Commit Graph

7 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
Johannes Pfeifer b3ce518433 Further naming consistency improvements 2023-10-25 11:22:50 +02:00
Stéphane Adjemian (Ryûk) f687b531fd
Bug fix (wrong indexing in present value evaluation). 2021-12-11 18:44:01 +01:00
Stéphane Adjemian (Ryûk) d440b70820
Fix var expectation weights when auxiliary model has a constant.
Increment index variables_id_in_var if constant is present in VAR model (first position in the Companion representation)..
2021-09-07 00:36:34 +02:00
Stéphane Adjemian (Ryûk) cd2ed823b6
Fix constant in VAR and PAC expectations...
When the VAR auxiliary model has a constant.
2021-07-21 18:02:11 +02:00
Stéphane Adjemian (Ryûk) fe63082c42
Add lagged information set in VAR based expectations. 2021-07-06 23:06:46 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Sébastien Villemot 00e36dd342
var_expectation.update: Octave compatibility fix
There was a conflict between matlab/+var_expectation/update.m and
matlab/+var_expectation/+update/. So we renamed the (single) file in the latter
directory.
2021-02-02 17:01:59 +01:00