Houtan Bastani
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19dc4deb9f
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var_forecast: make calls more efficient
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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df1ef46135
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var_forecast: only make one call per var model, regardless of forecast horizon
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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c8f432d2f4
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var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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5e53c7909b
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var_expectation: create possibility for h-step-ahead forecast
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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1ae6c9a634
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Revert "var_forecast: simplify calculation in function" (only works for 1-step-ahead forecast)
This reverts commit 079c6ce8a1e0cacfe98915d8bf554d3ba1ba0de1.
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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113fbd4866
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var_forecast: simplify calculation in function
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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dfce1ece1e
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var_forecast: create individual .m files for each forecast
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2017-03-22 09:41:09 +01:00 |