7e3114847d
Fix crash in Ramsey with more than 1 instrument and steady state file.
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Vector ys is undefined.
2014-09-11 15:33:55 +02:00
ce97a27c9d
Cosmetic changes.
2014-09-10 17:49:33 +02:00
308ce25031
Make sure that solve_algo=0 inherits options from options_.steady
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Otherwise, MaxIter is hard-coded
(cherry picked from commit 2499f641ac2fab7ddf938263d0ee34f73765c4c8)
2014-09-10 17:49:33 +02:00
caa6d5d93e
Fix display of MH-history if parameter names do not have same length
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In this case, cell2mat fails, because the dimensions are not consistent. Using char() instead padds with spaces
(cherry picked from commit 47b1a2df74cf1f643ca913ab4ff6c2057e8b58cf)
2014-09-10 17:49:33 +02:00
41d1533086
Add check that prevents datafile from having same name as mod-file
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Otherwise, the generated m-file might be called as the datafile, leading to infinite loops. The check cannot be moved to makedataset because M_.fname is not available there.
2014-09-10 17:49:33 +02:00
27d54758be
Fixed typo.
2014-09-10 17:49:33 +02:00
6d42ec66d5
Account for error code 10 (Inf in Jacobian of the dynamic model) in likelihood functions.
2014-09-10 17:49:33 +02:00
5500846280
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
4c9be8a56a
Removed useless option.
2014-09-08 22:36:41 +02:00
df19396acf
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
9bfdeb30e2
Bug fixes.
2014-09-08 22:36:41 +02:00
5e4b7d8d42
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
bcad4f31f2
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
08c74b8f41
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
a6009908e4
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
77a29e95c1
Fixed bugs:
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(1) The non_linear_dsge_likelihood routine was not adapted to the last changes related to the way data are handled.
(2) The removal of the trend was missing.
2014-09-08 22:36:40 +02:00
06f4926553
Do not consider variables that are not column vectors.
2014-09-08 22:36:40 +02:00
b972c34417
Changed local variable name (index of the main loop).
2014-09-08 22:36:40 +02:00
f6a1df8549
Increased default number of particles.
2014-09-08 22:36:40 +02:00
5e8489ac45
Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
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Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
62b4cfe631
Provisions for moment calibration.
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Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration
To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
2014-09-04 16:44:14 +02:00
b06b6a6161
Modifications for online estimation of linearly-solved models
2014-08-29 15:51:01 +02:00
07d321c159
Merge pull request #705 from JohannesPfeifer/get_posterior_bug
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Fixes bug where number of posterior draws was computed incorrectly and w...
2014-08-14 12:44:58 +02:00
6d42861e19
extended-path: fixing bug when options_.initial_period is NaN
2014-08-12 18:59:56 +02:00
812a8c7637
extended_path: fixed bugs when model doesn't converge
2014-08-12 12:12:15 +02:00
819dd8c899
Fixes bug where number of posterior draws was computed incorrectly and wrong warning was displayed
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The bug did not affect any computations, but only provided a wrong warning
2014-08-09 10:37:16 +02:00
f346b734d9
when flag==0 (or options_.hess==0), we force to use the hessian from outer product gradient computed in optimizer == 5.
2014-08-07 17:49:04 +02:00
6c1266f861
Merge pull request #683 from JohannesPfeifer/mh_mode
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Add saving of parameter names to make loading of mh_mode-file compatible...
2014-07-30 18:29:03 +02:00
217ab0088d
reporting: tables: add row highlighting option
2014-07-30 15:21:32 +02:00
9c4294d0aa
Merge pull request #700 from JohannesPfeifer/unit_test
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Set missing argument in makedataset.m that leads to crashes with GSA
2014-07-30 12:59:45 +02:00
0f28422e9f
This fixes #704 .
2014-07-29 18:22:10 +02:00
f3c807f577
reporting: add writeCSV option for tables. closes #693
2014-07-29 15:21:51 +02:00
5b7b8da7fa
reporting: table fix bug where the table would not be saved in the directory specified by tableDirName if the tableName option was provided
2014-07-29 15:21:51 +02:00
b4dd4b5de1
reporting: add writeCSV option for graphs, #693
2014-07-29 15:21:45 +02:00
c5af1d43ed
Removed nobs and vobs members in @dseries class.
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The syntax to get the number of observations and the number of
variables remains unaffected by this commit. If ts a @dseries object,
ts.nobs and ts.vobs are respectively the number of observations and
the number of variables.
2014-07-28 17:50:15 +02:00
555e2cf73b
reporting: write tableSubSectionHeader in bold
2014-07-28 17:28:20 +02:00
1f3ae372fe
reporting: fix bug where a whole row wasn’t colored if the tableSubSectionHeader option was passed at the same time
2014-07-28 17:28:20 +02:00
19134d1287
reporting: minor aesthetic changes to table and code simplifications
2014-07-28 17:28:20 +02:00
010a87623e
reporting: ensure tableRowIndent is ge 0
2014-07-28 17:28:20 +02:00
1e4c2e0881
Fixed bug affecting prior restictions (removed the extension in the argument of str2func).
2014-07-28 13:02:10 +02:00
7387237a5b
reporting: option to suppress reporting output. closes #688
2014-07-25 14:38:30 +02:00
916fe62218
Fixed bug. Test on multiple declaration of observed variables was wrong.
2014-07-24 17:53:20 +02:00
a6bddb2d57
Improve computation of outer product gradient for univariate Kalman algorithms, by exploiting the larger number of individual densities computed during recursions (used in optimizer number 5).
2014-07-23 16:33:39 +02:00
4c6aad3d2d
Fix bug in dynare_identification.m that led to missing output and crashes if the initial parameterization was invalid
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If the initial parameters did not solve, the code for displaying results and saving was not reached. The also led to later crashes with saving as the -append option was used and no file existed. If no valid draw can be found, the function exits in any case, so no additional check is needed.
2014-07-23 12:10:00 +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
0efcef8f20
Added the possibility to declare non linear prior restrictions over estimated parameters.
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If a file <MOD_FILE_NAME>_prior_restrictions.m exists in current folder, the value returned by this routine is
substracted to fval (likelihood-lnprior) at the end of dsge_likelihood. The arguments of this routine are: M_,
oo_, options_, dataset_ and dataset_info. Routines for writing <MOD_FILE_NAME>_prior_restrictions.m will be
provided later.
2014-07-21 12:45:49 +02:00
871fa6aa86
Issue a warning if conditional forecasts are computed with correlated innovations (if these correlations are defined in the covariance matrix of the innovations).
2014-07-18 18:36:02 +02:00
36222cb40d
Account for presence of Lagrange multipliers and auxiliary equations in display_problematic_vars_Jacobian.m
2014-07-18 14:05:12 +02:00
27572277d0
Test the result of steady state computation for correctness
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- Checks correctness of steady state file
- Tests whether result of computation really is a steady state
- Also eliminates case that can never be reached
2014-07-18 13:18:14 +02:00
7c09435e5e
Fix bug in dyn_ramsey_static.m with steady state file that resulted in incorrect steady state when running twice
...
The x returned by a steady state file includes Lagrange multipliers. When starting with 0 multipliers, the steady state of the multipliers is computed correctly. But when running it a second time like in a subsequent call to stoch_simul, the algorithm thinks that elements of xx are 0 which they aren't. As a result, it finds minus the multiplier as the solution, resulting in an output of 0 for all multipliers.
2014-07-18 12:35:52 +02:00
3f72f394aa
Cosmetic fixes to dyn_ramsey_static.m
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Also makes sure that the check flag is returned and the steady state file always called if it exists. Otherwise, parameters might not be updated and NaN not detected.
2014-07-18 08:53:51 +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
71df21bf0d
Fixed issue induced by the merge of 74fd0850d61f8ba464ff08ed42c4019d27722fb3 in master (changed DynareDataset field name).
2014-07-17 22:05:08 +02:00
b69174477c
Add more info on requirement on dsge_var prior weight needed for prior to be proper.
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(cherry picked from commit 74fd0850d61f8ba464ff08ed42c4019d27722fb3)
2014-07-17 22:05:08 +02:00
fbdfaf640a
Document computation of theoretical mean at second order
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(cherry picked from commit 7084913382dc892fa4385fb7783e5daec41449f7)
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
afbd0bd47a
Cosmetic change (added white space).
2014-07-17 22:05:08 +02:00
863fe4998f
Fixed typo/bug (removed space).
2014-07-17 22:05:08 +02:00
1a98943651
Fixed bug (tex names with underscores were not correctly saved in m datafile).
2014-07-17 22:05:08 +02:00
a261c3bbce
Fixed bug. The instantiation of a dseries object with a file name (for the datafile) and a string (for the initial period) was not working correctly.
2014-07-17 22:05:08 +02:00
7b089ec2b3
Cosmetic change. Renamed nobs as vobs.
2014-07-17 22:05:07 +02:00
e5a419ecaf
Removed reference to options_.nobs
2014-07-17 22:05:07 +02:00
04554967fc
Fix bug in imcforecast.m where covariance matrix was decomposed element-wise instead of via Cholesky.
2014-07-17 22:05:07 +02:00
bf674fa59f
Deal with cases where too few draws are available for posterior moments
2014-07-17 22:05:07 +02:00
b9aa971d73
Add description for conditional_forecasts
2014-07-17 22:05:07 +02:00
064c1bb8fc
Clarify license of LMMCP.
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Closes #680
2014-07-10 14:24:41 +02:00
179e8b867a
reporting: bug fix. closes #673
2014-07-09 15:46:28 +02:00
34610ad4eb
reporting: fix bug in creating table when data option is passed to constructor
2014-07-09 15:46:28 +02:00
94b87beb10
Fixed bug (missing code for handling prefilter=1).
2014-07-09 15:34:53 +02:00
03975f7d01
Fixed bug (wrong definition of rawdata).
2014-07-09 15:34:53 +02:00
57c583867b
Added new method @dseries/detrend.
2014-07-09 15:34:53 +02:00
946bf4f5e2
reporting: modify depricated method of changing font (thanks to Dirk Muir for the solution)
2014-07-08 16:12:17 +02:00
7400c2c143
evaluate_steady_state.m: fix bugs when static and dynamic models differ.
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Closes #661
2014-07-08 16:10:09 +02:00
def9ee92e5
Steady state calculation of Ramsey problem: fix bug when params are updated.
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If the steady state file was modifying parameters, the changes were not taken
fully taken into account.
Thanks to Junior Maih for noticing and proposing the fix.
2014-07-08 15:06:26 +02:00
9c733de40a
Added unitary tests.
2014-07-08 14:06:55 +02:00
4613fb2bf4
Adding initialization for lmmcp options
2014-07-08 13:53:18 +02:00
a64ded92cd
dseries: fix subtraction bug. closes #686
2014-07-08 12:06:27 +02:00
658151aa48
Merge pull request #682 from JohannesPfeifer/model_comparison
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Filter out ML of model_comparison.m
2014-07-07 18:18:38 +02:00
24ec8e2b81
Merge pull request #685 from JohannesPfeifer/Load_Excel
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Account for loading of only one variable when loading Excel-file
2014-07-07 18:15:04 +02:00
ad00875cf6
reporting: graph: add option yTickLabelScaled
2014-07-07 16:49:53 +02:00
9fc4d62264
reporting: remove unused graphSize option
2014-07-07 10:29:09 +02:00
535168850a
reporting: add option to suppress compiler output
2014-07-07 09:49:12 +02:00
21f9b98d6c
reporting: add option to open report at end of compilation
2014-07-07 09:45:34 +02:00
a97197c445
reporting: rework option handling for compile.m
2014-07-07 09:45:25 +02:00
9872fe69c0
reporting: fix bug with end tabular/end landscape
2014-07-04 16:46:09 +02:00
9f793d1069
Account for loading of only one variable when loading Excel-file
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Closes #654
2014-07-04 13:44:48 +02:00
779364c35d
Fixed bug and added unit tests (force the variables in mat files to be in column vectors).
2014-07-03 11:35:46 +02:00
0c98ba67f6
Fixed bug and added unitary tests.
2014-07-02 16:08:08 +02:00
7f15295cda
Add saving of parameter names to make loading of mh_mode-file compatible with mode_file option
2014-07-02 15:20:07 +02:00
1b36d75947
Rewrote @dates/size and @dseries/size (compatibility fix for Octave).
2014-07-02 12:20:19 +02:00
85f336496d
Filter out ML of model_comparison.m
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Also documents that ML is not supported and adds reference for model comparison
Related to #681
2014-07-01 18:50:24 +02:00
6ceecd1cf6
Tighten convergence criterion of trust region.
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Closes #666
2014-07-01 18:43:16 +02:00
f4f7b8d0a1
Merge pull request #660 from JohannesPfeifer/mode_file
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Restore backward compatibility of mode_file option
2014-07-01 18:00:48 +02:00
40ea09644b
Merge pull request #668 from JohannesPfeifer/loglinear
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Fix two bugs in resol that lead to crashes instead of error messages when...
2014-07-01 17:59:20 +02:00
939fb78624
Merge pull request #663 from JohannesPfeifer/master
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Bugfix and cosmetic fix
2014-07-01 17:56:48 +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
20e64aa88c
Fix for empty and nan fields.
2014-06-27 18:41:04 +02:00
d5e873f01f
Fixed bug (missing argument).
2014-06-27 18:40:09 +02:00
684b6b8c04
Fixed bug in osr.
2014-06-27 18:39:39 +02:00
81541ac058
Fixed unitary test.
2014-06-27 18:39:18 +02:00
87b4254ce5
reporting: remove checks on colors that are passed to graphs/series to allow for all color combinations supported by TikZ
2014-06-27 17:06:45 +02:00
56d861787b
fix typo
2014-06-27 16:26:34 +02:00
638297f4b8
add missing semicolon
2014-06-27 16:18:05 +02:00
0ef65bc296
reporting: graph: add option tickFontSize
2014-06-27 15:56:06 +02:00
a29a4d0842
Removed unitary test (needs to be fixed).
2014-06-26 16:09:50 +02:00
4359eb6dad
Adapted ms sbvar codes (options_.varobs is a row cell array of strings).
2014-06-26 16:07:45 +02:00
62e28dac94
Use makedataset in condition forecast routine.
2014-06-26 10:55:54 +02:00
c23bb31252
reporting: add graph option to change title font size
2014-06-25 16:30:04 +02:00
03395a7425
Fixed bug. Wrong test on the number of input arguments (because of the new input argument dataset_info in dsge_likelihood).
2014-06-25 14:57:20 +02:00
38df13bb92
Fixed bug (options_.varobs is a row cell array of strings).
2014-06-25 14:49:49 +02:00
0b82874268
Adapted madataset routine for Gsa.
2014-06-25 11:34:39 +02:00
18eb81da55
Fixed bug in filt_mc_ (gsa) routine (dataset_.dat need to be transposed).
2014-06-25 11:28:49 +02:00
904b8025f3
Adapted dynare_sensitivity routine (options_.varobs is a row cell array of strings).
2014-06-25 11:27:12 +02:00
f2b4de1d8a
reporting: support a different shape for the axis in a graph
2014-06-24 15:51:29 +02:00
7ccd26a17e
dseries: remove strsplit as it was introduced in Matlab R2013a
2014-06-24 12:10:59 +02:00
b7cf6338db
Adapted evaluate_likelihood routine.
2014-06-23 17:11:01 +02:00
06f74c4603
Cosmetic change.
2014-06-23 16:06:58 +02:00
800de3fcc9
Fixed bug (varobs is a field of options_).
2014-06-23 16:06:29 +02:00
a0907b2e05
Merge branch 'master' into use-dseries
2014-06-23 15:15:48 +02:00
40a60e92fa
Fixed bug when loaded m file data is not in the current folder or a subfoler.
2014-06-23 13:54:52 +02:00
11f00d041e
Fixed bug (options_.varobs is a row cell array of strings) + Cosmetic changes.
2014-06-23 12:53:39 +02:00
195a3f8fff
Fixed bug (missing transposition).
2014-06-23 12:52:44 +02:00
d727ba7246
Fixed bug (missing input).
2014-06-23 12:24:36 +02:00
0cb1b6795b
Fixed bug in set_prior routine (options_.varobs is a cell array of strings).
2014-06-23 12:24:17 +02:00
f6ce89260a
Adapted posterior IRFs routines.
2014-06-23 11:08:48 +02:00
b11f6e2505
Adapted code for dsge-var models.
2014-06-23 10:55:08 +02:00
21d40f6123
fixed minor bug in stochastic extended path
2014-06-21 10:06:01 +02:00
6733c83ff5
reporting: add graph option: zeroLineColor
2014-06-20 15:41:11 +02:00
91d74fabb3
Cosmetic changes.
2014-06-20 11:57:46 +02:00
50e42777b2
Adapted simplex routine.
2014-06-20 11:27:06 +02:00
304ea02a53
Adapted newrat routines (adding dataset_info).
2014-06-20 11:21:30 +02:00
e4cd72b5b6
Fixed typo.
2014-06-20 11:20:27 +02:00
788c528c84
Merge branch 'master' into use-dseries
2014-06-19 18:13:35 +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
c4dac88ed2
Added the possibility to redefine the initial date (and implicitly the frequency) when a dseries object is instantiated with the name of a datafile.
2014-06-19 17:59:19 +02:00
653f10df72
Added persistent variable in evaluate_smoother routine (dataset_info which describes the distribution of missing data). Changed type of dataset_.
2014-06-19 12:31:35 +02:00
7e862ae72a
Fixed bug (forgot some calls to identification_analysis).
2014-06-18 15:37:13 +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
42c4aabdcc
Adapted identification routines.
2014-06-17 12:04:58 +02:00
8691304b9f
Fixed gsa (dataset_ is now a dseries object).
2014-06-17 10:30:45 +02:00
880bb58aef
Fixed mode_check and prior_posterior_statistics routines (added dataset_info as an input).
2014-06-17 10:19:07 +02:00
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
499967f9a1
adding an option to extended path to control homotopic steps and
...
continue in case of failed case
2014-06-16 14:25:23 +02:00
6f9720ff84
removing debug code
2014-06-16 14:24:05 +02:00
7795833add
Fixed bug in dates class constructor (wrong call to length routine).
2014-06-15 19:17:30 +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.
...
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
955dcab449
Removed init and freq members from dseries class (redundant informations).
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The frequency and initial date can still be accessed with the usual syntax:
ts.freq
ts.init
It is also possible to get the last date:
ts.last
Added new methods frequency, firstdate and lastdate as alias for ts.dates.freq, ts.dates(1) and ts.dates(end)
2014-06-11 12:22:35 +02:00
8507c27fab
Removed display of current path in last unitary test.
2014-06-11 12:22:35 +02:00
3606cbc8ed
Added new syntax to remove variables from a dseries object.
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If ts is a dseries object, then
ts{'Variable_1','Variable_2'} = [];
or
ts{'Variable_@1,2@} = [];
will remove Variable_1 and Variable_2 from ts (if they exist).
2014-06-11 12:22:34 +02:00
ff27824b29
Fixed bug related to the initialization of the dseries and dates object (test that the input argument is a string).
2014-06-11 12:22:34 +02:00
f0a3d6ad44
Added @dseries/remove method.
2014-06-11 12:22:34 +02:00
d5066e9a44
Added unitary test.
2014-06-11 12:22:34 +02:00
353bab2117
Fixes issue #652 .
2014-06-11 12:22:34 +02:00
2e280ecdcd
Added dseries/end method.
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Allows the following syntax to extract variables from a
dseries object ts:
us = ts{2:end};
2014-06-11 12:22:34 +02:00
aa14faf508
Removed the possibility to extract subsamples from a dseries object with a vector of integers.
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If ts is a dates object with 100 observations (ts.nobs=100), the
following syntax for selecting the last 90 observations *is not legal*:
ts(11:end)
ts has to be indexed instead with dates objects, as in the following example:
ts(d1:d2)
where d1 and d2 are dates objects. To select the 90 last observations,
if the last date is unknown, the following syntax can be used:
ts(ts.dates(11:end))
2014-06-11 12:22:34 +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
d60565bfc4
Fixed bug in @dates/colon (last years were wrong if r>0).
2014-06-11 12:22:34 +02:00
7a96533339
Allow empty dseries objects in @dseries/horzcat method. Added unitary test.
2014-06-11 12:22:33 +02:00
ba726db417
Fixed bug in @dates/colon methood (wrong offset if r>0).
2014-06-11 12:22:33 +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
35645540e5
Bug fix. Wrong number of lines for time member if n<freq.
2014-06-11 12:22:32 +02:00
adda8b6b09
Another speed improvement for @dates/colon method (vectorized code, removed loop around add_periods_to_date routine).
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
cf86c8f721
Improve speed of comparison methods (lt, gt, le and ge) for @dates class.
2014-06-11 12:22:32 +02:00
84caf6d35f
Improve speed of @dates/colon method.
2014-06-11 12:22:32 +02:00
6aee567382
Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
...
dates('initialization');
dseries('initialization');
create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
0206792c12
Save empty dates and dseries objects on disk (in dynareroot), to reduce the time needed to instantiate new objects.
2014-06-11 12:22:31 +02:00
f5e2fda22a
Code optimization. Removed manipulations of dseries objects in the
...
main loop.
2014-06-11 12:22:31 +02:00
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
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
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
61d6276d47
Added comments.
2014-06-11 12:22:31 +02:00
e16e05a50d
Removed the loop for building the recursive expression to be evaluated.
2014-06-11 12:22:31 +02:00
4da4623c94
Fixed typo in comments.
2014-06-11 12:22:31 +02:00
27587e1ea5
Factorized code for the displayed error messages.
2014-06-11 12:22:30 +02:00
4fd4436013
Fixed case sensitivity issue with respect to TO and DO keywords.
2014-06-11 12:22:30 +02:00
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
1958a7b5df
reporting: fix shading on Linux
2014-06-10 15:48:49 +02:00
39bfc1dd04
Fix two bug in resol that lead to crashes instead of error messages when loglinear option was used and steady state were negative
2014-06-10 10:58:19 +02:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
MichelJuillard
Marco Ratto
Frédéric Karamé
Sébastien Villemot
Houtan Bastani
Sébastien Villemot