0c98ba67f6
Fixed bug and added unitary tests.
2014-07-02 16:08:08 +02:00
7f15295cda
Add saving of parameter names to make loading of mh_mode-file compatible with mode_file option
2014-07-02 15:20:07 +02:00
1b36d75947
Rewrote @dates/size and @dseries/size (compatibility fix for Octave).
2014-07-02 12:20:19 +02:00
85f336496d
Filter out ML of model_comparison.m
...
Also documents that ML is not supported and adds reference for model comparison
Related to #681
2014-07-01 18:50:24 +02:00
6ceecd1cf6
Tighten convergence criterion of trust region.
...
Closes #666
2014-07-01 18:43:16 +02:00
f4f7b8d0a1
Merge pull request #660 from JohannesPfeifer/mode_file
...
Restore backward compatibility of mode_file option
2014-07-01 18:00:48 +02:00
40ea09644b
Merge pull request #668 from JohannesPfeifer/loglinear
...
Fix two bugs in resol that lead to crashes instead of error messages when...
2014-07-01 17:59:20 +02:00
939fb78624
Merge pull request #663 from JohannesPfeifer/master
...
Bugfix and cosmetic fix
2014-07-01 17:56:48 +02:00
daf4cb1491
Added unitary tests.
2014-06-27 23:12:05 +02:00
a8cb8ccd29
Merge branch 'use-dseries'
2014-06-27 22:38:07 +02:00
9c92b20f33
Added unitary test.
2014-06-27 22:36:10 +02:00
a5ea76d58c
Do not issue an error message if the dseries appearing in the recursive/static expression do have common names.
2014-06-27 22:29:57 +02:00
20e64aa88c
Fix for empty and nan fields.
2014-06-27 18:41:04 +02:00
d5e873f01f
Fixed bug (missing argument).
2014-06-27 18:40:09 +02:00
684b6b8c04
Fixed bug in osr.
2014-06-27 18:39:39 +02:00
81541ac058
Fixed unitary test.
2014-06-27 18:39:18 +02:00
87b4254ce5
reporting: remove checks on colors that are passed to graphs/series to allow for all color combinations supported by TikZ
2014-06-27 17:06:45 +02:00
56d861787b
fix typo
2014-06-27 16:26:34 +02:00
638297f4b8
add missing semicolon
2014-06-27 16:18:05 +02:00
0ef65bc296
reporting: graph: add option tickFontSize
2014-06-27 15:56:06 +02:00
a29a4d0842
Removed unitary test (needs to be fixed).
2014-06-26 16:09:50 +02:00
4359eb6dad
Adapted ms sbvar codes (options_.varobs is a row cell array of strings).
2014-06-26 16:07:45 +02:00
62e28dac94
Use makedataset in condition forecast routine.
2014-06-26 10:55:54 +02:00
c23bb31252
reporting: add graph option to change title font size
2014-06-25 16:30:04 +02:00
03395a7425
Fixed bug. Wrong test on the number of input arguments (because of the new input argument dataset_info in dsge_likelihood).
2014-06-25 14:57:20 +02:00
38df13bb92
Fixed bug (options_.varobs is a row cell array of strings).
2014-06-25 14:49:49 +02:00
0b82874268
Adapted madataset routine for Gsa.
2014-06-25 11:34:39 +02:00
18eb81da55
Fixed bug in filt_mc_ (gsa) routine (dataset_.dat need to be transposed).
2014-06-25 11:28:49 +02:00
904b8025f3
Adapted dynare_sensitivity routine (options_.varobs is a row cell array of strings).
2014-06-25 11:27:12 +02:00
f2b4de1d8a
reporting: support a different shape for the axis in a graph
2014-06-24 15:51:29 +02:00
7ccd26a17e
dseries: remove strsplit as it was introduced in Matlab R2013a
2014-06-24 12:10:59 +02:00
b7cf6338db
Adapted evaluate_likelihood routine.
2014-06-23 17:11:01 +02:00
06f74c4603
Cosmetic change.
2014-06-23 16:06:58 +02:00
800de3fcc9
Fixed bug (varobs is a field of options_).
2014-06-23 16:06:29 +02:00
a0907b2e05
Merge branch 'master' into use-dseries
2014-06-23 15:15:48 +02:00
40a60e92fa
Fixed bug when loaded m file data is not in the current folder or a subfoler.
2014-06-23 13:54:52 +02:00
11f00d041e
Fixed bug (options_.varobs is a row cell array of strings) + Cosmetic changes.
2014-06-23 12:53:39 +02:00
195a3f8fff
Fixed bug (missing transposition).
2014-06-23 12:52:44 +02:00
d727ba7246
Fixed bug (missing input).
2014-06-23 12:24:36 +02:00
0cb1b6795b
Fixed bug in set_prior routine (options_.varobs is a cell array of strings).
2014-06-23 12:24:17 +02:00
f6ce89260a
Adapted posterior IRFs routines.
2014-06-23 11:08:48 +02:00
b11f6e2505
Adapted code for dsge-var models.
2014-06-23 10:55:08 +02:00
21d40f6123
fixed minor bug in stochastic extended path
2014-06-21 10:06:01 +02:00
6733c83ff5
reporting: add graph option: zeroLineColor
2014-06-20 15:41:11 +02:00
91d74fabb3
Cosmetic changes.
2014-06-20 11:57:46 +02:00
50e42777b2
Adapted simplex routine.
2014-06-20 11:27:06 +02:00
304ea02a53
Adapted newrat routines (adding dataset_info).
2014-06-20 11:21:30 +02:00
e4cd72b5b6
Fixed typo.
2014-06-20 11:20:27 +02:00
788c528c84
Merge branch 'master' into use-dseries
2014-06-19 18:13:35 +02:00
f5c2027e18
Do not impose the equality between the initial period as defined by the set_time command and the date of the initial observation defined in the datafile or dseries object.
2014-06-19 18:02:31 +02:00
c4dac88ed2
Added the possibility to redefine the initial date (and implicitly the frequency) when a dseries object is instantiated with the name of a datafile.
2014-06-19 17:59:19 +02:00
653f10df72
Added persistent variable in evaluate_smoother routine (dataset_info which describes the distribution of missing data). Changed type of dataset_.
2014-06-19 12:31:35 +02:00
7e862ae72a
Fixed bug (forgot some calls to identification_analysis).
2014-06-18 15:37:13 +02:00
4f02e58010
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
42c4aabdcc
Adapted identification routines.
2014-06-17 12:04:58 +02:00
8691304b9f
Fixed gsa (dataset_ is now a dseries object).
2014-06-17 10:30:45 +02:00
880bb58aef
Fixed mode_check and prior_posterior_statistics routines (added dataset_info as an input).
2014-06-17 10:19:07 +02:00
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
499967f9a1
adding an option to extended path to control homotopic steps and
...
continue in case of failed case
2014-06-16 14:25:23 +02:00
6f9720ff84
removing debug code
2014-06-16 14:24:05 +02:00
7795833add
Fixed bug in dates class constructor (wrong call to length routine).
2014-06-15 19:17:30 +02:00
4f5ab5a236
Changed logic in dates class constructor.
2014-06-15 19:15:30 +02:00
558c818cca
Changed logic in isfreq routine.
2014-06-13 16:32:25 +02:00
e41e8effdf
Modified isdate behaviour (an integer scalar is interpreted as a year).
2014-06-13 10:10:17 +02:00
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
08ea66057c
Automagically increase the number of observations in the assigned variable if needed.
...
So that the following is possible
y = dseries([0],'1990Q1','y');
e = dseries(randn(1000,1),'1990Q1','e');
from 1990Q2 to 2239Q4 do y(t) = .5*y(t-1) + e(t) - .5*e(t-1)*y(t-1) +.1*y(t-1)^2
Initially y has only one observation (which is mandatory because y
depends on its first lag), the routine extends the number of
observations so that y.dates(end)==2239Q4
Note that the exogenous variables are not adjusted, they must be
defined (leads/lags included) between the first and last dates of the
from-to-do syntax.
2014-06-12 15:24:00 +02:00
955dcab449
Removed init and freq members from dseries class (redundant informations).
...
The frequency and initial date can still be accessed with the usual syntax:
ts.freq
ts.init
It is also possible to get the last date:
ts.last
Added new methods frequency, firstdate and lastdate as alias for ts.dates.freq, ts.dates(1) and ts.dates(end)
2014-06-11 12:22:35 +02:00
8507c27fab
Removed display of current path in last unitary test.
2014-06-11 12:22:35 +02:00
3606cbc8ed
Added new syntax to remove variables from a dseries object.
...
If ts is a dseries object, then
ts{'Variable_1','Variable_2'} = [];
or
ts{'Variable_@1,2@} = [];
will remove Variable_1 and Variable_2 from ts (if they exist).
2014-06-11 12:22:34 +02:00
ff27824b29
Fixed bug related to the initialization of the dseries and dates object (test that the input argument is a string).
2014-06-11 12:22:34 +02:00
f0a3d6ad44
Added @dseries/remove method.
2014-06-11 12:22:34 +02:00
d5066e9a44
Added unitary test.
2014-06-11 12:22:34 +02:00
353bab2117
Fixes issue #652 .
2014-06-11 12:22:34 +02:00
2e280ecdcd
Added dseries/end method.
...
Allows the following syntax to extract variables from a
dseries object ts:
us = ts{2:end};
2014-06-11 12:22:34 +02:00
aa14faf508
Removed the possibility to extract subsamples from a dseries object with a vector of integers.
...
If ts is a dates object with 100 observations (ts.nobs=100), the
following syntax for selecting the last 90 observations *is not legal*:
ts(11:end)
ts has to be indexed instead with dates objects, as in the following example:
ts(d1:d2)
where d1 and d2 are dates objects. To select the 90 last observations,
if the last date is unknown, the following syntax can be used:
ts(ts.dates(11:end))
2014-06-11 12:22:34 +02:00
c3029468af
Do not display the object returned by from.
2014-06-11 12:22:34 +02:00
64bdbb525b
Allow variables extracted from a dseries object in the dynamic or static expression following the do keyword.
2014-06-11 12:22:34 +02:00
d60565bfc4
Fixed bug in @dates/colon (last years were wrong if r>0).
2014-06-11 12:22:34 +02:00
7a96533339
Allow empty dseries objects in @dseries/horzcat method. Added unitary test.
2014-06-11 12:22:33 +02:00
ba726db417
Fixed bug in @dates/colon methood (wrong offset if r>0).
2014-06-11 12:22:33 +02:00
3ae2874fd0
Cosmetic changes (error messages).
2014-06-11 12:22:33 +02:00
34e9f0dc14
Allow dates objects as first and third arguments (initial and terminal dates).
2014-06-11 12:22:33 +02:00
ac05826ef0
Test that the names of the variables contained in the dseries objects are different.
2014-06-11 12:22:33 +02:00
1ed0ccff6f
Test that dseries are not empty.
2014-06-11 12:22:33 +02:00
03250208c0
Test that each dseries object contains only one variable.
2014-06-11 12:22:33 +02:00
0096611b06
Added the possibility to use parameters in a from-to-do statement.
2014-06-11 12:22:33 +02:00
95d613c53d
Cosmetic change.
2014-06-11 12:22:33 +02:00
14819abb5f
Added specialized code for static models.
2014-06-11 12:22:33 +02:00
65968bb134
Use new leadlagtable's columns introduced in d0708fcb2c978c7ae47aa8ab7cbdf6f2b162c123 (usefull for sparse dynamic models).
2014-06-11 12:22:32 +02:00
f8203911c8
Added two columns to leadlagtable cell array (vectors of lag/lead orders).
2014-06-11 12:22:32 +02:00
b858aed1c0
Various optimizations and cosmetic changes.
2014-06-11 12:22:32 +02:00
35645540e5
Bug fix. Wrong number of lines for time member if n<freq.
2014-06-11 12:22:32 +02:00
adda8b6b09
Another speed improvement for @dates/colon method (vectorized code, removed loop around add_periods_to_date routine).
2014-06-11 12:22:32 +02:00
8587674317
Removed call to ismember. Test if to_id or do_id are empty instead.
2014-06-11 12:22:32 +02:00
cf43c90347
Improve speed of @dates/colon method (added specialized version of add_periods_to_array_of_dates -> add_periods_to_date).
2014-06-11 12:22:32 +02:00
cf86c8f721
Improve speed of comparison methods (lt, gt, le and ge) for @dates class.
2014-06-11 12:22:32 +02:00
84caf6d35f
Improve speed of @dates/colon method.
2014-06-11 12:22:32 +02:00
6aee567382
Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
...
dates('initialization');
dseries('initialization');
create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
0206792c12
Save empty dates and dseries objects on disk (in dynareroot), to reduce the time needed to instantiate new objects.
2014-06-11 12:22:31 +02:00
f5e2fda22a
Code optimization. Removed manipulations of dseries objects in the
...
main loop.
2014-06-11 12:22:31 +02:00
6dc0748de5
Added tests on the recursive expression to be evaluated (the endogeous variable
...
canot depend on its current level or its future level).
2014-06-11 12:22:31 +02:00
507b56a055
Added lead/lag incidence table. Also check that the ranges of the
...
dseries objects appearing in the recursive expression are compatible
with the range of the loop.
2014-06-11 12:22:31 +02:00
59a787f47f
Check that the initial and terminal dates are in the ranges of the
...
dseries objects involved in the recursive expression.
2014-06-11 12:22:31 +02:00
61d6276d47
Added comments.
2014-06-11 12:22:31 +02:00
e16e05a50d
Removed the loop for building the recursive expression to be evaluated.
2014-06-11 12:22:31 +02:00
4da4623c94
Fixed typo in comments.
2014-06-11 12:22:31 +02:00
27587e1ea5
Factorized code for the displayed error messages.
2014-06-11 12:22:30 +02:00
4fd4436013
Fixed case sensitivity issue with respect to TO and DO keywords.
2014-06-11 12:22:30 +02:00
4dad18b222
Added new function from.
...
Allows the follwing syntax
FROM d1 TO d2 DO y(t)=f(y(t-1),e(t),e(t+1),e(t-1))
where d1 and d2 are @dates objects (d1<d2), y is a @dseries object
defined over d1-1:d2, and e is a @dseries object defined over
d1-1:d2+1.
2014-06-11 12:22:30 +02:00
1958a7b5df
reporting: fix shading on Linux
2014-06-10 15:48:49 +02:00
39bfc1dd04
Fix two bug in resol that lead to crashes instead of error messages when loglinear option was used and steady state were negative
2014-06-10 10:58:19 +02:00
f755a32745
reporting: align graphs based on axis not axis labels
2014-06-10 10:15:24 +02:00
9258aecba0
reporting: add options to control y axis label
2014-06-10 10:15:15 +02:00
f101009d0d
reporting: change default multiplication operator for graph precision
2014-06-09 11:47:23 +02:00
1a4df2fedf
Merge pull request #659 from JohannesPfeifer/steady_fix
...
Fix size of NaN vector returned so that resid.m does not crash
2014-06-04 16:59:14 +02:00
a9e8dbb752
Merge branch 'master' into use-dynSeries
2014-06-02 16:12:05 +02:00
ca6803b531
Add forgotten case to likelihood functions
...
Code 25 was not filtered out, leading to cryptic crashes
2014-06-02 14:10:43 +02:00
2caa9eb9d4
Restore backward compatibility of mode_file option
...
Displays warning and then assumes the user provided a correct mode-file. Closes #658
2014-06-01 15:08:09 +02:00
381b0426e3
adding missing file for perfect foresight
2014-05-28 09:32:44 +02:00
979c1af53b
perfect foresight with lmmcp: removed display of iterations
2014-05-28 09:23:10 +02:00
616dad634a
Fix size of NaN vector returned so that resid.m does not crash
2014-05-26 16:16:22 +02:00
45d7f15c94
Cosmetic. Deleted trailing white spaces.
2014-05-23 18:16:11 +02:00
78e5fafb07
Updated header.
2014-05-23 18:14:46 +02:00
bc7f834241
Added missing flag for unitary test.
2014-05-23 18:14:26 +02:00
56de3979c2
Removed compute_corr routine.
2014-05-23 18:12:43 +02:00
2ee4d62570
Added routine to compute centered marginal moments of order n (possibly with missing observations).
2014-05-23 18:10:59 +02:00
9229a35e71
reporting: add new Paragraph class
2014-05-23 18:10:44 +02:00
b2c28530ea
Renamed compute_stdv as nanvariance (computes variances instead of standard deviations).
2014-05-23 18:06:32 +02:00
bdd7b8aacc
Rewrote compute_acov and renamed it as nanautocovariance.
2014-05-23 15:07:46 +02:00
dd223e41f5
Rewrote compute_cova and renamed it nancovariance. Added a new routine to test if an array contain at least one NaN.
2014-05-22 19:27:14 +02:00
0f61ae941a
reporting: make zerotol work for both graphs and reports
2014-05-22 19:03:25 +02:00
bc2274e08a
reporting: fix display
2014-05-22 19:03:25 +02:00
1282f12bdc
reporting: add new option graphShowInLegend to addSeries
2014-05-22 19:03:20 +02:00
529e779b68
reporting: bug fix for graphHline
2014-05-22 17:03:52 +02:00
4731ee4a89
reporting: bug fix for when a series doesn’t have a data option passed to it
2014-05-22 16:41:43 +02:00
06d1f66242
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
41548df963
reporting: replace isa(*,’dseries’) with isdseries()
2014-05-20 14:51:46 +02:00
1435cc5096
reporting: replace isa(*,’dates’) with isdates()
2014-05-20 14:51:41 +02:00
afe925cd30
reporting: clean up writeSeriesForGraph.m
2014-05-20 14:39:50 +02:00
b0386575d6
reporting: change vline to accept only one dates
2014-05-20 14:38:02 +02:00
0247faa9ed
reporting: support horizontal lines
2014-05-20 14:25:01 +02:00
d470ef16ca
reporting: support vertical lines
2014-05-20 14:17:24 +02:00
106879c46e
reporting: add new background layer
2014-05-20 14:16:52 +02:00
7ef1efcd58
reporting: add missing semicolon
2014-05-19 17:52:24 +02:00
2569a0e259
reporting: remove instances of deprecated function strmatch
2014-05-19 17:49:52 +02:00
2434bfa097
reporting: remove unused variable
2014-05-19 17:27:47 +02:00
c9a26263d4
reporting: allow vspaces when section is not complete (implies that section is over)
2014-05-19 17:22:29 +02:00
9586f1e516
Fixed bug.Variable available_extensions is a cell array.
2014-05-19 16:42:50 +02:00
0f34cf2029
add missing semicolon
2014-05-19 16:31:37 +02:00
264110835d
reporting: add miscTikzAxisOptions option to addGraph
2014-05-19 15:57:43 +02:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot
Houtan Bastani
Michel Juillard