Stéphane Adjemian (Scylla)
0b82874268
Adapted madataset routine for Gsa.
2014-06-25 11:34:39 +02:00
Stéphane Adjemian (Scylla)
b11f6e2505
Adapted code for dsge-var models.
2014-06-23 10:55:08 +02:00
Stéphane Adjemian (Scylla)
f5c2027e18
Do not impose the equality between the initial period as defined by the set_time command and the date of the initial observation defined in the datafile or dseries object.
2014-06-19 18:02:31 +02:00
Stéphane Adjemian (Charybdis)
4f02e58010
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
Stéphane Adjemian (Charybdis)
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
Stéphane Adjemian (Charybdis)
4f5ab5a236
Changed logic in dates class constructor.
2014-06-15 19:15:30 +02:00
Stéphane Adjemian (Charybdis)
558c818cca
Changed logic in isfreq routine.
2014-06-13 16:32:25 +02:00
Stéphane Adjemian (Charybdis)
e41e8effdf
Modified isdate behaviour (an integer scalar is interpreted as a year).
2014-06-13 10:10:17 +02:00
Stéphane Adjemian (Charybdis)
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
Stéphane Adjemian (Charybdis)
08ea66057c
Automagically increase the number of observations in the assigned variable if needed.
...
So that the following is possible
y = dseries([0],'1990Q1','y');
e = dseries(randn(1000,1),'1990Q1','e');
from 1990Q2 to 2239Q4 do y(t) = .5*y(t-1) + e(t) - .5*e(t-1)*y(t-1) +.1*y(t-1)^2
Initially y has only one observation (which is mandatory because y
depends on its first lag), the routine extends the number of
observations so that y.dates(end)==2239Q4
Note that the exogenous variables are not adjusted, they must be
defined (leads/lags included) between the first and last dates of the
from-to-do syntax.
2014-06-12 15:24:00 +02:00
Stéphane Adjemian (Charybdis)
8507c27fab
Removed display of current path in last unitary test.
2014-06-11 12:22:35 +02:00
Stéphane Adjemian (Charybdis)
c3029468af
Do not display the object returned by from.
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
64bdbb525b
Allow variables extracted from a dseries object in the dynamic or static expression following the do keyword.
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
3ae2874fd0
Cosmetic changes (error messages).
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
34e9f0dc14
Allow dates objects as first and third arguments (initial and terminal dates).
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
ac05826ef0
Test that the names of the variables contained in the dseries objects are different.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
1ed0ccff6f
Test that dseries are not empty.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
03250208c0
Test that each dseries object contains only one variable.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
0096611b06
Added the possibility to use parameters in a from-to-do statement.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
95d613c53d
Cosmetic change.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
14819abb5f
Added specialized code for static models.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
65968bb134
Use new leadlagtable's columns introduced in d0708fcb2c978c7ae47aa8ab7cbdf6f2b162c123 (usefull for sparse dynamic models).
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
f8203911c8
Added two columns to leadlagtable cell array (vectors of lag/lead orders).
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
b858aed1c0
Various optimizations and cosmetic changes.
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
8587674317
Removed call to ismember. Test if to_id or do_id are empty instead.
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
cf43c90347
Improve speed of @dates/colon method (added specialized version of add_periods_to_array_of_dates -> add_periods_to_date).
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
84caf6d35f
Improve speed of @dates/colon method.
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Scylla)
f5e2fda22a
Code optimization. Removed manipulations of dseries objects in the
...
main loop.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
6dc0748de5
Added tests on the recursive expression to be evaluated (the endogeous variable
...
canot depend on its current level or its future level).
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
507b56a055
Added lead/lag incidence table. Also check that the ranges of the
...
dseries objects appearing in the recursive expression are compatible
with the range of the loop.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
59a787f47f
Check that the initial and terminal dates are in the ranges of the
...
dseries objects involved in the recursive expression.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
61d6276d47
Added comments.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
e16e05a50d
Removed the loop for building the recursive expression to be evaluated.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
4da4623c94
Fixed typo in comments.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
27587e1ea5
Factorized code for the displayed error messages.
2014-06-11 12:22:30 +02:00
Stéphane Adjemian (Scylla)
4fd4436013
Fixed case sensitivity issue with respect to TO and DO keywords.
2014-06-11 12:22:30 +02:00
Stéphane Adjemian (Scylla)
4dad18b222
Added new function from.
...
Allows the follwing syntax
FROM d1 TO d2 DO y(t)=f(y(t-1),e(t),e(t+1),e(t-1))
where d1 and d2 are @dates objects (d1<d2), y is a @dseries object
defined over d1-1:d2, and e is a @dseries object defined over
d1-1:d2+1.
2014-06-11 12:22:30 +02:00
Stéphane Adjemian (Charybdis)
45d7f15c94
Cosmetic. Deleted trailing white spaces.
2014-05-23 18:16:11 +02:00
Stéphane Adjemian (Charybdis)
78e5fafb07
Updated header.
2014-05-23 18:14:46 +02:00
Stéphane Adjemian (Charybdis)
bc7f834241
Added missing flag for unitary test.
2014-05-23 18:14:26 +02:00
Stéphane Adjemian (Charybdis)
56de3979c2
Removed compute_corr routine.
2014-05-23 18:12:43 +02:00
Stéphane Adjemian (Charybdis)
2ee4d62570
Added routine to compute centered marginal moments of order n (possibly with missing observations).
2014-05-23 18:10:59 +02:00
Stéphane Adjemian (Charybdis)
b2c28530ea
Renamed compute_stdv as nanvariance (computes variances instead of standard deviations).
2014-05-23 18:06:32 +02:00
Stéphane Adjemian (Charybdis)
bdd7b8aacc
Rewrote compute_acov and renamed it as nanautocovariance.
2014-05-23 15:07:46 +02:00
Stéphane Adjemian (Charybdis)
dd223e41f5
Rewrote compute_cova and renamed it nancovariance. Added a new routine to test if an array contain at least one NaN.
2014-05-22 19:27:14 +02:00
Stéphane Adjemian (Scylla)
f183c047d5
Test the existence of the files and folder before deletion.
2014-04-30 10:42:39 +02:00
Stéphane Adjemian (Scylla)
0cd6c9917e
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-30 10:42:39 +02:00
Stéphane Adjemian (Scylla)
66d08ac3bf
Merge branch 'master' into use-dynSeries
...
Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Stéphane Adjemian (Scylla)
b907844152
Test the existence of the files and folder before deletion.
2014-04-29 15:50:37 +02:00
Stéphane Adjemian (Scylla)
2b8e6fba9c
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-29 15:50:37 +02:00