Sébastien Villemot
f30126ea69
Update preprocessor, following temporary terms array optimization and partial C++14 modernization
2018-06-04 18:08:28 +02:00
Stéphane Adjemian
a76a7f9680
Merge pull request #1613 from JohannesPfeifer/datatomfile_char
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datatomfile: Consistently replace char by cell arrays
2018-06-04 14:05:11 +02:00
Johannes Pfeifer
2dd940dc1a
datatomfile: Consistently replace char by cell arrays
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Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
Houtan Bastani
a0b7212054
Merge branch 'master' into ecb-master
2018-06-02 12:45:45 +02:00
Houtan Bastani
9974382d1e
submodule update: preprocessor
2018-06-02 12:43:09 +02:00
Stéphane Adjemian(Charybdis)
1730269e80
Fixed bug.
2018-06-01 18:36:42 +02:00
Houtan Bastani
30310bc7b4
Merge branch 'master' into ecb-master
2018-06-01 16:02:30 +02:00
Houtan Bastani
a0c51d220c
submodule update: preprocessor
2018-06-01 16:00:01 +02:00
Frédéric Karamé
1c9e186d57
Updated tests for nonlinear filters.
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(cherry picked from commit e2cf2260dbd5cceeade11f0617ab33de2f8ee72b)
2018-06-01 12:13:54 +02:00
Houtan Bastani
5a515aa3c4
update get_ar_ec_matricies for changes to preprocessor
2018-05-31 19:24:31 +02:00
Houtan Bastani
f9b3f7571e
Merge branch 'master' into ecb-master
2018-05-31 18:55:32 +02:00
Houtan Bastani
461c12e21a
submodule update: preprocessor
2018-05-31 18:51:39 +02:00
Stéphane Adjemian(Charybdis)
e435a34d90
Tempoarary fix for bug in get_ar_matrices routine.
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The number of lags returned in models with diff(dif((x))) is wrong.
2018-05-31 12:14:36 +02:00
Stéphane Adjemian(Charybdis)
27e21acd5a
Adapt h1 formula depending on PAC's auxiliary model (var or vecm).
2018-05-30 18:26:18 +02:00
Sébastien Villemot
7b546ba696
Compatibility fix for MATLAB < R2010b (7.11)
2018-05-30 17:44:46 +02:00
Houtan Bastani
5273ab0e7d
remove statement erroneously inserted into abd1627ce7
2018-05-30 14:55:17 +02:00
Houtan Bastani
abd1627ce7
adjust get_ar_ec_matrices for preprocessor changes
2018-05-30 14:46:59 +02:00
Houtan Bastani
085db0c95a
Merge branch 'master' into ecb-master
2018-05-30 14:46:25 +02:00
Houtan Bastani
c39a955da8
submodule update: preprocessor
2018-05-30 14:43:11 +02:00
Stéphane Adjemian(Charybdis)
d96d039a8a
Added VECM as auxiliary model for PAC.
2018-05-29 15:51:31 +02:00
Stéphane Adjemian(Charybdis)
fa5bfbde44
Merge remote-tracking branch 'github/master' into ecb-master
2018-05-29 15:50:17 +02:00
Stéphane Adjemian(Charybdis)
474556e0ca
Added routines related to auxiliary variables.
2018-05-29 15:44:41 +02:00
Stéphane Adjemian(Charybdis)
fe6d1c6a69
Updated preprocessor submodule (bug fix).
2018-05-29 15:40:49 +02:00
Stéphane Adjemian(Charybdis)
e48fee90e7
Added missing semicolon.
2018-05-29 12:14:53 +02:00
Stéphane Adjemian(Charybdis)
966d9797dd
Fixed columns ordering in VAR AR matrices.
2018-05-29 12:08:37 +02:00
Houtan Bastani
d5862f93bf
add comment explaining changes in 4e79d12e53
2018-05-28 14:32:11 +02:00
Houtan Bastani
4e79d12e53
move declaration of default values from global_initialization to a separate function
2018-05-28 14:07:32 +02:00
Houtan Bastani
97af53b82d
fix mkdir call in global_initialization
2018-05-28 14:07:32 +02:00
Stéphane Adjemian(Charybdis)
9bdd1df3ac
Do not filter by files extension in mex/octave{,32}...
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... when building the windows installer.
2018-05-19 14:06:58 +02:00
Stéphane Adjemian(Charybdis)
bc1f96c043
Completed 02084ce310
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We do not distribute .oct files anymore.
2018-05-18 23:56:48 +02:00
Houtan Bastani
689a9880f4
Merge branch 'master' into ecb-master
2018-05-17 17:07:49 +02:00
Houtan Bastani
902a52b521
preprocessor submodule update
2018-05-17 16:55:20 +02:00
Sébastien Villemot
02084ce310
Remove qzcomplex Oct-file
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It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.
2018-05-17 12:11:15 +02:00
Sébastien Villemot
5166b43add
Fix case
2018-05-17 12:06:07 +02:00
Stéphane Adjemian(Charybdis)
a4120a84b6
Adapted matlab routines to recent changes in preprocessor.
2018-05-16 21:31:31 +02:00
Stéphane Adjemian(Charybdis)
e62c2272b4
Merge remote-tracking branch 'github/master' into ecb-master
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Fixed conflicts:
matlab/modules/dates
2018-05-16 17:32:39 +02:00
Stéphane Adjemian(Charybdis)
ac5fcbe231
Use new approach for setting aux variables in model inversion routine.
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(cherry picked from commit f1ed81aae2
)
2018-05-16 17:27:51 +02:00
Sébastien Villemot
14fbfa028b
Move qzdiv.m and qzswitch.m to partial_information/ subdir
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They are no longer used in the main codebase.
2018-05-16 17:12:48 +02:00
Sébastien Villemot
59ad26a3c9
Improve fallback code when mjdgges DLL is absent
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The new code relies on qz(..., 'real'), ordqz and ordeig, and returns a real
decomposition. The previous version was using Sims' qzdiv and returned a
complex decomposition.
As a consequence, we can drop options_.qzdiv, which was used to detect when
imaginary parts had to be dropped.
This code does not work on Octave for the time being, but this is acceptable
since it is only a fallback.
2018-05-16 17:12:48 +02:00
Sébastien Villemot
c180777818
Move check about Octave version to the same place as check for MATLAB
2018-05-16 17:12:48 +02:00
Sébastien Villemot
42b82087d5
Remove codepaths for unsupported Octave versions
2018-05-16 17:12:48 +02:00
Stéphane Adjemian(Charybdis)
afbac2e8eb
Added strsplit routine in missing.
2018-05-16 16:41:43 +02:00
Stéphane Adjemian(Charybdis)
f53be721c1
Added new option mh_tune_jscale.
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Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
Houtan Bastani
eee499faf7
preprocessor: submodule update
2018-05-16 13:25:51 +02:00
Sébastien Villemot
3f674f0f26
Enforce minimal Octave version in the configure script
2018-05-16 10:50:27 +02:00
Sébastien Villemot
e2c2f2d966
Remove fallbacks for ilu, linsolve and ordschur under Octave
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These functions are all included in Octave 4.2.
2018-05-16 10:48:44 +02:00
Sébastien Villemot
a3301777c9
Update my email and affiliation
2018-05-16 10:23:30 +02:00
Houtan Bastani
1929a07d71
clean up get_ar_ec_matrices
2018-05-16 10:23:19 +02:00
Sébastien Villemot
f665379fcc
Kludge for bug in MinGW, that defines __STDC_UTF_16__ but not char16_t
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This breaks the matrix.h of older MATLABs (e.g. R2009a). Also see <uchar.h>.
2018-05-15 19:29:17 +02:00
Houtan Bastani
397a850ce5
add support for N nested diffs
2018-05-15 17:06:34 +02:00