Sébastien Villemot
75882bcc11
Improve command suggestion for installing statistics package from Octave Forge
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The “io” package is a dependency, hence must be explicitly installed first.
[skip ci]
2021-02-19 14:24:32 +01:00
Sébastien Villemot
3939544498
Remove remnants from estimation DLL
2021-02-18 14:26:10 +01:00
Sébastien Villemot
a51bdf8948
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1831
2021-02-16 16:58:59 +01:00
Sébastien Villemot
6d95abdb95
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-11225'
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Ref. !1830
2021-02-16 16:58:04 +01:00
Sébastien Villemot
9ddad32e4e
Merge branch 'shock_decomp_fixes' of git.dynare.org:rattoma/dynare
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Ref. !1829
2021-02-16 16:56:52 +01:00
Sébastien Villemot
9d06016dc3
Merge branch 'fixes_4.7' of git.dynare.org:rattoma/dynare
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See !1827
2021-02-16 16:55:31 +01:00
Nikola Bokan
592cd69e25
Bug-fix: staticmodel type.
2021-02-16 15:06:43 +01:00
Johannes Pfeifer
99c7d88c53
dyn_forecast.m: set first_obs and allow for Bayesian smoother input
2021-02-16 11:26:35 +01:00
Johannes Pfeifer
6b2555f0ad
smoother2histval: fix computation of data length
2021-02-16 09:00:11 +00:00
Marco Ratto
50e80fe496
write xls output in Output subdir
2021-02-16 09:56:22 +01:00
Johannes Pfeifer
a0d0270679
smoother2histval.m: suppress output
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[skip CI]
2021-02-16 08:11:13 +00:00
Marco Ratto
f592cca59d
fixed wrong naming of shock decompositions
2021-02-13 19:07:28 +01:00
Marco Ratto
b1ae98845d
fixed bug in var list for expand menu
2021-02-13 19:07:02 +01:00
Marco Ratto
dbcdaf75a6
fixed bug when SteadyState is not used for shock decompositions
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fixed names of files, removing spaces and dots
use writetable with mac OS
2021-02-13 19:05:54 +01:00
Marco Ratto
c8cd0a06ce
allow to export expand groups to excel (instead than plotting them)
2021-02-13 19:04:39 +01:00
Marco Ratto
f8b8ec6c18
fixes around init2shocks in plotting utilities
2021-02-13 19:04:01 +01:00
Marco Ratto
faa203e029
condition computation of posterior statistics also to (options_.load_mh_file && ~options_.load_results_after_load_mh) and apply it to all cases
2021-02-13 18:53:17 +01:00
Marco Ratto
5c3b0ebc95
better handle newrat options, avoiding to treat newratflag in two places
2021-02-13 16:44:50 +01:00
Marco Ratto
915502ce13
copyright year and indentation
2021-02-13 11:29:40 +01:00
Marco Ratto
d56bba724c
autocov is initialized NaN with the original order and then only loop up to updted order compatible with sample size.
2021-02-13 11:27:18 +01:00
Marco Ratto
15ab85788c
adjusted message in case of diffuse filter, where cointegration is most of the time the reason for such a warning
2021-02-12 19:10:45 +01:00
Marco Ratto
22ef0b1413
get statistics also when load_mh_file
2021-02-12 18:55:50 +01:00
Marco Ratto
b9a6462462
bug fix in trapping option newratflag
2021-02-12 18:54:07 +01:00
Marco Ratto
ebec3ede8a
allow negative lag (i.e. a lead)
2021-02-12 18:50:55 +01:00
Marco Ratto
1519e4673a
trap case when order is too big wrt sample size
2021-02-12 18:49:33 +01:00
Sébastien Villemot
2ee03c7e28
OLS: Octave compatibility fix
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Cell arrays cannot be used for derefencing fields in a structure.
For some unknown reason, this was nevertheless accepted by MATLAB in this
context.
2021-02-04 16:54:09 +01:00
Sébastien Villemot
78fdd50894
cherrypick.m: Octave compatibility fix
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The plus sign (+) was unescaped in the regular expression, which was confusing
Octave.
By the way, also remove unneeded parenthesis groupings.
2021-02-04 16:01:54 +01:00
Sébastien Villemot
901d8355e3
PAC iterative OLS: compatibility fix for Octave < 6
2021-02-04 16:01:30 +01:00
Sébastien Villemot
50a7507f9b
options_.bnlms.set_dynare_seed_to_default is a boolean
2021-02-04 12:37:36 +01:00
Sébastien Villemot
8e9085eea4
PAC NLS estimation: Octave compatibility fix
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In regular expressions, the end-of-word operator (\>) does not behave the same
under Octave and under MATLAB. See:
https://savannah.gnu.org/bugs/index.php?59992
In this case, we can simply drop the \> operator, since there is no risk of
matching a partial variable name (since there is already “(-1)” at the end of
the pattern).
By the way, remove a useless parenthesis grouping in the regexp.
2021-02-02 17:02:04 +01:00
Sébastien Villemot
7bbe67748b
simul_backward: Octave compatibility fix
2021-02-02 17:02:04 +01:00
Sébastien Villemot
00e36dd342
var_expectation.update: Octave compatibility fix
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There was a conflict between matlab/+var_expectation/update.m and
matlab/+var_expectation/+update/. So we renamed the (single) file in the latter
directory.
2021-02-02 17:01:59 +01:00
Sébastien Villemot
44a2e6463b
lyapunov_solver: increase tolerance for 2 unit tests, for MATLAB R2014a
2021-02-02 15:05:41 +01:00
Sébastien Villemot
1bb5612474
Merge branch 'resol' of git.dynare.org:JohannesPfeifer/dynare
2021-01-29 15:34:57 +01:00
Sébastien Villemot
1cd3bfbfa8
Merge branch 'kalman_initial_state' of git.dynare.org:JohannesPfeifer/dynare
2021-01-29 15:34:11 +01:00
Sébastien Villemot
3e6224e0b6
plot_contributions.m: compatibility fixes for Octave
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— use zeros instead of NaNs when decomposing between positive and negative
contributions; otherwise some contributions are not plotted
— the bar() function returns a column-vector of graphic handles, while on
MATLAB it returs a row-vector
2021-01-29 15:20:18 +01:00
Sébastien Villemot
5da473ac66
plot_contributions.m: compatibility fix for MATLAB ≤ R2019a
2021-01-29 14:55:06 +01:00
Sébastien Villemot
dcfd45bd25
missing/unique_stable.m: also support cell arrays and 2nd output argument
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Needed by aggregate.m.
2021-01-29 14:06:40 +01:00
Sébastien Villemot
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
Sébastien Villemot
5fc29ace8f
Merge branch 'octave_typo' of git.dynare.org:JohannesPfeifer/dynare
2021-01-29 11:19:13 +01:00
Johannes Pfeifer
585781bd4c
dynare_minimize_objective.m: use analytic gradient if specified
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Bug introduced in ce3e4412
[skip CI]
2021-01-29 11:10:59 +01:00
Sébastien Villemot
20c00d5a02
dynare_minimize_objective: fix analytic derivatives in mode_compute=13 for Octave and MATLAB < R2016a
2021-01-29 11:02:23 +01:00
Johannes Pfeifer
827a7fcaa8
resol.m: reduce inheritance of decision rule info
2021-01-29 10:16:04 +01:00
Johannes Pfeifer
7c8f486727
Allow setting initial state for Kalman filter
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Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
2021-01-28 17:24:27 +01:00
Sébastien Villemot
3e7c0b1eef
Merge branch 'optimizer' of git.dynare.org:JohannesPfeifer/dynare
2021-01-28 16:54:58 +01:00
Sébastien Villemot
6ac1af7035
Merge branch 'filtered_variables' of git.dynare.org:JohannesPfeifer/dynare
2021-01-28 16:53:30 +01:00
Johannes Pfeifer
ce56305318
mr_hessian.m: only compute inverse of A once
2021-01-28 15:07:05 +01:00
Johannes Pfeifer
b56b7760b1
mr_hessian.m: don't manually increase run index of loop
2021-01-28 15:06:32 +01:00
Johannes Pfeifer
1ca5aad981
mr_hessian.m: account for non-scalar output
2021-01-28 14:45:13 +01:00
Johannes Pfeifer
e766ad053e
mr_hessian.m: add comments and remove redundant line
2021-01-27 22:13:15 +01:00