227ac46aa9
Fixed bug related to the parameters in PAC equation.
2018-07-04 10:02:19 +02:00
f248feb839
Fixed function handle name for sum of square residuals.
2018-07-04 09:38:19 +02:00
33d752bad3
Fixed filtering out of non exact matches.
...
Patch proposed by Anatole, see:
https://gitlab.com/McModelTeam/McModelProject/issues/76
2018-07-04 08:57:07 +02:00
37bd4a1fea
Added routine for estimating a PAC equation by NLS.
...
This is not a final version. The routine does not print the estimation result, and does not
compute the variance of the estimator. The routine updates the content of M_.params with the
vector of PAC parameters minimizing the sum of squared residuals.
2018-06-21 18:48:58 +02:00
8d1664898e
Merge remote-tracking branch 'github/master' into ecb-master
2018-06-21 18:48:16 +02:00
45115e1172
Replaced pac.update.equation() by pac.update.expectation().
2018-06-21 18:47:57 +02:00
93bb326cc2
Added routines for dealing with extraction of a single equation from JSON output.
2018-06-21 18:46:38 +02:00
f84a6fefb7
Efficiency changes.
2018-06-19 15:40:17 +02:00
4710e68555
Fixed bug.
...
The get_companion_matrix routine was crashing if the model block contained
variables exogenous w.r.t the auxiliary model used for the PAC expectations (in
the trend component model case), before the equations of the auxiliary model.
2018-06-19 14:11:10 +02:00
5e1c872610
Merge remote-tracking branch 'ecb/master' into ecb-master (fix for JSON output).
2018-06-15 15:02:07 +02:00
e3727db6a4
Updated particles submodule.
2018-06-14 11:50:55 +02:00
701633769d
Removed hack that is not needed anymore.
2018-06-11 18:22:31 +02:00
36f7111c0f
modify get_ar_matrices for change in lag info
2018-06-11 16:18:24 +02:00
c7fe3770df
Merge branch 'master' into ecb-master
2018-06-11 15:35:24 +02:00
eacb6eb498
Updated dseries submodule (bug fix).
2018-06-09 18:34:09 +02:00
8270386d0b
Updated dseries submodule.
2018-06-09 18:32:40 +02:00
6607d3907a
disp_identification.m: Account for jweak_pair generally being a matrix
2018-06-09 08:59:43 +02:00
447d4ff561
Allow for non diagonal A0 matrix in Error Correction Models.
2018-06-08 12:17:29 +02:00
b8094a2e84
Correct display of identification message if parameters are only collinear
...
Closes #1614
2018-06-07 19:29:24 +02:00
ec0f5ad701
fix indexing bug
2018-06-07 18:48:32 +02:00
e9c631de7d
Merge branch 'master' into ecb-master
2018-06-07 18:47:36 +02:00
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
...
Complete the fix started in 8913791ff0
2018-06-07 16:14:02 +02:00
09ac7f6249
identification_analysis.m: make sure that increase in options_.ar is passed back via options_ident
2018-06-07 13:17:42 +02:00
8913791ff0
fixes bug for solve_algo = 10 and lags on exogenous variables
2018-06-07 12:21:58 +02:00
a71e0ebee4
Add a compile-time check for MATLAB version, as we already do for Octave
2018-06-06 14:31:25 +02:00
88e89dfb21
Refactor test for Octave version
...
Distinguish between a minimal version required (from a source code perspective,
applicable on all platforms) and an exact version requirement (from a binary
package perspective, in practice used only for our Windows package).
2018-06-06 14:27:53 +02:00
57f6183d2f
Move some functions out of missing/stats/, since they are only needed for MATLAB
2018-06-06 13:02:42 +02:00
9211d902a0
Update dseries
2018-06-05 19:56:42 +02:00
933ed45ead
Octave 4.4 no longer includes statistics functions
...
Those have been moved to the statistics package. If that package is not there,
use a fallback.
2018-06-05 19:53:06 +02:00
7cbac0c989
Fix user_has_octave_forge_package
...
Packages are no longer autoloaded, so testing whether they are "Loaded" does
not work in all cases.
The function now ensures that the package is loaded.
2018-06-05 19:53:02 +02:00
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
0b2828af8a
Fix typo
2018-06-05 17:27:22 +02:00
e8ade6a187
Fix display of Dynare command arguments
2018-06-05 17:27:03 +02:00
8cadb2ac59
Silence Octave:classdef-to-struct warning
2018-06-05 17:24:52 +02:00
c7a57e5906
corrcoef is included in Octave 4.4
2018-06-05 17:14:41 +02:00
1730269e80
Fixed bug.
2018-06-01 18:36:42 +02:00
5a515aa3c4
update get_ar_ec_matricies for changes to preprocessor
2018-05-31 19:24:31 +02:00
f9b3f7571e
Merge branch 'master' into ecb-master
2018-05-31 18:55:32 +02:00
e435a34d90
Tempoarary fix for bug in get_ar_matrices routine.
...
The number of lags returned in models with diff(dif((x))) is wrong.
2018-05-31 12:14:36 +02:00
27e21acd5a
Adapt h1 formula depending on PAC's auxiliary model (var or vecm).
2018-05-30 18:26:18 +02:00
7b546ba696
Compatibility fix for MATLAB < R2010b (7.11)
2018-05-30 17:44:46 +02:00
5273ab0e7d
remove statement erroneously inserted into abd1627ce7
2018-05-30 14:55:17 +02:00
abd1627ce7
adjust get_ar_ec_matrices for preprocessor changes
2018-05-30 14:46:59 +02:00
d96d039a8a
Added VECM as auxiliary model for PAC.
2018-05-29 15:51:31 +02:00
fa5bfbde44
Merge remote-tracking branch 'github/master' into ecb-master
2018-05-29 15:50:17 +02:00
474556e0ca
Added routines related to auxiliary variables.
2018-05-29 15:44:41 +02:00
e48fee90e7
Added missing semicolon.
2018-05-29 12:14:53 +02:00
966d9797dd
Fixed columns ordering in VAR AR matrices.
2018-05-29 12:08:37 +02:00
d5862f93bf
add comment explaining changes in 4e79d12e53
2018-05-28 14:32:11 +02:00
4e79d12e53
move declaration of default values from global_initialization to a separate function
2018-05-28 14:07:32 +02:00
Stéphane Adjemian(Charybdis)
Houtan Bastani
Johannes Pfeifer
Sébastien Villemot
Michel Juillard