Johannes Pfeifer
b03697b342
Add possibility to initialize parameters from calibrated model
2013-11-06 13:50:46 +01:00
Stéphane Adjemian (Scylla)
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
Stéphane Adjemian (Scylla)
72df3c2d09
Updated manual (reporting section).
2013-11-06 12:30:46 +01:00
Stéphane Adjemian (Scylla)
a2b8aac1a6
Updated manual (dates class section).
2013-11-06 12:29:21 +01:00
Stéphane Adjemian (Scylla)
7e779ed506
Removed debugging info in unitary test.
2013-11-06 10:58:59 +01:00
Stéphane Adjemian (Scylla)
e6a18c8209
Added checks for octave and matlab version.
...
Behaviour of unique has changed after R2012b. We force the old behaviour to keep compatibility with Octave's implementation of the unique function.
Also removed useless condition.
2013-11-06 10:47:24 +01:00
Stéphane Adjemian (Scylla)
1f80af75c1
Rewrote header.
2013-11-06 10:01:47 +01:00
Stéphane Adjemian (Scylla)
71045299a4
Rewrote @dates/union more compactly (code factorization).
2013-11-06 09:42:18 +01:00
Stéphane Adjemian (Scylla)
1ac115ac2b
Fixed typo in header.
2013-11-06 09:16:40 +01:00
Stéphane Adjemian (Scylla)
e4ae889886
Cosmetic change.
2013-11-06 08:39:55 +01:00
Stéphane Adjemian (Scylla)
f98ef6b3fb
Rewrote header and removed useless condition.
2013-11-06 08:39:06 +01:00
Stéphane Adjemian
3212cf7ece
Merge pull request #523 from JohannesPfeifer/missing_check_covariance
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Add function check_for_calibrated_covariances.m (missing in commit fddee8e1db
)
2013-11-05 23:35:10 -08:00
Johannes Pfeifer
8dc13c12d8
Add missing function check_for_calibrated_covariances.m
2013-11-06 07:13:35 +01:00
Houtan Bastani
3c75923e2d
revert £ change as 156 is an extended ascii code
2013-11-05 19:06:20 +01:00
Houtan Bastani
13bc928b0c
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
Sébastien Villemot
e4526944a9
Remove select1st (GNU extension), replace it by a call to boost::bind
2013-11-05 18:13:29 +01:00
Houtan Bastani
0e4bb3f8e9
fix typo
2013-11-05 18:06:24 +01:00
Houtan Bastani
5352fb4d16
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
Sébastien Villemot
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
Sébastien Villemot
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
Stéphane Adjemian (Scylla)
d6a6c42054
Removed useless condition (first argument has to be a dates object).
2013-11-05 17:00:02 +01:00
Sébastien Villemot
7dee2507db
Ref. manual: fix reference
2013-11-05 16:52:19 +01:00
Stéphane Adjemian
ead332ed97
Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
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Bugfixes for correlated shocks
2013-11-05 07:49:37 -08:00
Stéphane Adjemian (Scylla)
7e70af88a9
Removed useless condition (first argument has to be a dates object).
2013-11-05 16:28:23 +01:00
Stéphane Adjemian (Scylla)
9795edd892
Removed useless condition (first argument has to be a dates object).
2013-11-05 16:27:16 +01:00
Stéphane Adjemian (Scylla)
e8be29e97c
Removed comments.
2013-11-05 16:26:16 +01:00
Sébastien Villemot
8a6e23845b
Merge remote-tracking branch 'jpfeifer/mode_compute'
2013-11-05 16:20:04 +01:00
Johannes Pfeifer
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804b
Fixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
Sébastien Villemot
be983fa363
Merge pull request #518 from JohannesPfeifer/check_covariance
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Add function to check covariances for consistency
2013-11-05 06:42:08 -08:00
Johannes Pfeifer
68a33a76d8
Add function to check covariances for consistency in stochastic simulations
2013-11-05 15:36:06 +01:00
Stéphane Adjemian (Charybdis)
42453b4887
Rewrote @dates/min function more compactly (as in commit 88389316fa
).
2013-11-05 14:46:00 +01:00
Michel Juillard
ac8303ed59
dynSeries: add possibility to merge with an empty series
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adding comments
2013-11-05 12:46:30 +01:00
Stéphane Adjemian (Charybdis)
88389316fa
Rewrote more compactly @dates/max function.
2013-11-04 19:21:00 +01:00
Stéphane Adjemian (Charybdis)
8568292fcd
Fixed bug that pops up when adding an empty dates object with a non empty dates object.
2013-11-04 19:13:53 +01:00
Stéphane Adjemian (Charybdis)
d8f1201a84
Fixed bug (undefined object).
2013-11-04 19:12:17 +01:00
Johannes Pfeifer
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
Stéphane Adjemian (Charybdis)
8f93af16e1
Added method likecode for @dates/length.
2013-11-04 18:26:45 +01:00
Stéphane Adjemian (Charybdis)
a88a7a0ac5
Added method like call for @dates/isempty.
2013-11-04 18:02:15 +01:00
Sébastien Villemot
27f525e1e4
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
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Closes #515
2013-11-04 16:02:28 +01:00
Sébastien Villemot
1a8bba6393
Allow a custom function named 'prior' as a value for 'mode_compute' option
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Closes #507
2013-11-04 15:42:59 +01:00
Houtan Bastani
15534c171d
add commands for package installations
2013-11-04 15:16:13 +01:00
Houtan Bastani
5bdc73541f
add missing package to OS X install
2013-11-04 15:14:44 +01:00
Stéphane Adjemian (Charybdis)
2078e06b16
Take care of matlab's version when using builtin intersect function.
2013-11-04 10:55:46 +01:00
Stéphane Adjemian (Charybdis)
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
Stéphane Adjemian (Charybdis)
7518a46de0
Fixed bug. Function isdates should not be located in @dates folder, otherwise the function is not found if the input argument is not a dates object (which makes the function useless).
2013-11-04 08:18:18 +01:00
Michel Juillard
b81159f12c
adding comments
2013-11-03 11:40:36 +01:00
Houtan Bastani
d6108caf52
Update build from source for OS X (homebrew science)
2013-10-31 15:13:41 +01:00
Houtan Bastani
b79f7e5559
Merge pull request #513 from JohannesPfeifer/improved_messages
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Add more explicit information in case of singularity problem
2013-10-31 02:17:07 -07:00
Johannes Pfeifer
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +01:00
Johannes Pfeifer
e1b92dc588
Add unit test for initialization from calibrated model
2013-10-30 21:35:53 +01:00