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5657 Commits (25d8ea8bfc7d20802b00193084529a3b0f47512d)

Author SHA1 Message Date
Houtan Bastani b1abf17050 reporting: change way to create temporary file 2013-03-14 14:46:32 +01:00
Stéphane Adjemian (Ulysses) 6541ce2325 Fixed bug in @dynSeries/extract method (missing time member). 2013-03-14 14:48:36 +01:00
Stéphane Adjemian (Ulysses) 59f436dc44 Fixed unitary tests for @dynDate/subsref method. 2013-03-14 14:48:36 +01:00
Stéphane Adjemian (Ulysses) 2ca26ca89a Rewrote @dynDate/subsref method recursively. Improved error messages. 2013-03-14 14:48:36 +01:00
Houtan Bastani 46e965f3ec reporting: code cleanup 2013-03-14 11:26:33 +01:00
Houtan Bastani 41efff0d7b reporting: simplified commands 2013-03-14 11:26:33 +01:00
Stéphane Adjemian (Ulysses) 6b397e1dd8 Fixed unitary tests. @dynDates/sort and @dynDates/unique methods have to be called without (empty) parenthesis. 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) d3ba208e8d Rewrote @dynDates/subsref method recursively. Improved error messages. 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 919ee41c23 Completed header. 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 551971dc50 Moved shiftS function. 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 6d86ed7c3e Added the possibility to create a sub dynDates object. Added unitary test. 
*Example* Let dd be a dynDate object:

d1 = dynDate('1966Q4');
d2 = dynDate('2013Q1');
dd = d1:d2;

then dd(2:5) is also dynDates object for the dates 1967Q1, 1967Q2, 1967Q3 and 1967Q5.
 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 4444075530 Fixed bug. 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 95f36eccb7 Added data file for unitary tests (dynSeries class). 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) ca0168e254 Added the possibility to extract a dynDate object from a dynDates object. 
*Example* If a dynDates object is built as follows

d1 = dynDate('1966Q4');
d2 = dynDate('2013Q1');
dd = d1:d2;

then dd(2) is a dynDate object (should be equal to dynDate('1967Q1')).
 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 2dad114eec Added a new interface to instantiate dynDate objects. 
Call dynDate constructor with two arguments: teh first one is a 2*1 vector of integers (for time), the second one is a scalar integer (for freq).
 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 96f8716be6 Removed useless addpath commands in unitary tests. 2013-03-14 11:08:34 +01:00
Stéphane Adjemian (Ulysses) 5492f88bee Added the possibility to return a subsample from a dynSeries. 
If ts is a dynSeries object, then the following syntax is valid:

t0 = dynDate('1950Q1') ;
t1 = dynDate('2000Q3') ;

range = t0:t1 ;
ds = ts(range);

Note that the dates in range do not need to be contiguous or sorted in increasing order.
 2013-03-14 11:08:34 +01:00
Michel Juillard 64ddca513d dynSeries: making possible to concatanate empty series; fixing bugs 2013-03-13 12:58:40 +01:00
Michel Juillard ebf93d672f stochastic extended path: additional changes 2013-03-12 09:36:58 +01:00
Michel Juillard dd75baa9b4 stochastic extended path: new algorithm with leaner tree, new hybrid 
option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
 2013-03-11 16:09:08 +01:00
Johannes Pfeifer 195ed8baac Make storage of moments consistent with manual 
The deciles of some posterior moments were erroneously saved in a field
Distribution, while the manual specifies they are name deciles.
 2013-03-10 19:46:31 +01:00
Houtan Bastani 18ed9daafe reporting: make errors more clear 2013-03-08 19:25:24 +01:00
Houtan Bastani 8d36cc802c reporting: table 2013-03-08 18:59:26 +01:00
Stéphane Adjemian (Charybdis) 22caa866b7 Allows syntax like db = A.data(:,3:15), where A is a dynSeries object. 2013-03-08 17:50:04 +01:00
Stéphane Adjemian (Charybdis) 1c29970c6d Call merge method, added unitary tests. 2013-03-08 17:50:04 +01:00
Stéphane Adjemian (Charybdis) cefbf45a9c Fixed bug + Cosmetic changes. 2013-03-08 17:50:04 +01:00
Stéphane Adjemian (Charybdis) be57a4b0be Added merge method to dynSeries class. 2013-03-08 17:50:04 +01:00
Sébastien Villemot 0ffccac659 Fix typo 2013-03-08 16:26:30 +01:00
Sébastien Villemot 17acd4154c oo_.PosteriorTheoreticalMoments.correlation contains autocorrelations 2013-03-08 15:45:35 +01:00
Sébastien Villemot 5c8efaae6c More explicit error message when posterior mode file is outdated 2013-03-08 14:31:15 +01:00
Houtan Bastani 578368954e reporting (WIP) 2013-03-07 16:40:12 +01:00
Sébastien Villemot f89edf476e Start refactoring of penalty handling 
Handle all events that lead to a penalty through an exception.
Next steps:
- make all exceptions derive from a common class containing info code and
  penalty value
- catch these exceptions at the top-level, and construct the penalty-adjusted
  likelihood
 2013-03-06 17:55:15 +01:00
Sébastien Villemot 82930ee29a Implementation of steady state computation in estim DLL, using the GSL 
Does not seem very robust (fails on fs2000), need to investigate why.
 2013-03-06 16:58:22 +01:00
Sébastien Villemot 871cbbe448 Construct the filename of the dynamic MEX file only at the deepest level 
In the calling chain, only pass the basename of the MOD file.
 2013-03-05 14:45:47 +01:00
Sébastien Villemot 325a2ea90e Remove unused field n_exog of DynamicModelDLL class 2013-03-05 13:00:57 +01:00
Sébastien Villemot 3f8c577630 Remove spurious display when there is zero preprocessor warning 2013-03-05 12:53:37 +01:00
Sébastien Villemot 879b8b8309 Remove obsolete section about smoother on calibrated models. 
We now have the `calib_smoother' command.
 2013-03-05 11:01:08 +01:00
Sébastien Villemot 8d941931a0 Fix bug introduced in ae82c28 2013-03-05 10:31:39 +01:00
Sébastien Villemot 27e1c58575 Merge pull request #311 from JohannesPfeifer/master 
Speeding up of forecasting, cosmetic change
 2013-03-01 09:01:42 -08:00
Johannes Pfeifer ae82c284dc Deleting redundant line and initializing arrays 
Deleted redundant global statement and initialized arrays used
 2013-03-01 11:52:11 -05:00
Sébastien Villemot ce427e92bb Merge pull request #305 from JohannesPfeifer/master 
Bugfix in Posterior IRFs
 2013-02-28 09:23:56 -08:00
Johannes Pfeifer 69b385ccd4 Bugfix in PosteriorIRFs 
Fixed ancient copy and paste mistake from stoch_simul for relative IRFs
in Posterior IRFs
 2013-02-28 12:00:40 -05:00
Sébastien Villemot 46a59423f2 Revert "Remove unused options_.verbosity" 
This reverts commit cacb0470f8.

It was making bytecode crashing. This field will still have to be removed later
when dealing with #295.
 2013-02-28 12:20:21 +01:00
Sébastien Villemot 26bc7b55a0 Remove obsolete workaround for Octave 3.2 2013-02-28 10:32:09 +01:00
Houtan Bastani 0219301e23 reporting (WIP) 2013-02-27 13:18:53 +01:00
Sébastien Villemot a64ec3b156 Reorganization of warnings 
- at the end of the computation, don't display all preprocessor warnings but
   only their number
 - also display if there has been a MATLAB/Octave warning (counting their
   number does not seem feasible). Closes #181
 - add new "nowarn" option to disable all warnings. Closes #301
 2013-02-26 16:50:05 +01:00
Sébastien Villemot cacb0470f8 Remove unused options_.verbosity 2013-02-26 15:14:33 +01:00
Sébastien Villemot b2dcf27c12 estimated_params: check that no symbol is declared twice in the block 
Closes #296
 2013-02-26 12:37:35 +01:00
Michel Juillard bbd95b3a60 adding Ed Herbst fast implementation of the Kalman filter and test 
cases with timing. Still needs preprocessor interface (option) and documentation.
 2013-02-21 17:47:16 +01:00
Houtan Bastani 78f8f04598 reporting (WIP) 2013-02-18 18:16:44 +01:00