... | @@ -14,7 +14,7 @@ Dynare 4.6-unstable |
... | @@ -14,7 +14,7 @@ Dynare 4.6-unstable |
|
- improved printing and storage (same folder) of results
|
|
- improved printing and storage (same folder) of results
|
|
- fixed numerical derivatives
|
|
- fixed numerical derivatives
|
|
- fixed functionality when there is correlation of shocks or one wants to consider corr parameters for both analytical as well as numerical derivatives
|
|
- fixed functionality when there is correlation of shocks or one wants to consider corr parameters for both analytical as well as numerical derivatives
|
|
- Reference: [MR #1648](https://git.dynare.org/Dynare/dynare/merge_requests/1648)
|
|
- Reference: !1648
|
|
|
|
|
|
- Improvements to option `use_dll`:
|
|
- Improvements to option `use_dll`:
|
|
|
|
|
... | @@ -29,7 +29,7 @@ Dynare 4.6-unstable |
... | @@ -29,7 +29,7 @@ Dynare 4.6-unstable |
|
|
|
|
|
- Added the possibility to declare Dynare command options in the mod file.
|
|
- Added the possibility to declare Dynare command options in the mod file.
|
|
|
|
|
|
- Discretionary policy returns a more informative error message when the objective has nonzero derivatives with respect to some variables. [(MR #1468)](https://git.dynare.org/Dynare/dynare/merge_requests/1468)
|
|
- Discretionary policy returns a more informative error message when the objective has nonzero derivatives with respect to some variables. (!1468)
|
|
|
|
|
|
- `write_latex_static_model` and `write_latex_original_model` now support the `write_equation_tags`-option (#1431)
|
|
- `write_latex_static_model` and `write_latex_original_model` now support the `write_equation_tags`-option (#1431)
|
|
|
|
|
... | @@ -49,13 +49,13 @@ Dynare 4.6-unstable |
... | @@ -49,13 +49,13 @@ Dynare 4.6-unstable |
|
|
|
|
|
- New macro directives `@#echomacrovars` and `@#echomacrovars(save)` (#1564)
|
|
- New macro directives `@#echomacrovars` and `@#echomacrovars(save)` (#1564)
|
|
|
|
|
|
- The `dynare_sensitivity`-command now accepts the `diffuse_filter`-option ([MR #1562](https://git.dynare.org/Dynare/dynare/merge_requests/1562))
|
|
- The `dynare_sensitivity`-command now accepts the `diffuse_filter`-option (!1562)
|
|
|
|
|
|
- New dynare option `noemptylinemacro` (#1551)
|
|
- New dynare option `noemptylinemacro` (#1551)
|
|
|
|
|
|
- Added debugging info on NaN and Inf parameters ([MR #1538](https://git.dynare.org/Dynare/dynare/merge_requests/1538))
|
|
- Added debugging info on NaN and Inf parameters (!1538)
|
|
|
|
|
|
- Added `fast_realtime` option to real time shock decomposition (deactivated by default, runs the smoother only twice: once for the last in-sample and once for the last out-of-sample data point) ([MR #1563](https://git.dynare.org/Dynare/dynare/merge_requests/1563)) and ([MR #1552](https://git.dynare.org/Dynare/dynare/merge_requests/1552))
|
|
- Added `fast_realtime` option to real time shock decomposition (deactivated by default, runs the smoother only twice: once for the last in-sample and once for the last out-of-sample data point) (!1563) and (!1552)
|
|
|
|
|
|
- New syntax to declare model variables in the `model` block (#1386)
|
|
- New syntax to declare model variables in the `model` block (#1386)
|
|
|
|
|
... | @@ -76,7 +76,7 @@ Dynare 4.5 |
... | @@ -76,7 +76,7 @@ Dynare 4.5 |
|
foresight model and for estimation,
|
|
foresight model and for estimation,
|
|
|
|
|
|
+ `ramsey_policy` accepts multipliers in its variable list and
|
|
+ `ramsey_policy` accepts multipliers in its variable list and
|
|
displays results for them [(#1355)](https://github.com/DynareTeam/dynare/issues/1355).
|
|
displays results for them (#1355).
|
|
|
|
|
|
|
|
|
|
- Perfect foresight models
|
|
- Perfect foresight models
|
... | @@ -133,10 +133,10 @@ Dynare 4.5 |
... | @@ -133,10 +133,10 @@ Dynare 4.5 |
|
- Forecasts and Smoothing
|
|
- Forecasts and Smoothing
|
|
|
|
|
|
+ The smoother and forecasts take uncertainty about trends and means
|
|
+ The smoother and forecasts take uncertainty about trends and means
|
|
into account [(#679)](https://github.com/DynareTeam/dynare/issues/679),
|
|
into account (#679),
|
|
|
|
|
|
+ Forecasts accounting for measurement error are now saved in fields
|
|
+ Forecasts accounting for measurement error are now saved in fields
|
|
of the form `HPDinf_ME` and `HPDsup_ME` [(#853)](https://github.com/DynareTeam/dynare/issues/853),
|
|
of the form `HPDinf_ME` and `HPDsup_ME` (#853),
|
|
|
|
|
|
+ New fields `oo_.Smoother.Trend` and `oo_.Smoother.Constant` that
|
|
+ New fields `oo_.Smoother.Trend` and `oo_.Smoother.Constant` that
|
|
save the trend and constant parts of the smoothed variables,
|
|
save the trend and constant parts of the smoothed variables,
|
... | @@ -154,14 +154,14 @@ Dynare 4.5 |
... | @@ -154,14 +154,14 @@ Dynare 4.5 |
|
- Estimation
|
|
- Estimation
|
|
|
|
|
|
+ New options: `logdata`, `consider_all_endogenous`,
|
|
+ New options: `logdata`, `consider_all_endogenous`,
|
|
`consider_only_observed`, `posterior_max_subsample_draws` [(#567)](https://github.com/DynareTeam/dynare/issues/567),
|
|
`consider_only_observed`, `posterior_max_subsample_draws` (#567),
|
|
`mh_conf_sig` [(#598)](https://github.com/DynareTeam/dynare/issues/597), `diffuse_kalman_tol` [(#865)](https://github.com/DynareTeam/dynare/issues/865), `dirname` [(#910)](https://github.com/DynareTeam/dynare/issues/910), `nodecomposition`
|
|
`mh_conf_sig` (#598), `diffuse_kalman_tol` (!865), `dirname` (#910), `nodecomposition`
|
|
|
|
|
|
+ `load_mh_file` and `mh_recover` now try to load chain's proposal density [(#1230)](https://github.com/DynareTeam/dynare/issues/1230),
|
|
+ `load_mh_file` and `mh_recover` now try to load chain's proposal density (!1230),
|
|
|
|
|
|
+ New option `load_results_after_load_mh` that allows loading some
|
|
+ New option `load_results_after_load_mh` that allows loading some
|
|
posterior results from a previous run if no new MCMC draws are
|
|
posterior results from a previous run if no new MCMC draws are
|
|
added [(#1352)](https://github.com/DynareTeam/dynare/issues/1352),
|
|
added (!1352),
|
|
|
|
|
|
+ New option `posterior_nograph` that suppresses the generation of
|
|
+ New option `posterior_nograph` that suppresses the generation of
|
|
graphs associated with Bayesian IRFs, posterior smoothed objects,
|
|
graphs associated with Bayesian IRFs, posterior smoothed objects,
|
... | @@ -182,11 +182,11 @@ Dynare 4.5 |
... | @@ -182,11 +182,11 @@ Dynare 4.5 |
|
+ The `trace_plot` command can now plot the posterior density,
|
|
+ The `trace_plot` command can now plot the posterior density,
|
|
|
|
|
|
+ New command `generate_trace_plots` allows generating all trace
|
|
+ New command `generate_trace_plots` allows generating all trace
|
|
plots for one chain [(#1239)](https://github.com/DynareTeam/dynare/issues/1239),
|
|
plots for one chain (!1239),
|
|
|
|
|
|
+ New commands `prior_function` and `posterior_function` that
|
|
+ New commands `prior_function` and `posterior_function` that
|
|
execute a user-defined function on parameter draws from the
|
|
execute a user-defined function on parameter draws from the
|
|
prior/posterior distribution [(#871)](https://github.com/DynareTeam/dynare/issues/871),
|
|
prior/posterior distribution (!871),
|
|
|
|
|
|
+ New option `huge_number` for replacement of infinite bounds with
|
|
+ New option `huge_number` for replacement of infinite bounds with
|
|
large number during `mode_compute`,
|
|
large number during `mode_compute`,
|
... | @@ -201,7 +201,7 @@ Dynare 4.5 |
... | @@ -201,7 +201,7 @@ Dynare 4.5 |
|
+ New option `posterior_sampler_options` that allow controlling the
|
|
+ New option `posterior_sampler_options` that allow controlling the
|
|
options of the `posterior_sampling_method`; its `scale_file`-option
|
|
options of the `posterior_sampling_method`; its `scale_file`-option
|
|
pair allows loading the `_mh_scale.mat`-file storing the tuned
|
|
pair allows loading the `_mh_scale.mat`-file storing the tuned
|
|
scale factor from a previous run of `mode_compute=6` [(#1223)](https://github.com/DynareTeam/dynare/issues/1223),
|
|
scale factor from a previous run of `mode_compute=6` (!1223),
|
|
|
|
|
|
+ New option `raftery_lewis_diagnostics` that computes Raftery/Lewis
|
|
+ New option `raftery_lewis_diagnostics` that computes Raftery/Lewis
|
|
(1992) convergence diagnostics,
|
|
(1992) convergence diagnostics,
|
... | @@ -213,7 +213,7 @@ Dynare 4.5 |
... | @@ -213,7 +213,7 @@ Dynare 4.5 |
|
`oo_.dsge_var`,
|
|
`oo_.dsge_var`,
|
|
|
|
|
|
+ New option `smoothed_state_uncertainty` to provide the uncertainty
|
|
+ New option `smoothed_state_uncertainty` to provide the uncertainty
|
|
estimate for the smoothed state estimate from the Kalman smoother [(#1324)](https://github.com/DynareTeam/dynare/issues/1324),
|
|
estimate for the smoothed state estimate from the Kalman smoother (!1324),
|
|
|
|
|
|
+ New prior density: generalized Weibull distribution,
|
|
+ New prior density: generalized Weibull distribution,
|
|
|
|
|
... | @@ -352,7 +352,7 @@ Dynare 4.5 |
... | @@ -352,7 +352,7 @@ Dynare 4.5 |
|
the preprocessor,
|
|
the preprocessor,
|
|
|
|
|
|
+ New command line option `mingw` to support the MinGW-w64 C/C++
|
|
+ New command line option `mingw` to support the MinGW-w64 C/C++
|
|
Compiler from TDM-GCC for `use_dll` [(#1226)](https://github.com/DynareTeam/dynare/issues/1226).
|
|
Compiler from TDM-GCC for `use_dll` (#1226).
|
|
|
|
|
|
|
|
|
|
- dates/dseries/reporting classes
|
|
- dates/dseries/reporting classes
|
... | @@ -389,7 +389,7 @@ Dynare 4.5 |
... | @@ -389,7 +389,7 @@ Dynare 4.5 |
|
|
|
|
|
+ New option `write_equation_tags` to `write_latex_dynamic_model`
|
|
+ New option `write_equation_tags` to `write_latex_dynamic_model`
|
|
that allows printing the specified equation tags to the generate
|
|
that allows printing the specified equation tags to the generate
|
|
LaTeX code [(#477)](https://github.com/DynareTeam/dynare/issues/477),
|
|
LaTeX code (#477),
|
|
|
|
|
|
+ New command `write_latex_parameter_table` that writes the names and
|
|
+ New command `write_latex_parameter_table` that writes the names and
|
|
values of model parameters to a LaTeX table,
|
|
values of model parameters to a LaTeX table,
|
... | @@ -414,11 +414,11 @@ Dynare 4.5 |
... | @@ -414,11 +414,11 @@ Dynare 4.5 |
|
whether the model is truly linear,
|
|
whether the model is truly linear,
|
|
|
|
|
|
+ `usedll`: the `msvc` option now supports `normcdf`, `acosh`,
|
|
+ `usedll`: the `msvc` option now supports `normcdf`, `acosh`,
|
|
`asinh`, and `atanh` [(#1259)](https://github.com/DynareTeam/dynare/issues/1259),
|
|
`asinh`, and `atanh` (#1259),
|
|
|
|
|
|
+ New parallel option `NumberOfThreadsPerJob` for Windows nodes that
|
|
+ New parallel option `NumberOfThreadsPerJob` for Windows nodes that
|
|
sets the number of threads assigned to each remote MATLAB/Octave
|
|
sets the number of threads assigned to each remote MATLAB/Octave
|
|
run [(#1357)](https://github.com/DynareTeam/dynare/issues/1357),
|
|
run (!1357),
|
|
|
|
|
|
+ Improved numerical performance of `schur_statespace_transformation` for very large models,
|
|
+ Improved numerical performance of `schur_statespace_transformation` for very large models,
|
|
|
|
|
... | | ... | |