Houtan Bastani
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030737b9c0
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sur: fix input checks
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2019-02-25 14:23:48 +01:00 |
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Houtan Bastani
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4399972a2d
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sur: add noniterative option
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2019-02-25 14:23:48 +01:00 |
Stéphane Adjemian (Charybdis)
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0af3068569
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Handle situations where a PAC model is used in more than one equation.
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2019-02-22 17:58:24 +01:00 |
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Stéphane Adjemian (Charybdis)
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4943bf5fd1
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Updated integration tests fro trend component models.
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2019-02-21 12:52:12 +01:00 |
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Stéphane Adjemian (Charybdis)
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dfb62e4ebc
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Fixed models with fewer targets than EC equations.
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2019-02-21 12:52:12 +01:00 |
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Stéphane Adjemian (Charybdis)
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c96f55309d
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Fixed typo.
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2019-02-21 12:52:12 +01:00 |
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Stéphane Adjemian (Charybdis)
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6e7a2e2c20
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Fixed ordering of the targets.
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2019-02-21 12:52:12 +01:00 |
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Houtan Bastani
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a7165e2c12
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fix tests
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2019-02-19 12:34:30 +01:00 |
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Houtan Bastani
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eb52cc9953
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preprocessor: submodule update
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2019-02-14 17:41:07 +01:00 |
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Houtan Bastani
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8f1aef3f57
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get_companion_matrix: evalin base not necessary
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2019-02-14 12:19:34 +01:00 |
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Houtan Bastani
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b92b342c7b
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sur, pooled_fgls: user inv(chol()) instead of chol(inv())
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2019-02-14 10:55:08 +01:00 |
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Houtan Bastani
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db8638ec97
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pooled_fgls: use iterative method and fix bug in M_.Sigma_e
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2019-02-13 15:57:06 +01:00 |
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Houtan Bastani
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9391a770b1
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sur: fix bug in setting M_.Sigma_e entries
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2019-02-13 15:57:06 +01:00 |
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Houtan Bastani
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29c3a86c81
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sur: move to iterative method
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2019-02-13 15:57:06 +01:00 |
Stéphane Adjemia (Scylla)
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3e3f8fbfbc
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Cosmetic changes.
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2019-02-13 15:19:19 +01:00 |
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Stéphane Adjemia (Scylla)
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468d0f5ae5
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Added integration test (IRFs of backward models).
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2019-02-13 15:19:18 +01:00 |
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Stéphane Adjemia (Scylla)
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3cfd588d3f
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Allow initialization with histval block.
[skip ci]
(cherry picked from commit e9688560f6)
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2019-02-13 15:19:18 +01:00 |
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Stéphane Adjemia (Scylla)
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beb7d42d74
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Initialize IRFs with histval (second approach).
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2019-02-13 15:19:18 +01:00 |
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Houtan Bastani
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98591af846
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sur: update M_.Sigma_e using estimated parameters
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2019-02-12 19:57:44 +01:00 |
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Houtan Bastani
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a110896483
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Revert "sur: fix bug with M_.Sigma_e"
This reverts commit 9c76b1da51.
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2019-02-12 19:07:55 +01:00 |
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Houtan Bastani
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fe4fb7df2d
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sur: modify error message
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2019-02-12 17:03:11 +01:00 |
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Houtan Bastani
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91d99fe645
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if find returns empty this ended in a syntax error
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2019-02-12 16:59:23 +01:00 |
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Houtan Bastani
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9c76b1da51
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sur: fix bug with M_.Sigma_e
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2019-02-12 16:55:20 +01:00 |
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Houtan Bastani
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874ba9a641
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put_in_sur_form: simplify function and make robust to potential future changes in dseries
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2019-02-11 16:36:25 +01:00 |
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Houtan Bastani
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a3867a0b34
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put_in_sur_form: fix bug in cross equation restriction
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2019-02-11 16:32:04 +01:00 |
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Houtan Bastani
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ac171747cd
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sur: clean up error messages
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2019-02-11 15:23:36 +01:00 |
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Houtan Bastani
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c8d04e93b9
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sur: fix bug in lhssub when param_names was specified and simplify code
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2019-02-11 15:17:10 +01:00 |
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Houtan Bastani
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0352e9025a
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ols style parsing: allow division in node to be subtracted from LHS
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2019-02-06 12:34:13 +01:00 |
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Houtan Bastani
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106976e6d5
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print info about node on error
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2019-02-06 12:16:27 +01:00 |
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Houtan Bastani
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f9239d5347
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remove unnecessary conversion to string
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2019-02-06 12:14:07 +01:00 |
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Houtan Bastani
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de573890b7
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fix bug in handling unary minus node as uminus is not a valid dseries operation
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2019-02-05 19:52:12 +01:00 |
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Houtan Bastani
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8fdf805f1f
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handle case when node is not passed to error function
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2019-02-05 19:36:11 +01:00 |
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Houtan Bastani
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fd09ba1fca
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ols_style parsing: remove regressors that are equal to zero
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2019-02-05 16:38:25 +01:00 |
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Houtan Bastani
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553f1d3068
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fix bug: line argument was being ignored
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2019-02-01 17:05:10 +01:00 |
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Houtan Bastani
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b2fcd86c35
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print parts of model where there are evaluation errors
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2019-02-01 17:05:10 +01:00 |
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Houtan Bastani
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c36db13bee
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dseries: submodule update
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2019-02-01 16:25:52 +01:00 |
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Houtan Bastani
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eace56ce49
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use switch statement instead of eval
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2019-02-01 14:28:27 +01:00 |
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Houtan Bastani
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8ddcccf18e
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ols-style parsing: modify parsing to accommodate a larger set of expressions
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2019-02-01 14:25:35 +01:00 |
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Houtan Bastani
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c9423fe3ab
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ols parsing: fix bug in check
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2019-02-01 13:21:59 +01:00 |
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Houtan Bastani
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ff2ca5fc17
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remove unnecessary function
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2019-02-01 12:04:46 +01:00 |
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Houtan Bastani
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f4b8735431
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pooled_ols: only save certain variables oo_ structure when passing back to pooled_fgls
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2019-02-01 11:50:01 +01:00 |
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Houtan Bastani
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0121e709fe
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pooled_ols/pooled_fgls: fix bug in call to function
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2019-02-01 11:45:16 +01:00 |
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Houtan Bastani
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e758d5bdc9
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ols parsing: fix bug: node value is not stored as string in AST
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2019-02-01 11:37:41 +01:00 |
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Houtan Bastani
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1f3e027a09
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fix typo
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2019-02-01 11:12:25 +01:00 |
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Houtan Bastani
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85e903ef90
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tabs instead of spaces in Makefile.am
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2019-01-30 16:29:21 +01:00 |
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Houtan Bastani
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20256b5be9
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test zero equations in SUR
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2019-01-30 16:29:11 +01:00 |
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Houtan Bastani
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4c64b9108a
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Revert "Revert "handle constant equations in preprocessor""
This reverts commit 850d1dcc95.
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2019-01-30 12:29:33 +01:00 |
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Houtan Bastani
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c544f4a02c
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small improvement
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2019-01-30 12:29:08 +01:00 |
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Houtan Bastani
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850d1dcc95
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Revert "handle constant equations in preprocessor"
This reverts commit bcce997112.
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2019-01-29 00:38:01 +01:00 |
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Houtan Bastani
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bcce997112
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handle constant equations in preprocessor
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2019-01-28 17:56:10 +01:00 |
