Sébastien Villemot
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315bfa6f51
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SUR OLS: compatibility fix for MATLAB R2014a
Under MATLAB R2014a, the strjoin() function wants a 1×n cell array, and rejects
a n×1 cell array. Octave and MATLAB R2020b are more permissive.
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2021-01-19 16:27:28 +01:00 |
 Stéphane Adjemian (Charybdis)
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b066012033
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Fixed R² in SUR model when estimating a subset of equations.
Closes #5
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2020-10-26 15:07:50 +01:00 |
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Stéphane Adjemian (Charybdis)
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c7c7358a5b
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Cosmetic changes.
Closes #5
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2020-09-24 13:33:46 +02:00 |
Dóra Kocsis
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8fe39ded76
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Change R2 computation in multivariate models (SUR)
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2020-09-24 13:17:21 +02:00 |
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Dóra Kocsis
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665cd764b8
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Return YhatOrig and Yobs in dyn_ols, olsgibbs, sur, surgibbs.
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2019-12-10 15:44:14 +01:00 |
Stéphane Adjemian (Charybdis)
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031456655c
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Cosmetic changes.
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2019-11-25 17:28:56 +01:00 |
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Dóra Kocsis
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75a929051f
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Update sur and surgibbs function outputs.
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2019-11-22 10:59:01 +01:00 |
Houtan Bastani
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7b1c61f63c
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allow `sur` to be run from the Matlab prompt
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2019-11-21 20:12:13 +01:00 |
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Houtan Bastani
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825a010a90
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sur, pooled_fgls, pooled_ols: add date range option
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2019-03-27 14:57:57 +01:00 |
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Houtan Bastani
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d7246b3489
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ols-style routines: allow user to specify parameters to be estimated
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2019-03-08 11:15:33 +01:00 |
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Houtan Bastani
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075a6b7db5
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sur, surgibbs: following change in `067fc9cc5a5b01e9a04209850f08ecbf3bd0a2b1` pidxs no longer needed as output from sur.m
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2019-02-26 17:01:33 +01:00 |
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Houtan Bastani
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0cd18c3841
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create include files for estimated parameters
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2019-02-26 15:42:51 +01:00 |
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Houtan Bastani
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030737b9c0
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sur: fix input checks
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2019-02-25 14:23:48 +01:00 |
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Houtan Bastani
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4399972a2d
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sur: add noniterative option
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2019-02-25 14:23:48 +01:00 |
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Houtan Bastani
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b92b342c7b
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sur, pooled_fgls: user inv(chol()) instead of chol(inv())
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2019-02-14 10:55:08 +01:00 |
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Houtan Bastani
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9391a770b1
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sur: fix bug in setting M_.Sigma_e entries
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2019-02-13 15:57:06 +01:00 |
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Houtan Bastani
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29c3a86c81
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sur: move to iterative method
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2019-02-13 15:57:06 +01:00 |
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Houtan Bastani
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98591af846
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sur: update M_.Sigma_e using estimated parameters
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2019-02-12 19:57:44 +01:00 |
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Houtan Bastani
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a110896483
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Revert "sur: fix bug with M_.Sigma_e"
This reverts commit 9c76b1da51.
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2019-02-12 19:07:55 +01:00 |
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Houtan Bastani
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fe4fb7df2d
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sur: modify error message
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2019-02-12 17:03:11 +01:00 |
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Houtan Bastani
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91d99fe645
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if find returns empty this ended in a syntax error
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2019-02-12 16:59:23 +01:00 |
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Houtan Bastani
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9c76b1da51
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sur: fix bug with M_.Sigma_e
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2019-02-12 16:55:20 +01:00 |
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Houtan Bastani
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ac171747cd
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sur: clean up error messages
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2019-02-11 15:23:36 +01:00 |
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Houtan Bastani
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c8d04e93b9
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sur: fix bug in lhssub when param_names was specified and simplify code
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2019-02-11 15:17:10 +01:00 |
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Houtan Bastani
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4c64b9108a
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Revert "Revert "handle constant equations in preprocessor""
This reverts commit 850d1dcc95.
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2019-01-30 12:29:33 +01:00 |
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Houtan Bastani
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850d1dcc95
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Revert "handle constant equations in preprocessor"
This reverts commit bcce997112.
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2019-01-29 00:38:01 +01:00 |
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Houtan Bastani
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bcce997112
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handle constant equations in preprocessor
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2019-01-28 17:56:10 +01:00 |
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Houtan Bastani
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668e641a6a
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create report for SUR estimation
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2019-01-25 18:11:27 +01:00 |
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Houtan Bastani
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6d447f195a
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sur: add model_name option
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2019-01-25 18:11:26 +01:00 |
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Houtan Bastani
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73ea0c2fe3
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fix typo in comment
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2019-01-24 12:42:08 +01:00 |
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Houtan Bastani
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9bc1833a36
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sur: fix bug in returned fitted value
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2019-01-24 12:21:36 +01:00 |
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Houtan Bastani
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99d770382b
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change indexing into X.name
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2019-01-23 15:48:46 +01:00 |
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Houtan Bastani
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7632c4f071
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use vobs instead of length(X.name)
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2019-01-23 15:48:46 +01:00 |
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Houtan Bastani
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d1afd56134
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small fixes (comments, argument checks)
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2019-01-22 16:11:03 +01:00 |
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Houtan Bastani
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e1b01d9225
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common parsing: jsonmodel not necessary as tag info is in AST
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2019-01-22 16:10:42 +01:00 |
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Houtan Bastani
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0406a2ae15
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handle zeroed out equations in SUR
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2019-01-21 15:57:11 +01:00 |
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Houtan Bastani
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cf0d8f319e
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remove extra whitespace
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2019-01-18 14:09:40 +01:00 |
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Houtan Bastani
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0badb00687
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handle AR(1) with no parameter
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2019-01-17 18:57:24 +01:00 |
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Houtan Bastani
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934a22c3a7
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sur: small fixes
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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f8c0282b01
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sur: fix up and use common code to create matrices
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2019-01-16 14:53:19 +01:00 |
Stéphane Adjemian(Charybdis)
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c5ebb2ca30
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Adapted codes to the json files new location.
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2018-07-10 20:15:53 +02:00 |
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Houtan Bastani
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4bbfb35a6e
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sur: fix bug in printing
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2018-01-29 15:36:56 +01:00 |
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Houtan Bastani
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812dcae89d
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sur: fix bug in parameter indices
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2018-01-29 15:26:28 +01:00 |
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Houtan Bastani
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683c89de43
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SUR: add option to estimate certain parameters
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2018-01-25 15:45:26 +01:00 |
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Houtan Bastani
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c42311de12
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simplify getEquationsByTags
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2018-01-19 12:51:51 +01:00 |
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Houtan Bastani
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ead8e1011a
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sur, surgibbs: add possibility to select subset of equations
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2018-01-16 18:42:15 +01:00 |
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Houtan Bastani
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aceeef876b
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ols: modify ols-style estimation routines to account for change in 7be8f10e0e
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2018-01-12 11:45:50 +01:00 |
Houtan
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049be61ef5
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surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name
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2018-01-11 14:15:10 +01:00 |
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Houtan
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c1de50bbc2
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surgibbs: draft change and test
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2018-01-05 17:13:46 +01:00 |
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Houtan
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09444882aa
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sur: bug fix, missing chol
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2017-12-18 09:01:09 -05:00 |