10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
49a396030b
Yet another batch of Octave compatibility fixes
2021-09-16 18:25:00 +02:00
240d82e64a
Fix typo
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[skip ci]
2021-09-16 16:23:20 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
96ad0fbec5
SUR / pooled OLS: workaround for Octave bug in dbstack(N)
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See https://savannah.gnu.org/bugs/?60531
By the way, also add a safety check in pooled OLS for the case where the
function is directly called from the top-level.
2021-05-05 15:27:15 +02:00
315bfa6f51
SUR OLS: compatibility fix for MATLAB R2014a
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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.
2021-01-19 16:27:28 +01:00
Stéphane Adjemian (Charybdis)
b066012033
Fixed R² in SUR model when estimating a subset of equations.
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Closes #5
2020-10-26 15:07:50 +01:00
Stéphane Adjemian (Charybdis)
c7c7358a5b
Cosmetic changes.
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Closes #5
2020-09-24 13:33:46 +02:00
8fe39ded76
Change R2 computation in multivariate models (SUR)
2020-09-24 13:17:21 +02:00
665cd764b8
Return YhatOrig and Yobs in dyn_ols, olsgibbs, sur, surgibbs.
2019-12-10 15:44:14 +01:00
031456655c
Cosmetic changes.
2019-11-25 17:28:56 +01:00
75a929051f
Update sur and surgibbs function outputs.
2019-11-22 10:59:01 +01:00
7b1c61f63c
allow `sur` to be run from the Matlab prompt
2019-11-21 20:12:13 +01:00
825a010a90
sur, pooled_fgls, pooled_ols: add date range option
2019-03-27 14:57:57 +01:00
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
075a6b7db5
sur, surgibbs: following change in `067fc9cc5a5b01e9a04209850f08ecbf3bd0a2b1` pidxs no longer needed as output from sur.m
2019-02-26 17:01:33 +01:00
0cd18c3841
create include files for estimated parameters
2019-02-26 15:42:51 +01:00
030737b9c0
sur: fix input checks
2019-02-25 14:23:48 +01:00
4399972a2d
sur: add noniterative option
2019-02-25 14:23:48 +01:00
b92b342c7b
sur, pooled_fgls: user inv(chol()) instead of chol(inv())
2019-02-14 10:55:08 +01:00
9391a770b1
sur: fix bug in setting M_.Sigma_e entries
2019-02-13 15:57:06 +01:00
29c3a86c81
sur: move to iterative method
2019-02-13 15:57:06 +01:00
98591af846
sur: update M_.Sigma_e using estimated parameters
2019-02-12 19:57:44 +01:00
a110896483
Revert "sur: fix bug with M_.Sigma_e"
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This reverts commit 9c76b1da51
2019-02-12 19:07:55 +01:00
fe4fb7df2d
sur: modify error message
2019-02-12 17:03:11 +01:00
91d99fe645
if find returns empty this ended in a syntax error
2019-02-12 16:59:23 +01:00
9c76b1da51
sur: fix bug with M_.Sigma_e
2019-02-12 16:55:20 +01:00
ac171747cd
sur: clean up error messages
2019-02-11 15:23:36 +01:00
c8d04e93b9
sur: fix bug in lhssub when param_names was specified and simplify code
2019-02-11 15:17:10 +01:00
4c64b9108a
Revert "Revert "handle constant equations in preprocessor""
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This reverts commit 850d1dcc95
2019-01-30 12:29:33 +01:00
850d1dcc95
Revert "handle constant equations in preprocessor"
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This reverts commit bcce997112
2019-01-29 00:38:01 +01:00
bcce997112
handle constant equations in preprocessor
2019-01-28 17:56:10 +01:00
668e641a6a
create report for SUR estimation
2019-01-25 18:11:27 +01:00
6d447f195a
sur: add model_name option
2019-01-25 18:11:26 +01:00
73ea0c2fe3
fix typo in comment
2019-01-24 12:42:08 +01:00
9bc1833a36
sur: fix bug in returned fitted value
2019-01-24 12:21:36 +01:00
99d770382b
change indexing into X.name
2019-01-23 15:48:46 +01:00
7632c4f071
use vobs instead of length(X.name)
2019-01-23 15:48:46 +01:00
d1afd56134
small fixes (comments, argument checks)
2019-01-22 16:11:03 +01:00
e1b01d9225
common parsing: jsonmodel not necessary as tag info is in AST
2019-01-22 16:10:42 +01:00
0406a2ae15
handle zeroed out equations in SUR
2019-01-21 15:57:11 +01:00
cf0d8f319e
remove extra whitespace
2019-01-18 14:09:40 +01:00
0badb00687
handle AR(1) with no parameter
2019-01-17 18:57:24 +01:00
934a22c3a7
sur: small fixes
2019-01-16 14:53:19 +01:00
f8c0282b01
sur: fix up and use common code to create matrices
2019-01-16 14:53:19 +01:00
c5ebb2ca30
Adapted codes to the json files new location.
2018-07-10 20:15:53 +02:00
4bbfb35a6e
sur: fix bug in printing
2018-01-29 15:36:56 +01:00
812dcae89d
sur: fix bug in parameter indices
2018-01-29 15:26:28 +01:00
683c89de43
SUR: add option to estimate certain parameters
2018-01-25 15:45:26 +01:00
c42311de12
simplify getEquationsByTags
2018-01-19 12:51:51 +01:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Dóra Kocsis
Stéphane Adjemian (Charybdis)
Houtan Bastani
Stéphane Adjemian(Charybdis)