Stéphane Adjemian(Charybdis)
8d1664898e
Merge remote-tracking branch 'github/master' into ecb-master
2018-06-21 18:48:16 +02:00
Stéphane Adjemian(Charybdis)
45115e1172
Replaced pac.update.equation() by pac.update.expectation().
2018-06-21 18:47:57 +02:00
Stéphane Adjemian(Charybdis)
93bb326cc2
Added routines for dealing with extraction of a single equation from JSON output.
2018-06-21 18:46:38 +02:00
Stéphane Adjemian(Charybdis)
f84a6fefb7
Efficiency changes.
2018-06-19 15:40:17 +02:00
Stéphane Adjemian(Charybdis)
4710e68555
Fixed bug.
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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
Stéphane Adjemian(Charybdis)
5e1c872610
Merge remote-tracking branch 'ecb/master' into ecb-master (fix for JSON output).
2018-06-15 15:02:07 +02:00
Stéphane Adjemian(Charybdis)
1a3c42c251
Updated preprocessor submodule (added missing write method for JSON output).
2018-06-15 14:59:13 +02:00
Sébastien Villemot
b0dbc1ec54
Update preprocessor submodule
2018-06-14 17:22:55 +02:00
Stéphane Adjemian(Charybdis)
e3727db6a4
Updated particles submodule.
2018-06-14 11:50:55 +02:00
Stéphane Adjemian(Charybdis)
701633769d
Removed hack that is not needed anymore.
2018-06-11 18:22:31 +02:00
Houtan Bastani
36f7111c0f
modify get_ar_matrices for change in lag info
2018-06-11 16:18:24 +02:00
Houtan Bastani
c7fe3770df
Merge branch 'master' into ecb-master
2018-06-11 15:35:24 +02:00
Houtan Bastani
f91cc1b0da
submodule update: preprocessor
2018-06-11 15:26:51 +02:00
Stéphane Adjemian(Charybdis)
eacb6eb498
Updated dseries submodule (bug fix).
2018-06-09 18:34:09 +02:00
Stéphane Adjemian(Charybdis)
8270386d0b
Updated dseries submodule.
2018-06-09 18:32:40 +02:00
Johannes Pfeifer
6607d3907a
disp_identification.m: Account for jweak_pair generally being a matrix
2018-06-09 08:59:43 +02:00
Stéphane Adjemian(Charybdis)
447d4ff561
Allow for non diagonal A0 matrix in Error Correction Models.
2018-06-08 12:17:29 +02:00
Sébastien Villemot
1e5fab3881
Fix tests for stack_solve_algo=7
...
Completes commit db0cf1b8ea
from PR #1616 .
2018-06-08 10:29:53 +02:00
Sébastien Villemot
48488e6e87
Merge pull request #1618 from JohannesPfeifer/Identification_message
...
Correct display of identification message if parameters are only coll…
2018-06-08 10:16:22 +02:00
Stéphane Adjemian
6f777f6185
Merge pull request #1619 from JohannesPfeifer/doc
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Correct name in manual
2018-06-08 07:00:37 +02:00
Johannes Pfeifer
fa363f7e4b
Correct name in manual
2018-06-07 23:15:24 +02:00
Stéphane Adjemian
f3fec841c0
Merge pull request #1617 from JohannesPfeifer/exo_lead_lag_test
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Add unit tests for perfect foresight simulations with exogenous leads…
2018-06-07 21:25:45 +02:00
Johannes Pfeifer
db0cf1b8ea
Add unit tests for perfect foresight simulations with exogenous leads and lags
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Closes #1616
2018-06-07 20:46:30 +02:00
Johannes Pfeifer
b8094a2e84
Correct display of identification message if parameters are only collinear
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Closes #1614
2018-06-07 19:29:24 +02:00
Stéphane Adjemian(Charybdis)
c5b7d57ca1
Updated NEWS for 4.5.5.
2018-06-07 19:05:03 +02:00
Houtan Bastani
ec0f5ad701
fix indexing bug
2018-06-07 18:48:32 +02:00
Houtan Bastani
e9c631de7d
Merge branch 'master' into ecb-master
2018-06-07 18:47:36 +02:00
Houtan Bastani
856fc060a2
submodule update: preprocessor
2018-06-07 17:41:54 +02:00
Sébastien Villemot
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
...
Complete the fix started in 8913791ff0
.
Change the test case to prevent regressions.
2018-06-07 16:14:02 +02:00
Sébastien Villemot
33c45ee8b9
Merge pull request #1615 from JohannesPfeifer/options_ident_ar
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identification_analysis.m: make sure that increase in options_.ar is …
2018-06-07 14:43:18 +02:00
Johannes Pfeifer
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
Michel Juillard
8913791ff0
fixes bug for solve_algo = 10 and lags on exogenous variables
2018-06-07 12:21:58 +02:00
Sébastien Villemot
b080e5d7b1
Convert the ramst.mod example to new perfect foresight syntax
2018-06-06 16:43:16 +02:00
Sébastien Villemot
a71e0ebee4
Add a compile-time check for MATLAB version, as we already do for Octave
2018-06-06 14:31:25 +02:00
Sébastien Villemot
88e89dfb21
Refactor test for Octave version
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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
Sébastien Villemot
57f6183d2f
Move some functions out of missing/stats/, since they are only needed for MATLAB
2018-06-06 13:02:42 +02:00
Sébastien Villemot
9211d902a0
Update dseries
2018-06-05 19:56:42 +02:00
Sébastien Villemot
933ed45ead
Octave 4.4 no longer includes statistics functions
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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
Sébastien Villemot
7cbac0c989
Fix user_has_octave_forge_package
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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
Houtan Bastani
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
Houtan Bastani
b6355776a0
submodule update: preprocessor
2018-06-05 18:45:22 +02:00
Sébastien Villemot
0b2828af8a
Fix typo
2018-06-05 17:27:22 +02:00
Sébastien Villemot
e8ade6a187
Fix display of Dynare command arguments
2018-06-05 17:27:03 +02:00
Sébastien Villemot
8cadb2ac59
Silence Octave:classdef-to-struct warning
2018-06-05 17:24:52 +02:00
Sébastien Villemot
c7a57e5906
corrcoef is included in Octave 4.4
2018-06-05 17:14:41 +02:00
Sébastien Villemot
e1a3c40ef0
Fix compilation of MS-SBVAR DLL under Octave 4.4
2018-06-05 17:07:45 +02:00
Stéphane Adjemian(Charybdis)
28bd362329
Updated preprocessor.
2018-06-05 11:52:32 +02:00
Sébastien Villemot
e669321eec
Require C++14 for MEX files
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Needed because bytecode DLL uses some preprocessor code which is C++14.
2018-06-05 11:34:41 +02:00
Houtan Bastani
35320e2f93
submodule update: preprocessor
2018-06-05 11:14:56 +02:00
Sébastien Villemot
fec0947c7b
Testsuite: clean files generated by move to temporary terms array
2018-06-04 18:08:28 +02:00