... | ... | @@ -33,7 +33,7 @@ Dynare 6 |
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- New `model_replace` block to replace equations. (preprocessor@1f004584e9c8b2ea5fbda6dd5413b516ce956679)
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- New `var_remove` command to remove variables. (or parameters) (preprocessor@342c4faf8d95169b7391507e703c88d76b38a243)
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- New `var_remove` command to remove variables (or parameters). (preprocessor@342c4faf8d95169b7391507e703c88d76b38a243)
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- New `estimated_params_remove` block to remove estimated parameters. (preprocessor@5ffbc5bad31c306f561d673cde36d460cb5906c1)
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... | ... | @@ -47,11 +47,11 @@ Dynare 6 |
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- Estimation
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- A truncated normal distribution can now be specified as a prior, using the 3rd and 4th parameters of the `estimated_params` block as the bounds (!2161)
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- A truncated normal distribution can now be specified as a prior, using the 3rd and 4th parameters of the `estimated_params` block as the bounds. (!2161)
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- New `conditional_likelihood` option to the `estimation` command. When the option is set, instead of using the Kalman filter to evaluate the likelihood, Dynare will evaluate the conditional likelihood based on the first-order reduced form of the model by assuming that the initial state vector is at its steady state. (b7693c32, f7694208)
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- New `additional_optimizer_steps` option to the `estimation` command to trigger the sequential execution of several optimizers when looking for the posterior mode (!2178)
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- New `additional_optimizer_steps` option to the `estimation` command to trigger the sequential execution of several optimizers when looking for the posterior mode. (!2178)
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- The `generate_trace_plots` command now allows comparing multiple chains. (baf8243f)
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... | ... | @@ -63,9 +63,9 @@ Dynare 6 |
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- New `mh_init_scale_factor` option to the `estimation` command tor govern the overdispersion of the starting draws when initializing several Monte Carlo Markov Chains. This option supersedes the `mh_init_scale` option, which is now deprecated. (!2041)
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- Steady-state computation
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- Steady state computation
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- Steady-state computation now accounts for occasionally-binding constraints of mixed-complementarity problems (as defined by `mcp` tags). (!1877)
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- Steady state computation now accounts for occasionally-binding constraints of mixed-complementarity problems (as defined by `mcp` tags). (!1877)
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- New `tolx` option to the `steady` command for governing the termination based on the step tolerance. (preprocessor!60)
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... | ... | @@ -73,18 +73,17 @@ Dynare 6 |
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- New option `from_initval_to_endval` option to the `homotopy_setup` block, for easily computing homotopy from initial to terminal steady state (when the former is already computed). (2e3fbfc0408a360dd169c927a5ea38c89f6ff95c)
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- New `non_zero` option to `resid` command to restrict display to non-zero residuals (preprocessor@9db21a231c5ab8f8aa26680ffecf3abfcf45bfab, 3d7299c1e490a6813de2b2cb450b738b4c7acdf9)
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- New `non_zero` option to `resid` command to restrict display to non-zero residuals. (preprocessor@9db21a231c5ab8f8aa26680ffecf3abfcf45bfab, 3d7299c1e490a6813de2b2cb450b738b4c7acdf9)
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- Perfect foresight
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- Significant performance improvement of the `stack_solve_algo=1` option to the `perfect_foresight_solver` command (Laffargue-Boucekkine-Juillard algorithm) when used in conjunction with options `block` and/or `bytecode` of the `model` block (17b016d983be260aa09926809d1f3465307c58e2, be648d350b162152e999b8ffad830dce6b373190, 77a7d5c3dec67b6d9943fc23c11afbb1d0cfd431)
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- Significant performance improvement of the `stack_solve_algo=1` option to the `perfect_foresight_solver` command (Laffargue-Boucekkine-Juillard algorithm) when used in conjunction with options `block` and/or `bytecode` of the `model` block. (17b016d983be260aa09926809d1f3465307c58e2, be648d350b162152e999b8ffad830dce6b373190, 77a7d5c3dec67b6d9943fc23c11afbb1d0cfd431)
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- New `relative_to_initval` option to the `mshocks` block, to use the initial steady state as a basis for the multiplication when there is an `endval` block (5145bd0708697230c7adeb23c8a0dabf37f4cb3f)
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- New `relative_to_initval` option to the `mshocks` block, to use the initial steady state as a basis for the multiplication when there is an `endval` block. (5145bd0708697230c7adeb23c8a0dabf37f4cb3f)
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- New `static_mfs` option to the `model` block (and to the `model_options` command), for controlling the minimum feedback set computation for the static model. It defaults to `0` (corresponding to the behavior in Dynare version 5).
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- Various improvements to homotopy:
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- Various improvements to homotopy
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- New `endval_steady` option to the `perfect_foresight_setup` command for computing the terminal steady state at the same time as the transitory dynamics (and new options `steady_solve_algo`, `steady_tolf`, `steady_tolx`, `steady_maxit` and `steady_markowitz` for controlling the steady state nonlinear solver). (d5a3a8e16af56af23c8eb27a693b2e67579bfde0)
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... | ... | @@ -118,7 +117,6 @@ Dynare 6 |
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- Performance improvement to `solve_algo=12` and `solve_algo=14`, which significantly accelerates the simulation of purely backward, forward and static models with the `perfect_foresight_solver` command and the routines for semi-structural models.
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- dseries classes
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- The `remove` and `remove_` methods now accept a list of variables (they would previously only accept a single variable). (dseries@b7ca9c3e, c02e5505)
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... | ... | @@ -127,7 +125,7 @@ Dynare 6 |
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- Misc
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- New `display_parameter_values` command to print the parameter values in the command window. (!2268).
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- New `display_parameter_values` command to print the parameter values in the command window. (!2268)
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- New `collapse_figures_in_tabgroup` command to dock all figures. (!2263)
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... | ... | @@ -135,9 +133,9 @@ Dynare 6 |
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- New mathematical primitives available: complementary error function (`erfc`), hyperbolic functions (`cosh`, `sinh`, `tanh`, `acosh`, `asinh`, `atanh`). (preprocessor#85, preprocessor@c0ea8d72038cd6c57e48aca26d2d29866848ae0a)
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- New `last_simulation_period` option to the `initval_file` command. (see #1838, f5f47cd834049bd5111f23622fb2c68d0e6a619b, preprocessor@ddddf89d9cd8771bb80beb5c44efe53f4734b41f)
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- New `last_simulation_period` option to the `initval_file` command. (#1838, f5f47cd834049bd5111f23622fb2c68d0e6a619b, preprocessor@ddddf89d9cd8771bb80beb5c44efe53f4734b41f)
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- The `calib_smoother` command now accepts the `nobs` and `heteroskedastic_filter` options. (see !2110)
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- The `calib_smoother` command now accepts the `nobs` and `heteroskedastic_filter` options. (!2110)
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- Under the MATLAB Desktop, autocompletion is now available for the `dynare` command and other CLI commands (thanks to Eduard Benet Cerda from MathWorks). (36a2a41e357780d468582c78c4cbb738c5bb4b26)
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... | ... | @@ -177,7 +175,7 @@ Dynare 6 |
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- :warning: A macro-processor variable defined without a value (such as `@#define var` in the `.mod` file or alternatively `-Dvar` on the `dynare` command line) is now assigned the `true` logical value (it was previously assigned `1`). (preprocessor#43)
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- :warning: The `parallel_slave_open_mode` option of the `dynare` command has been renamed `parallel_follower_open_mode` (preprocessor#86, !1976)
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- :warning: The `parallel_slave_open_mode` option of the `dynare` command has been renamed `parallel_follower_open_mode`. (preprocessor#86, !1976)
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- :warning: The `static` option of the `model_info` command is now deprecated and is replaced by the `block_static` option. (45450651 and preprocessor@2fd06811)
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