02a41ecbbe
Remove all generated m files.
2018-07-04 10:07:24 +02:00
227ac46aa9
Fixed bug related to the parameters in PAC equation.
2018-07-04 10:02:19 +02:00
f248feb839
Fixed function handle name for sum of square residuals.
2018-07-04 09:38:19 +02:00
33d752bad3
Fixed filtering out of non exact matches.
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Patch proposed by Anatole, see:
https://gitlab.com/McModelTeam/McModelProject/issues/76
2018-07-04 08:57:07 +02:00
cb46a2697e
Fix invalid memory write in k-order DLL
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The bug would show at order 3 when the last output argument (derivs) is not
requested (in practice every 3rd order solution without pruning). The DLL would
still attempt to write into it, causing an invalid memory access.
2018-07-02 16:37:46 +02:00
13ce918612
Octave compatibility fixes in graph decomposition
2018-07-02 16:06:11 +02:00
b2c554623f
Various fixes related to the new layout of generated files
2018-06-28 18:14:40 +02:00
d741804bbd
New libboost-filesystem-dev dependency on Debian and derivatives
2018-06-27 17:53:45 +02:00
87bb0c6997
Fix mistake in previous commit w.r.t. steadystate file
2018-06-27 17:15:13 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
f5bf76deb5
fix mex build system for macOS
2018-06-27 15:04:33 +02:00
d68698ffe9
Added example with estimation of the PAC equation by NLS.
2018-06-21 18:53:57 +02:00
b0f4ecd6b9
Update examples for deprecated pac.update.equation() function.
2018-06-21 18:52:06 +02:00
37bd4a1fea
Added routine for estimating a PAC equation by NLS.
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This is not a final version. The routine does not print the estimation result, and does not
compute the variance of the estimator. The routine updates the content of M_.params with the
vector of PAC parameters minimizing the sum of squared residuals.
2018-06-21 18:48:58 +02:00
8d1664898e
Merge remote-tracking branch 'github/master' into ecb-master
2018-06-21 18:48:16 +02:00
45115e1172
Replaced pac.update.equation() by pac.update.expectation().
2018-06-21 18:47:57 +02:00
93bb326cc2
Added routines for dealing with extraction of a single equation from JSON output.
2018-06-21 18:46:38 +02:00
f84a6fefb7
Efficiency changes.
2018-06-19 15:40:17 +02:00
4710e68555
Fixed bug.
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The get_companion_matrix routine was crashing if the model block contained
variables exogenous w.r.t the auxiliary model used for the PAC expectations (in
the trend component model case), before the equations of the auxiliary model.
2018-06-19 14:11:10 +02:00
deec7ca583
Added new example.
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This example allows to test that:
1. the routines are working as expected if the VAR equations are
preceeded by other equations.
2. the simulation algorithm is working if the PAC equation is
augmented by an endogenous variables (exogenous wrt the auxiliary
model model).
2018-06-19 14:05:34 +02:00
5e1c872610
Merge remote-tracking branch 'ecb/master' into ecb-master (fix for JSON output).
2018-06-15 15:02:07 +02:00
1a3c42c251
Updated preprocessor submodule (added missing write method for JSON output).
2018-06-15 14:59:13 +02:00
b0dbc1ec54
Update preprocessor submodule
2018-06-14 17:22:55 +02:00
e3727db6a4
Updated particles submodule.
2018-06-14 11:50:55 +02:00
fc925895d7
Updated cleanup shell script.
2018-06-11 18:24:45 +02:00
701633769d
Removed hack that is not needed anymore.
2018-06-11 18:22:31 +02:00
36f7111c0f
modify get_ar_matrices for change in lag info
2018-06-11 16:18:24 +02:00
c7fe3770df
Merge branch 'master' into ecb-master
2018-06-11 15:35:24 +02:00
f91cc1b0da
submodule update: preprocessor
2018-06-11 15:26:51 +02:00
eacb6eb498
Updated dseries submodule (bug fix).
2018-06-09 18:34:09 +02:00
8270386d0b
Updated dseries submodule.
2018-06-09 18:32:40 +02:00
6607d3907a
disp_identification.m: Account for jweak_pair generally being a matrix
2018-06-09 08:59:43 +02:00
447d4ff561
Allow for non diagonal A0 matrix in Error Correction Models.
2018-06-08 12:17:29 +02:00
0961e606d5
Added new example with non diagonal A0 EC matrix.
2018-06-08 12:12:47 +02:00
1e5fab3881
Fix tests for stack_solve_algo=7
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Completes commit db0cf1b8ea#1616 .
2018-06-08 10:29:53 +02:00
48488e6e87
Merge pull request #1618 from JohannesPfeifer/Identification_message
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Correct display of identification message if parameters are only coll…
2018-06-08 10:16:22 +02:00
6f777f6185
Merge pull request #1619 from JohannesPfeifer/doc
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Correct name in manual
2018-06-08 07:00:37 +02:00
fa363f7e4b
Correct name in manual
2018-06-07 23:15:24 +02:00
f3fec841c0
Merge pull request #1617 from JohannesPfeifer/exo_lead_lag_test
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Add unit tests for perfect foresight simulations with exogenous leads…
2018-06-07 21:25:45 +02:00
db0cf1b8ea
Add unit tests for perfect foresight simulations with exogenous leads and lags
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Closes #1616
2018-06-07 20:46:30 +02:00
b8094a2e84
Correct display of identification message if parameters are only collinear
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Closes #1614
2018-06-07 19:29:24 +02:00
c5b7d57ca1
Updated NEWS for 4.5.5.
2018-06-07 19:05:03 +02:00
ec0f5ad701
fix indexing bug
2018-06-07 18:48:32 +02:00
e9c631de7d
Merge branch 'master' into ecb-master
2018-06-07 18:47:36 +02:00
856fc060a2
submodule update: preprocessor
2018-06-07 17:41:54 +02:00
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
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Complete the fix started in 8913791ff0
2018-06-07 16:14:02 +02:00
33c45ee8b9
Merge pull request #1615 from JohannesPfeifer/options_ident_ar
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identification_analysis.m: make sure that increase in options_.ar is …
2018-06-07 14:43:18 +02:00
09ac7f6249
identification_analysis.m: make sure that increase in options_.ar is passed back via options_ident
2018-06-07 13:17:42 +02:00
8913791ff0
fixes bug for solve_algo = 10 and lags on exogenous variables
2018-06-07 12:21:58 +02:00
b080e5d7b1
Convert the ramst.mod example to new perfect foresight syntax
2018-06-06 16:43:16 +02:00
Stéphane Adjemian(Charybdis)
Sébastien Villemot
Houtan Bastani
Johannes Pfeifer
Sébastien Villemot
Michel Juillard