Commit Graph

4158 Commits (0ec62c6360a28b03e4b0da0f43500199394ce23a)

Author SHA1 Message Date
Johannes Pfeifer 0ec62c6360 Fix Latex Bug in display_estimation_results_table.m
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
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.
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.
- 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
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).
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
* 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
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