Stéphane Adjemian (Scylla)
4b4de4102a
Added new routine that converts a string of Key-Value pairs in a cell.
2014-02-03 12:25:29 +01:00
Michel Juillard
c1e0d68351
removed useless test with exist() that is very expensive in
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Octave (but apparently not in Matlab)
2014-02-01 16:26:18 +01:00
Stéphane Adjemian (Scylla)
63c289adba
If us and ts are dseries objects, chain(ts,us) and ts.chain(us) return the same dseries object.
2014-02-01 11:38:10 +01:00
Stéphane Adjemian (Scylla)
90b47d2704
Added chain method in dseries class.
2014-02-01 11:38:10 +01:00
Sébastien Villemot
9d36a326f1
Merge pull request #603 from rattoma/master
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HP-filtered moments: Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-31 09:09:29 -08:00
Stéphane Adjemian (Scylla)
7864e0ec82
Rewrote the error message issued when the prefilter option in used while the steady state of the observed variables is non zero (introduced in commit d82252e805
).
2014-01-30 17:57:36 +01:00
Stéphane Adjemian (Scylla)
f1e4ca2f48
Test if the data are positive before applying the log.
2014-01-30 17:44:47 +01:00
Stéphane Adjemian (Scylla)
8829baa3aa
Merge branch 'johannes-documentation'
2014-01-30 15:33:28 +01:00
Stéphane Adjemian (Scylla)
00cfec8fb6
Issue an error message if loglinear option is equal to 1 in non linear likelihood routine.
2014-01-30 14:39:06 +01:00
Stéphane Adjemian (Scylla)
2e1ad9c51b
Merge branch 'loglinear'
2014-01-30 13:06:43 +01:00
Stéphane Adjemian (Scylla)
62aa9b8fa5
Check if the steady state is strictly positive when simulating/estimating a model with loglinear option.
2014-01-30 13:03:03 +01:00
Stéphane Adjemian (Scylla)
8359b90cdf
Cosmetic changes.
2014-01-30 13:00:25 +01:00
Stéphane Adjemian (Scylla)
8309ed5c96
Added a routine to test if we are currently estimating a model.
2014-01-30 12:48:48 +01:00
Marco Ratto
b33da9a40d
Fix bug when unit root models provide NaN's or Inf's in g_omega
2014-01-30 10:38:46 +01:00
Johannes Pfeifer
d82252e805
Filter out inconsistent specification of prefiltering when observation equation is not mean zero
2014-01-30 10:07:41 +01:00
Johannes Pfeifer
8ef4e45eaf
More explicit commenting of stoch_simul.m related to loglinear option
2014-01-30 09:09:25 +01:00
Johannes Pfeifer
4bd7f4952a
Make sure that estimation works after loglinear option in stoch_simul with initval-block
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stoch_simul logs the steady state. Here, it is transformed back
2014-01-30 08:53:58 +01:00
Johannes Pfeifer
15f0353d02
Make sure repeated runs of stoch_simul.m with loglinear option do not crash due to logged steady state
2014-01-29 19:52:20 +01:00
Johannes Pfeifer
3da8e92aa5
Fix option loglinear for stoch_simul.m by also logging steady state.
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Must be done to assure correct simulations and output of moments. Cannot be done in the solver itself as estimation performs logging of steady state also outside of solver
2014-01-29 19:39:00 +01:00
Johannes Pfeifer
dfd9e3819b
Filter out use of loglinear with simulated moments
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Does not work because steady state is not logged
2014-01-29 19:20:52 +01:00
Stéphane Adjemian (Scylla)
fa6e97a929
Fixed copyright year.
2014-01-29 17:22:44 +01:00
Stéphane Adjemian (Scylla)
b93eab8bf2
Added overloaded cumprod function (dseries class).
2014-01-29 17:22:10 +01:00
Stéphane Adjemian (Scylla)
4254da0a00
Fixed bug. Closes #590 .
2014-01-29 13:51:34 +01:00
Stéphane Adjemian (Scylla)
5f46f983c1
Fixed bug. Closes #591 .
2014-01-29 12:57:55 +01:00
Stéphane Adjemian (Scylla)
b9c4f7d8d1
Deactivate the rescaling of the perturbation in numgrad3_ and numgrad5_ routines.
2014-01-29 12:36:34 +01:00
Sébastien Villemot
66c1aa78f0
Move add_auxiliary_variables_to_steadystate to partial_information directory.
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This function is obsolete, but the PI solver still uses it, so make that
relationship explicit.
2014-01-28 17:48:08 +01:00
Johannes Pfeifer
9e99eed6da
Fix sample on which Geweke convergence diagnostics is computed
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Was only correct for mh_drop of 0.5
2014-01-27 10:34:13 +01:00
Houtan Bastani
9b17c5db4b
fix typo
2014-01-24 11:11:57 -06:00
Houtan Bastani
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
Stéphane Adjemian (Scylla)
a15808b2ce
Removed useless output arguments from numerical gradient routines.
2014-01-24 15:47:46 +01:00
Houtan Bastani
fd5dc8c14a
reporting: print less to screen by default
2014-01-23 17:47:04 -06:00
Houtan Bastani
3ea028f783
fix typo
2014-01-23 17:03:25 -06:00
ferhat
4dc21b48e9
Corrects a typo, checks that the number of dates and the number of values are equal, Warns instead of reporting an error if the basic_plan is applied on a shock that is used in a flip_plan (flip_plan has the higher priority)
2014-01-21 14:42:44 -06:00
ferhat
d325ad15b2
Adds setdiff method to dates
2014-01-21 14:37:43 -06:00
Houtan Bastani
3f5d18f5c5
dseries: allow assign to select by date string as opposed to dates
2014-01-17 14:59:20 -05:00
Stéphane Adjemian (Charybdis)
8b093aecbb
Allow assignation of variables in an empty dseries object.
2014-01-16 10:06:30 +01:00
Stéphane Adjemian (Charybdis)
117f338eff
Implement broadcasting for operations (+,-,* and /) between dseries and scalar or vectors. Efficiency and cosmetic changes.
2014-01-16 10:06:30 +01:00
Stéphane Adjemian (Charybdis)
3534c68be6
Fixed bug. Allow selection of an observation with a date defined in a formatted string.
2014-01-16 10:06:30 +01:00
Stéphane Adjemian (Charybdis)
add3b1401f
Fixed bug (a string passed to a dseries object can be a date).
2014-01-16 10:06:30 +01:00
ferhat
ae72105b5c
Speeds up the Kalman smoother
2014-01-14 17:32:45 +01:00
ferhat
4e789452b2
Allows to use alternative algorithms to solve lyapunov equation
2014-01-14 17:32:01 +01:00
Houtan Bastani
168895f428
dseries: fix display when TABLE is empty
2014-01-14 09:03:24 -05:00
Houtan Bastani
d1fe0e78cb
reporting: support data of all frequencies in table
2014-01-03 17:20:17 +01:00
Houtan Bastani
7e6eb2fbab
reporting: support monthly data in table
2014-01-03 16:04:39 +01:00
Houtan Bastani
21a22cb670
reporting: simplify code
2014-01-03 16:01:26 +01:00
Sébastien Villemot
c391876196
Workaround for a strange bug with Octave.
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If there is any call to exist(fname) before the call to the preprocessor, then
Octave will use the old copy of the .m instead of the newly generated one.
Deleting the .m beforehand fixes the problem.
2014-01-03 14:29:09 +01:00
Sébastien Villemot
5bbfe9cd5a
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
Sébastien Villemot
66d48f5917
Compatibility fixes for Octave 3.8.
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- no longer use OCTAVE_QUIT in MEX files; this seems now only possible in
oct-files. (Ref #304 )
- do not build linsolve.oct on Octave >= 3.8, it is available natively.
- do not add strjoin.m to the patch on Octave >= 3.8, it is available natively.
- default_save_options has been renamed save_default_options.
2014-01-03 11:05:39 +01:00
Sébastien Villemot
5becaeae00
Merge pull request #572 from FerhatMihoubi/master
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Changes in conditional forecast using the extended path
2014-01-02 07:31:00 -08:00
ferhat
dfbff7fc32
New syntax used to call the conditional forecast using the extended path method. It allows to match the endogenous and the shock that are flipped.
2014-01-02 16:13:03 +01:00