynare/-/issues/779add option opt_algo to osr2019-06-19T15:38:04ZHoutan Bastaniadd option opt_algo to osrIt generally allows integer inputs for a case distinction and also takes a “function_name” string for user-provided files.
It generally allows integer inputs for a case distinction and also takes a “function_name” string for user-provided files.
4.5Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/104Add option pruning2013-02-21T15:06:42ZSébastien VillemotAdd option pruningAdd option pruning in stoch_simul for second order simulations. The preprocessor should set options_.pruning equal to one if pruning option is used. The preprocessor should issue a warning if pruning and k_order_solver are used simultane...Add option pruning in stoch_simul for second order simulations. The preprocessor should set options_.pruning equal to one if pruning option is used. The preprocessor should issue a warning if pruning and k_order_solver are used simultaneously (pruning is not available in dynare_simul_).
4.2