Commit Graph

6965 Commits (168895f428fc23cee01b705638a318fbf7e2100e)

Author SHA1 Message Date
Houtan Bastani 168895f428 dseries: fix display when TABLE is empty 2014-01-14 09:03:24 -05:00
Houtan Bastani 74260b9487 doc: fix example 2014-01-13 16:47:20 -05:00
Houtan Bastani 54a0039c64 doc: dates subtraction has two functionalities 2014-01-13 16:45:49 -05:00
Houtan Bastani 886514894b build system: replace hard-coded flex include dir with that found by autoconf, #575 2014-01-13 11:35:13 -05:00
Sébastien Villemot dd2aa846a8 It's bison 2.5 that's actually required now. 2014-01-13 14:56:56 +01:00
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 7c6d5b3ef6 Fix compilation of .texi 2014-01-02 16:40:31 +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 e301eeb206 reporting: tests: show functionality of tableDataRhs option 2014-01-02 15:35:41 +01:00
Houtan Bastani 52492afe6e reporting: add tableDataRhs option to series 2014-01-02 15:28:23 +01:00
Houtan Bastani 16fe4190b2 doc: fix typo 2014-01-02 15:13:57 +01:00
Houtan Bastani fa8b80baea update license file 2014-01-02 09:40:41 +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
ferhat bae79d62a4 The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax. 2013-12-31 01:57:30 +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) ed5696a938 Added test (+ cosmetic changes). 2013-12-30 16:34:26 +01:00
Stéphane Adjemian (Charybdis) f302f297c1 Option endogenous_terminal_periods is only available with stack_solve_algo==0. 2013-12-30 16:05:13 +01:00
Stéphane Adjemian (Charybdis) e76db22c79 Give more details about endogenous_terminal_period option. 2013-12-30 15:50:42 +01:00
Stéphane Adjemian (Charybdis) 893a0ef8ad Cosmetic/Efficiency changes. 2013-12-30 15:41:06 +01:00
Houtan Bastani 3745409f19 preprocessor: namespace fixes to remove clang warnings 2013-12-30 14:54:00 +01:00
Sébastien Villemot f0629fddd2 Merge pull request #571 from JohannesPfeifer/shock_decom_documentation
Shock decom documentation
2013-12-30 05:10:29 -08:00
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
Houtan Bastani 5e19007cc5 README: update mac build for bison fix 2013-12-30 12:33:28 +01:00
Sébastien Villemot bda14eca79 README: update requirement for Bison. 2013-12-30 12:23:59 +01:00
Houtan Bastani f0eefd9821 fix README.md display for mac os x 2013-12-30 11:19:06 +01:00
Sébastien Villemot 75dd01421f Refactor bison files using new prologue syntax. 2013-12-28 21:16:47 +01:00
Sébastien Villemot 96e973a07f Fix compatibility issue with Bison 3.
Closes #570
2013-12-28 21:02:15 +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) 3fbeba66a7 Merge branch 'master' into sim1-with-variable-dimension 2013-12-27 20:32:17 +01:00
Stéphane Adjemian (Charybdis) c35f3d2e52 Document new option (endogenous_terminal_period). 2013-12-27 20:29:30 +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
Sébastien Villemot 503d2baa89 Fix bug in deterministic conditional forecast.
The type of the first shock was not set according to the user request.
Concretely, it would be random, and almost always a perfect foresight shock.
2013-12-27 12:20:25 +01:00
Stéphane Adjemian (Scylla) 49506c6ec4 Document default for new option posterior_max_subsample_draws. 2013-12-18 16:44:31 +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
Houtan Bastani 8dcb36b9e2 ms-sbvar: submodule update 2013-12-18 09:27:51 +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