Stéphane Adjemian (Charybdis)
69525be77f
Fixed bug in @dseries/align (update dates member of the second input argument).
2013-11-08 09:44:34 +01:00
Stéphane Adjemian (Charybdis)
b9af2f31fb
Fixed bug appearing if FREQ__ is not specified but INIT__ is (wrong default). Note that we never need to specify FREQ__ which is deduced from INIT__.
2013-11-07 15:03:18 +01:00
Stéphane Adjemian (Scylla)
34e5f48752
Use isdseries and fixed bug introduced in commit fbb38d5576
.
2013-11-06 22:43:43 +01:00
Stéphane Adjemian (Scylla)
fbb38d5576
Renamed time member as dates (in dseries class) to avoid confusion with dates class' time member.
2013-11-06 17:41:11 +01:00
Stéphane Adjemian (Scylla)
805d4dda67
Added isdseries routine. Returns 1 if the input is a dseries object, 0 otherwise.
2013-11-06 17:15:19 +01:00
Stéphane Adjemian (Scylla)
92679a463f
Check that the second input is a dseries object in @dseries/merge.
2013-11-06 16:59:32 +01:00
Stéphane Adjemian (Scylla)
4a2a9af021
Removed useless condition.
2013-11-06 16:56:21 +01:00
Stéphane Adjemian (Scylla)
cecd56e457
Renamed getDatesCellStringArray routine as strings. Factorized code.
2013-11-06 14:53:36 +01:00
Stéphane Adjemian (Scylla)
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +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
Johannes Pfeifer
8dc13c12d8
Add missing function check_for_calibrated_covariances.m
2013-11-06 07:13:35 +01:00
Sébastien Villemot
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +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
Stéphane Adjemian
ead332ed97
Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
...
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
...
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
...
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
...
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
...
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
1a8bba6393
Allow a custom function named 'prior' as a value for 'mode_compute' option
...
Closes #507
2013-11-04 15:42:59 +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
Johannes Pfeifer
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +01:00
Stéphane Adjemian (Charybdis)
63f8a731d9
Cosmetic changes.
2013-10-30 09:32:51 +01:00
Johannes Pfeifer
6b09ef8760
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
(cherry picked from commit 8ce11bc848
)
2013-10-28 18:58:40 +01:00
Stéphane Adjemian (Charybdis)
9df1b8548e
Merge branch 'master' into remove-dynDate-class
...
Conflicts:
matlab/reports/@report_series/getLine.m
matlab/reports/@report_series/write.m
matlab/reports/@report_table/report_table.m
matlab/reports/@report_table/write.m
2013-10-28 15:04:21 +01:00
Johannes Pfeifer
8ce11bc848
Take care of user-supplied function by checking whether mode_compute is numeric
...
Fixes #508
2013-10-27 10:56:11 +01:00
Stéphane Adjemian (Charybdis)
70969e4e46
Use @dates/double as a method.
2013-10-24 14:55:37 +02:00
Stéphane Adjemian (Charybdis)
ed9babae26
Added missing constructor for dates of the form dates(DATES, DATES, DATES, ...).
...
Calls hozcat method.
2013-10-24 09:47:59 +02:00
Stéphane Adjemian (Charybdis)
901ab2758c
Fixed bug (dates constructor of the form dates(FREQ, YEAR, SUBPERIOD) when FREQ is given by a character).
2013-10-24 09:42:15 +02:00
Houtan Bastani
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
Sébastien Villemot
84dd46d9e5
Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
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Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00