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
47477e152a
Bump minimal Octave version to 6.2.0
2021-03-12 16:21:57 +01:00
2ee03c7e28
OLS: Octave compatibility fix
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Cell arrays cannot be used for derefencing fields in a structure.
For some unknown reason, this was nevertheless accepted by MATLAB in this
context.
2021-02-04 16:54:09 +01:00
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
8f07a134a3
OLS + aggregate: compatibility fix for Octave < 6
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unique(…, 'stable') does not exist in Octave 5.
2021-01-15 17:19:38 +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
Stéphane Adjemian (Charybdis)
693aedda7d
Make the update of M_.params optional.
2020-06-24 13:22:36 +02:00
Stéphane Adjemian (Charybdis)
7f2cf925c8
Fixed YhatObs and Yobs returned by dyn_ols.
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Adding back the calibrated part of the RHS.
(cherry picked from commit 545eb47abea080c4b1cf411f89b9f56226aeb724)
2020-04-02 10:50:10 +02:00
Stéphane Adjemian (Charybdis)
6924e07b20
Use jsondecode to read JSON files if available.
2020-01-28 16:36:40 +01:00
Stéphane Adjemian (Charybdis)
98de4e4427
Less cryptic error message when variable is missing in the database.
2019-12-10 22:40:23 +01:00
665cd764b8
Return YhatOrig and Yobs in dyn_ols, olsgibbs, sur, surgibbs.
2019-12-10 15:44:14 +01:00
5c9476fb57
return YhatOrig in dyn_ols and olsgibbs as the non-transformed Yhat
2019-12-06 10:01:28 +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
13cadd8e02
Do not use concatenation for populating database with fitted values.
2019-11-19 12:08:09 +01:00
7be2f966c3
dyn_ols: bug fix: sign was not taken into account from AST when endogenous to be subtracted from LHS
2019-07-22 10:16:22 -06:00
75945a62ac
Fixed plot_contribution routine.
2019-05-14 22:12:33 +02:00
d84d8af8a8
dyn_ols: fix typo
2019-03-29 15:23:19 +01:00
256949a243
fix spacing
2019-03-29 15:23:03 +01:00
825a010a90
sur, pooled_fgls, pooled_ols: add date range option
2019-03-27 14:57:57 +01:00
d242ed88a2
dyn_ols: add date range option
2019-03-26 15:04:16 +01:00
ae6c118e9e
fix bug when looking for parameter in unary op node
2019-03-26 11:06:31 +01:00
9ab4c6f80d
ols-style equations: handle additive elements separated by + and -
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use same algorithm as in preprocessor to facilitate future changes
2019-03-26 11:06:30 +01:00
62c4181394
common_parsing: update start/end dates when dates are supposed to overlap
2019-03-15 16:28:55 +01:00
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
183081f94b
pooled_fgls: remove useless part of code
2019-03-07 18:06:53 +01:00
c0319a9bff
fix bug in printing of error message: ds is not available (or needed) in print function
2019-03-05 14:57:51 +01:00
01c5d2a90c
add model_name option to ols-style routines
2019-03-04 11:15:51 +01:00
e4888c0775
pooled_ols: use varargout instead of oo_ to pass values back to pooled_fgls
2019-03-04 11:15:51 +01:00
f443037ed3
fix argument checking in pooled_ols
2019-03-04 11:15:51 +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
db8638ec97
pooled_fgls: use iterative method and fix bug in M_.Sigma_e
2019-02-13 15:57:06 +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
874ba9a641
put_in_sur_form: simplify function and make robust to potential future changes in dseries
2019-02-11 16:36:25 +01:00
a3867a0b34
put_in_sur_form: fix bug in cross equation restriction
2019-02-11 16:32:04 +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
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Dóra Kocsis
Houtan Bastani
Stéphane Adjemian (Charybdis)