Stéphane Adjemian (Ryûk)
735bd66d4d
Remove unused output arguments.
2023-12-18 07:48:27 +01:00
Stéphane Adjemian (Argos)
06926e0153
Bug fix (missing semicolon).
2023-10-11 15:47:57 +02:00
Stéphane Adjemian (Argos)
85e9ec7fdc
Fix cherrypicked models without parameters or exogenous variables.
2023-09-28 09:39:18 +02:00
432fd2d1b1
aggregate: Octave compatibility fix
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The textscan() function under Octave does not accept delimiters specified as a
cell array.
2023-09-27 12:27:47 +02:00
43190b001f
Fix typo in commit 647ff5cd20
2023-03-17 18:19:03 +01:00
647ff5cd20
MATLAB compatibility: warning subscripting:noSubscriptsSpecified removed in R2023a
2023-03-17 16:03:37 +01:00
Stéphane Adjemian (Ryûk)
6e0a09f5fa
Add interface to flip endogenous and exogenous variables.
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Calls to change_type can be done in a file named model-inversion-setup.inc in
the current folder. The file is included, between the declaration of the
exogenous variables and the model block, in the aggregate mod file if and only
if the macrovariable InvertModel exists and is equal to True. To invert a model,
the user just has to run the aggregated mod file with -DInvertModel=True on the
command line.
2023-03-16 14:12:21 +01:00
Stéphane Adjemian (Charybdis)
f19ab66bab
Fix precision issue.
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Introduced in patch 8b197bf71c
2022-06-17 16:48:35 +02:00
Stéphane Adjemian (Ryûk)
4e90a47521
Throw an error if some parameters are not initialised.
2022-05-12 10:33:48 +02:00
Stéphane Adjemian (Charybdis)
8b197bf71c
Remove duplicate assignments for parameters.
2022-04-28 12:58:22 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
Stéphane Adjemian (Ryûk)
b297353b06
PAC decomposition between stationary and non-stationary components.
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The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).
TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
2021-12-17 12:17:13 +01:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
47477e152a
Bump minimal Octave version to 6.2.0
2021-03-12 16:21:57 +01:00
3e98918690
aggregate.m: compatibility fix for MATLAB R2014a
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The importdata function returns empty lines on R2014a, while it omits them in
R2020a. Moreover, importdata is not meant to parse arbitrary text file. We thus
replace it by repeated calls to fgetl.
2021-01-29 12:29:39 +01:00
8f07a134a3
OLS + aggregate: compatibility fix for Octave < 6
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unique(…, 'stable') does not exist in Octave 5.
2021-01-15 17:19:38 +01:00
Stéphane Adjemian (Charybdis)
e56a681ce2
Removed debugging code.
2020-02-12 09:44:42 +01:00
Stéphane Adjemian (Charybdis)
87e688011e
Fixed bug in setting blockname equation tag.
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The blockname tag was overwritten (with the name of the LHS endogenous variable).
2020-02-11 19:09:33 +01:00
Stéphane Adjemian (Charybdis)
6406bf97d4
Fixed Windows vs Linux path separator issue.
2020-02-11 19:08:37 +01:00
Stéphane Adjemian (Odysseus)
b00db0e035
Fixed bug (cannot use a reserved keyword as a tag name).
2020-01-29 18:27:29 +01:00
Stéphane Adjemian (Odysseus)
e39c3bad5b
Fixed aggregate if the equation tag name is not available...
...
... Or has special characters. In this cases we use the LHS variable
as a name for the equation.
2020-01-29 11:38:20 +01:00
Stéphane Adjemian (Odysseus)
bb302279ea
Do not add tag for block name if rootfolder is empty.
2020-01-29 09:25:23 +01:00
Stéphane Adjemian (Charybdis)
d4e16b7ffe
Ensure that the equation tag name matches the LHS variable.
2020-01-28 16:40:31 +01:00
Stéphane Adjemian (Charybdis)
dc1b2442db
Added block name to the tags in aggregated models.
2020-01-28 16:40:03 +01:00
Stéphane Adjemian (Charybdis)
32557ce686
Ensure that equations and endogenous variables are unique.
2020-01-28 16:38:15 +01:00
3a33165e8d
Fixed regexpr. Allow parenthesis in expression.
2019-10-02 19:39:27 +02:00
1668d50aaf
Pass preprocessor options to aggregate routine.
2019-10-02 10:41:32 +02:00
2201c4e745
Fixed import of tags on exogenous variables.
2019-10-02 10:41:32 +02:00
4f479bfbe8
Allow diff(-diff(X)) or diff(-log(X)) in the LHS.
2019-10-02 10:41:32 +02:00
fd2cb24911
Allow log(-X) or diff(-X) on the LHS.
2019-10-02 10:41:32 +02:00
84d4f48ada
Fixed typo.
2019-07-19 16:51:50 +02:00
499481e889
Fixed bug.
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aggregate was crashing in the absence of tags on the endogenous or exogenous variables.
2019-07-19 16:51:16 +02:00
426cce8199
Remove endogenous variables potentially remaining in the list of exogenous variables.
2019-07-17 17:52:16 +02:00
317e713b26
Do not print parameters or varexo statements if plist or xlist are empty.
2019-05-04 08:52:51 +02:00
ede5b5e4c0
Ensure that the variable names are unique.
2019-05-03 16:15:54 +02:00
ea68f849d5
Renamed routine.
2019-04-29 23:49:04 +02:00
Stéphane Adjemian (Ryûk)
Sébastien Villemot
Stéphane Adjemian (Charybdis)