Commit Graph

10 Commits (476a8a27ccf311fe61b198b3a9d6530999a28b45)

Author SHA1 Message Date
Houtan Bastani d46d107837 var_forecast: fix bug in writing of forecast 2017-03-22 09:41:10 +01:00
Houtan Bastani 20ba99cf94 var_forecast: clean up writing of forecast function 2017-03-22 09:41:10 +01:00
Houtan Bastani 7c28e217e5 var_forecast: cleaner output 2017-03-22 09:41:10 +01:00
Houtan Bastani 19dc4deb9f var_forecast: make calls more efficient 2017-03-22 09:41:10 +01:00
Houtan Bastani df1ef46135 var_forecast: only make one call per var model, regardless of forecast horizon 2017-03-22 09:41:09 +01:00
Houtan Bastani c8f432d2f4 var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts 2017-03-22 09:41:09 +01:00
Houtan Bastani 5e53c7909b var_expectation: create possibility for h-step-ahead forecast 2017-03-22 09:41:09 +01:00
Houtan Bastani 1ae6c9a634 Revert "var_forecast: simplify calculation in function" (only works for 1-step-ahead forecast)
This reverts commit 079c6ce8a1e0cacfe98915d8bf554d3ba1ba0de1.
2017-03-22 09:41:09 +01:00
Houtan Bastani 113fbd4866 var_forecast: simplify calculation in function 2017-03-22 09:41:09 +01:00
Houtan Bastani dfce1ece1e var_forecast: create individual .m files for each forecast 2017-03-22 09:41:09 +01:00