e2dd9b2526
Updated unit tests submodule.
2014-12-01 17:20:44 +01:00
4d669a4312
Removed matlab/@dseries and utilities/dseries subfolders.
2014-11-28 18:24:05 +01:00
a00f026f54
Removed matlab/@dates (class for dates) and matlab/utilities/dates folders.
2014-11-27 22:52:10 +01:00
e3ac15458a
Properly deal with dseries in identification. This fixes #781
2014-11-18 11:34:49 +01:00
6557849b30
Updated m-unit-tests module.
2014-11-09 22:20:18 +01:00
a12e9d684a
Force type consistency when comparing actual results and expected
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results in unit tests (use logical type).
2014-11-09 22:17:46 +01:00
8fedac4d5e
Replaced calls to dyn_assert by calls to dassert.
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This routine is used to compare objects i -n unit tests.
2014-11-08 09:28:53 +01:00
f2aabb1f0d
Added m-unit-tests as a submodule.
2014-11-07 22:40:31 +01:00
1c62420909
Removed matlab/utilities/tests subfolder.
2014-11-07 22:31:23 +01:00
63d3157267
Do not force the user to provide a clean m data file when using the legacy data interface.
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Note that all the variables listed in varobs need to have the same
number of observations.
2014-10-20 17:28:35 +02:00
96df3b0043
Cosmetic changes to error messages
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(cherry picked from commit ffa424d9d88dcd534272b154a3d9848df861914b)
2014-10-13 13:05:46 +02:00
bf69cee91f
Set missing argument in makedataset.m that leads to crashes with GSA
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Fixes the recent problem with unit tests
2014-07-23 12:05:45 +02:00
49e53f9299
Added isdiagonal routine.
2014-07-17 22:05:08 +02:00
3f496b494d
Moved routines under utilities folder.
2014-07-17 22:05:08 +02:00
afb5be2067
Set options_.nobs if the new data interface is used.
2014-07-17 22:05:08 +02:00
5b08223820
Changed default value of initial_period (NaN).
2014-07-17 22:05:08 +02:00
94b87beb10
Fixed bug (missing code for handling prefilter=1).
2014-07-09 15:34:53 +02:00
daf4cb1491
Added unitary tests.
2014-06-27 23:12:05 +02:00
a8cb8ccd29
Merge branch 'use-dseries'
2014-06-27 22:38:07 +02:00
9c92b20f33
Added unitary test.
2014-06-27 22:36:10 +02:00
a5ea76d58c
Do not issue an error message if the dseries appearing in the recursive/static expression do have common names.
2014-06-27 22:29:57 +02:00
a29a4d0842
Removed unitary test (needs to be fixed).
2014-06-26 16:09:50 +02:00
0b82874268
Adapted madataset routine for Gsa.
2014-06-25 11:34:39 +02:00
7ccd26a17e
dseries: remove strsplit as it was introduced in Matlab R2013a
2014-06-24 12:10:59 +02:00
b11f6e2505
Adapted code for dsge-var models.
2014-06-23 10:55:08 +02:00
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
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
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
4f5ab5a236
Changed logic in dates class constructor.
2014-06-15 19:15:30 +02:00
558c818cca
Changed logic in isfreq routine.
2014-06-13 16:32:25 +02:00
e41e8effdf
Modified isdate behaviour (an integer scalar is interpreted as a year).
2014-06-13 10:10:17 +02:00
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
08ea66057c
Automagically increase the number of observations in the assigned variable if needed.
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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
8507c27fab
Removed display of current path in last unitary test.
2014-06-11 12:22:35 +02:00
c3029468af
Do not display the object returned by from.
2014-06-11 12:22:34 +02:00
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
3ae2874fd0
Cosmetic changes (error messages).
2014-06-11 12:22:33 +02:00
34e9f0dc14
Allow dates objects as first and third arguments (initial and terminal dates).
2014-06-11 12:22:33 +02:00
ac05826ef0
Test that the names of the variables contained in the dseries objects are different.
2014-06-11 12:22:33 +02:00
1ed0ccff6f
Test that dseries are not empty.
2014-06-11 12:22:33 +02:00
03250208c0
Test that each dseries object contains only one variable.
2014-06-11 12:22:33 +02:00
0096611b06
Added the possibility to use parameters in a from-to-do statement.
2014-06-11 12:22:33 +02:00
95d613c53d
Cosmetic change.
2014-06-11 12:22:33 +02:00
14819abb5f
Added specialized code for static models.
2014-06-11 12:22:33 +02:00
65968bb134
Use new leadlagtable's columns introduced in d0708fcb2c978c7ae47aa8ab7cbdf6f2b162c123 (usefull for sparse dynamic models).
2014-06-11 12:22:32 +02:00
f8203911c8
Added two columns to leadlagtable cell array (vectors of lag/lead orders).
2014-06-11 12:22:32 +02:00
b858aed1c0
Various optimizations and cosmetic changes.
2014-06-11 12:22:32 +02:00
8587674317
Removed call to ismember. Test if to_id or do_id are empty instead.
2014-06-11 12:22:32 +02:00
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
84caf6d35f
Improve speed of @dates/colon method.
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
Marco Ratto
Johannes Pfeifer
Houtan Bastani