Commit Graph

5447 Commits (551971dc506ad5a2cb51f586d52168b571deb58c)

Author SHA1 Message Date
Sébastien Villemot 7fe0e93ef8 Update license file for 2013 2013-01-07 15:41:58 +01:00
Sébastien Villemot 5c88338965 Fix mode_compute=3 under Octave 2013-01-07 15:40:48 +01:00
Sébastien Villemot 8c7e3d46ed Document when mode_compute={1,3,7} are available, and error with an informative message if not 2013-01-07 15:40:45 +01:00
Sébastien Villemot ad8b615771 Use maximum_endo_lag instead of maximum_lag
Closes: #292
2013-01-07 10:40:49 +01:00
Stéphane Adjemian (Charybdis) 2fc7aa7b94 Reduced the number of particles in particle/dsge_base2.mod. 2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis) bd01669fb9 Fixed crash with particle/dsge_base2.mod in the test suite. 2012-12-21 17:21:07 +01:00
Sébastien Villemot 323f455a38 Merge remote-tracking branch 'ratto/master' 2012-12-19 17:50:41 +01:00
Stéphane Adjemian (Charybdis) 9dfe2c908f Added methods to compute yearly and quaterly growth rates and differences (dynSeries). 2012-12-19 17:13:52 +01:00
Marco Ratto 037eca4b9c Fixed bug with ML estimation with analytic derivatives 2012-12-19 13:16:15 +01:00
Stéphane Adjemian (Charybdis) e0018f8bca Added overload subsasgn method in dynSeries class.
Following syntax:

ts{'GDP_US'} = ts.{'GDP_US'}.log

applies the log function to the variable GDP_US in the dynSeries object ts. Note that this works on an arbitrary number of variables and that regular expressions can be used (see previous commits).
2012-12-12 16:16:11 +01:00
Stéphane Adjemian (Charybdis) 732d321606 Added the possibility to get the name of the i-th variable in a dynSeries object.
The following syntax

A.name{i}

where A is a dynSeries object, returns the name of the i-th variable in A.
2012-12-12 16:16:11 +01:00
Stéphane Adjemian (Charybdis) 1f48a2bffe Added overloaded mrdivide method in dynSeries class. 2012-12-12 16:16:11 +01:00
Stéphane Adjemian (Charybdis) b48e0a8d75 Added set_names method in dynSeries class. 2012-12-12 16:16:11 +01:00
Stéphane Adjemian (Charybdis) 65bc1f2980 Fixed texinfo header. 2012-12-12 16:16:11 +01:00
Stéphane Adjemian (Charybdis) 96dea568b1 Added overload mtimes method in dynSeries class. 2012-12-12 16:16:11 +01:00
Stéphane Adjemian (Charybdis) 7878b806d6 Cosmetic changes. 2012-12-12 16:16:11 +01:00
Stéphane Adjemian (Charybdis) 2b6915cf8f Added missing init and tex member in overload plus method (dynSerie class). 2012-12-12 16:16:10 +01:00
Stéphane Adjemian (Charybdis) ad68019a06 Added overload minus method in dynSeries class. 2012-12-12 16:16:10 +01:00
Stéphane Adjemian (Charybdis) f1a4ac5fff Added overloaded uminus method in the dynSeries class. 2012-12-12 16:16:10 +01:00
Stéphane Adjemian (Charybdis) 1de31adf34 Added overload plus method for dynSeries class. 2012-12-12 16:16:10 +01:00
Stéphane Adjemian (Charybdis) e27dd38c7f Added overloaded isempty function for dynSeries class. 2012-12-12 16:16:10 +01:00
Sébastien Villemot 9ec22085b0 Fix wrong count of forward looking vars in check with block option
Bug introduced in c121aa14b1
2012-12-11 18:10:01 +01:00
Michel Juillard bcb59e373d fixed bug in conditional forecasts whith constraints on only one period 2012-12-10 21:14:00 +01:00
Michel Juillard 32b68b713b fixed bug in computation of derivative of erf() function 2012-12-07 21:46:50 +01:00
Stéphane Adjemian (Charybdis) 2098beb089 Added save method (m, mat, csv formats) in dynSeries class. 2012-12-07 16:43:06 +01:00
Stéphane Adjemian (Charybdis) 73c96097bd Append 'Y' to yearly dates. 2012-12-07 16:43:06 +01:00
Stéphane Adjemian (Charybdis) c858b366f9 Added dot access to format method (dynDate). 2012-12-07 16:43:06 +01:00
Stéphane Adjemian (Charybdis) c6f3f531b6 Added missing csv file in /tests folder (used by unitary tests in dynSeries class). 2012-12-07 16:43:06 +01:00
Stéphane Adjemian (Charybdis) 96321a8afd Added the possibility to select variables in a dynSeries object. It is possible to use regular expressions. Examples are given in unitary test #6 of subsref overloaded method. 2012-12-07 16:43:06 +01:00
Stéphane Adjemian (Charybdis) e9458a8954 Removed useless functions (dynSeries). 2012-12-07 16:43:06 +01:00
Stéphane Adjemian (Charybdis) 78e9194fb4 Fixed horzcat overloaded method (dynSeries). 2012-12-07 16:43:06 +01:00
Stéphane Adjemian (Charybdis) 325b06de24 Updated texinfo headers. 2012-12-07 16:43:06 +01:00
Houtan Bastani 454638d778 removed useless calls to set_default_options (already set in global_initialization.m) 2012-12-06 15:42:18 +01:00
Houtan Bastani 38bc29ff05 clean up resol 2012-12-06 14:58:58 +01:00
Marco Ratto 0ab2c28fd5 -) fixed bugs when there is only one parameter estimated or when simulated moments uncertainty provides zero diagonal terms in the covariance matrix of model matrices;
-) fixed bug in computing numerical derivatives of the LRE matrices in getJJ;
2012-12-05 09:46:12 +01:00
Houtan Bastani 967eb63bbb fix typo 2012-12-04 11:31:41 +01:00
Michel Juillard 2c545eaf8b adding test case with lagged exogenous variable (currently fails) 2012-12-04 10:46:44 +01:00
Stéphane Adjemian (Charybdis) e1527b215e Added the possibility to populate an empty dynSeries object with a data file (csv, mat or m files).
For instance, the following syntax is allowed:

dbload = dynSeries();
mydata = dbload('data_file.csv');
2012-12-03 16:15:37 +01:00
Stéphane Adjemian (Charybdis) 9783060575 Removed useless path instructions. 2012-12-03 16:15:37 +01:00
Stéphane Adjemian (Charybdis) f89b5cfe38 Allow instantiation of dynSeries classw with a datafile (csv, mat or m). Fixed various bugs.
For instance, the follwing syntax is allowed:

data = dynSeries('mydata.csv');

assuming that the csv file is in the matlab's path.
2012-12-03 16:15:36 +01:00
Stéphane Adjemian (Charybdis) 16cba161ac Fixed bug (removed first row of data). 2012-12-03 16:15:36 +01:00
Stéphane Adjemian (Charybdis) 7f10bccf4a Moved isweekly, ismonthly, isquaterly and isyearly routines from matlab/@dynSeries/private to matlab/utilities/dates. Adapted dynare_config conformably to these changes. 2012-12-03 16:15:36 +01:00
Stéphane Adjemian (Charybdis) d4595a85a0 Moved get_cells_id routine from matlab/@dynSeries/private to matlab. 2012-12-03 16:15:36 +01:00
Stéphane Adjemian (Charybdis) c100a04505 Moved check_file_extension routine from matlab/@dynSeries/private to matlab. 2012-12-03 16:15:36 +01:00
Stéphane Adjemian (Charybdis) ce6f57a5cb Fixed bug. Removed file extension. 2012-12-03 16:15:36 +01:00
Michel Juillard 118a823310 fixed bug in stochastic extended path for orders > 1 2012-12-02 14:28:38 +01:00
Sébastien Villemot aafff99422 Fix breakage of static file introduced by 8c83135c
In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
2012-12-01 23:32:24 +01:00
Sébastien Villemot b77642d3a9 Remove unused stuff 2012-11-29 18:08:53 +01:00
Sébastien Villemot 8c83135c0f Add derivatives of static model w.r.t. parameters
The new file is <FILENAME>_static_params_derives.m

Closes: #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot b7c1f5ad05 Remove obsolete workaround for Octave 3.2 2012-11-29 16:44:51 +01:00