Johannes Pfeifer
0ec62c6360
Fix Latex Bug in display_estimation_results_table.m
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Missing line break resulted in compilation errors
2014-01-28 18:39:51 +01:00
Johannes Pfeifer
9e99eed6da
Fix sample on which Geweke convergence diagnostics is computed
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Was only correct for mh_drop of 0.5
2014-01-27 10:34:13 +01:00
Houtan Bastani
9b17c5db4b
fix typo
2014-01-24 11:11:57 -06:00
Houtan Bastani
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
Stéphane Adjemian (Scylla)
a15808b2ce
Removed useless output arguments from numerical gradient routines.
2014-01-24 15:47:46 +01:00
Houtan Bastani
fd5dc8c14a
reporting: print less to screen by default
2014-01-23 17:47:04 -06:00
Houtan Bastani
3ea028f783
fix typo
2014-01-23 17:03:25 -06:00
ferhat
4dc21b48e9
Corrects a typo, checks that the number of dates and the number of values are equal, Warns instead of reporting an error if the basic_plan is applied on a shock that is used in a flip_plan (flip_plan has the higher priority)
2014-01-21 14:42:44 -06:00
ferhat
d325ad15b2
Adds setdiff method to dates
2014-01-21 14:37:43 -06:00
Houtan Bastani
3f5d18f5c5
dseries: allow assign to select by date string as opposed to dates
2014-01-17 14:59:20 -05:00
Stéphane Adjemian (Charybdis)
8b093aecbb
Allow assignation of variables in an empty dseries object.
2014-01-16 10:06:30 +01:00
Stéphane Adjemian (Charybdis)
117f338eff
Implement broadcasting for operations (+,-,* and /) between dseries and scalar or vectors. Efficiency and cosmetic changes.
2014-01-16 10:06:30 +01:00
Stéphane Adjemian (Charybdis)
3534c68be6
Fixed bug. Allow selection of an observation with a date defined in a formatted string.
2014-01-16 10:06:30 +01:00
Stéphane Adjemian (Charybdis)
add3b1401f
Fixed bug (a string passed to a dseries object can be a date).
2014-01-16 10:06:30 +01:00
ferhat
ae72105b5c
Speeds up the Kalman smoother
2014-01-14 17:32:45 +01:00
ferhat
4e789452b2
Allows to use alternative algorithms to solve lyapunov equation
2014-01-14 17:32:01 +01:00
Houtan Bastani
168895f428
dseries: fix display when TABLE is empty
2014-01-14 09:03:24 -05:00
Houtan Bastani
d1fe0e78cb
reporting: support data of all frequencies in table
2014-01-03 17:20:17 +01:00
Houtan Bastani
7e6eb2fbab
reporting: support monthly data in table
2014-01-03 16:04:39 +01:00
Houtan Bastani
21a22cb670
reporting: simplify code
2014-01-03 16:01:26 +01:00
Sébastien Villemot
c391876196
Workaround for a strange bug with Octave.
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If there is any call to exist(fname) before the call to the preprocessor, then
Octave will use the old copy of the .m instead of the newly generated one.
Deleting the .m beforehand fixes the problem.
2014-01-03 14:29:09 +01:00
Sébastien Villemot
5bbfe9cd5a
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
Sébastien Villemot
66d48f5917
Compatibility fixes for Octave 3.8.
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- no longer use OCTAVE_QUIT in MEX files; this seems now only possible in
oct-files. (Ref #304 )
- do not build linsolve.oct on Octave >= 3.8, it is available natively.
- do not add strjoin.m to the patch on Octave >= 3.8, it is available natively.
- default_save_options has been renamed save_default_options.
2014-01-03 11:05:39 +01:00
Sébastien Villemot
5becaeae00
Merge pull request #572 from FerhatMihoubi/master
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Changes in conditional forecast using the extended path
2014-01-02 07:31:00 -08:00
ferhat
dfbff7fc32
New syntax used to call the conditional forecast using the extended path method. It allows to match the endogenous and the shock that are flipped.
2014-01-02 16:13:03 +01:00
Houtan Bastani
52492afe6e
reporting: add tableDataRhs option to series
2014-01-02 15:28:23 +01:00
Houtan Bastani
26d834a42a
reporting: make vlineAfter accept a cell array of dates
2014-01-02 09:35:45 +01:00
Houtan Bastani
809c3aca11
reporting: remove annualAverages option
2013-12-31 12:54:49 +01:00
Stéphane Adjemian (Charybdis)
afb36821a8
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
Stéphane Adjemian (Charybdis)
893a0ef8ad
Cosmetic/Efficiency changes.
2013-12-30 15:41:06 +01:00
Johannes Pfeifer
187ddbabf1
Harmonize terminology in gmhmaxlik.m
2013-12-30 13:55:30 +01:00
Johannes Pfeifer
24dcfcb901
Initialize epsilon in shock_decomposition.m
2013-12-30 13:54:48 +01:00
Johannes Pfeifer
a5a189475e
Improve documentation of shock_decomposition
2013-12-30 13:54:16 +01:00
Stéphane Adjemian (Charybdis)
c3a9f0b972
Added new routine to compute the max. abs. error associated to a path (perfect foresight models). Use this routine to compute (and report) the true max. abs. error when sim1 (stack_algo==0) is used with option endogenous_terminal_period.
2013-12-28 17:41:36 +01:00
Stéphane Adjemian (Charybdis)
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Stéphane Adjemian (Scylla)
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
Stéphane Adjemian (Scylla)
6efdfb5414
Use options_.prior_draws in posteriorIRF.
2013-12-18 16:44:31 +01:00
Stéphane Adjemian (Scylla)
4a4c06b781
Fixed bug (options_.subdraws does not exist).
2013-12-18 16:44:31 +01:00
Houtan Bastani
79f35961ed
clean up file
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* remove comment as rmdir with 's' option is Octave (not Windows) specific
* remove val as it's not used
* take confirm_recursive_rmdir out of for loop to avoid unnecessary resetting of the value
2013-12-18 14:13:31 +01:00
Houtan Bastani
bbdad94d96
parallel: add local switch to confirm_recursive_rmdir
2013-12-18 14:07:25 +01:00
Houtan Bastani
7bc5d5c2ec
ms-sbvar: add confirm_recursive_rmdir
2013-12-18 12:48:20 +01:00
Stéphane Adjemian (Charybdis)
6efe62a3b2
Transposed the definition of the innovations in (stochastic) extended path routine, so that, for a given state of the random number generator, stochastic simulations obtained with extended_path and stoch_simul commands consider the same innovations (when the number of shocks is greater than one). Otherwise the stochastic simulations cannot be compared.
2013-12-17 22:49:37 +01:00
Sébastien Villemot
e43e54cfde
Remove spurious executable permission
2013-12-16 16:23:50 +01:00
Stéphane Adjemian (Scylla)
32e162ec48
Reduced the dimension of the problem in the unitary test for cycle_reduction and logarithmic_reduction routines.
2013-12-16 09:44:15 +01:00
Sébastien Villemot
732c463d27
Merge pull request #565 from JohannesPfeifer/master
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Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 09:41:20 -08:00
Stéphane Adjemian (Scylla)
264460e9d0
Added @dates/ne method. Overloads the ~= operator.
2013-12-13 18:30:37 +01:00
Stéphane Adjemian (Scylla)
dd10c788ff
Added @dseries/abs method. Returns the absolute value of a dseries object.
2013-12-13 18:30:37 +01:00
Johannes Pfeifer
cac48d2e80
Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 18:29:48 +01:00
Houtan Bastani
c0149f69d9
reporting: bug fix: Windows can't handle windows-style file separators in latex
2013-12-13 17:23:56 +01:00
Houtan Bastani
359245b65b
reporting: bug fix: avoid underscores altogether
2013-12-13 17:23:26 +01:00