Commit Graph

53 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
Willi Mutschler da4bc40e66
Make undocumented zero_moments_tolerance option local to disp_moments
See discussion in https://git.dynare.org/Dynare/preprocessor/-/merge_requests/85
2023-10-18 23:27:45 +02:00
Johannes Pfeifer f0b10ca9df
Octave: workaround for intersect with stable flag providing wrong third output (Octave bug #60347)
Uses function removed in 47477e152a
2023-10-11 09:26:04 -04:00
Johannes Pfeifer ed7fe89bfa Remove unused exo_names_orig_ord 2023-06-23 08:41:12 -04:00
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]
2022-04-13 14:54:25 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Sébastien Villemot 47477e152a
Bump minimal Octave version to 6.2.0 2021-03-12 16:21:57 +01:00
Johannes Pfeifer 9c52aec23d Adjust output of loglinear option to make clear when a logged variable is used
- use of function for getting labels will allow to accommodate https://git.dynare.org/Dynare/dynare/-/issues/349
- incidentally fixes a bug in the display of the simulated variance decomposition for observables with measurement error
2020-12-23 13:53:44 +01:00
Sébastien Villemot c160d24074
Octave 6 implements intersect(…, 'stable')
[skip ci]
2020-11-30 18:26:50 +01:00
Johannes Pfeifer f0f02c3159 disp_moments.m: filter out 0 variance variables
Otherwise, division by 0 will result in incorrect moment displays

Closes #1736
2020-06-25 09:42:17 +02:00
Johannes Pfeifer c47682caae disp_moments.m: make error message informative
[skip CI]
2020-06-15 11:45:45 +02:00
Sébastien Villemot 6e0f104d7e
Bump minimal MATLAB version to R2014a
Ref. #1713
2020-04-07 16:32:32 +02:00
Sébastien Villemot 49dc997073
Global reindentation of MATLAB code (excluding submodules)
Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
Houtan Bastani e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
Sébastien Villemot e48177543b
intersect(…, 'stable') was introduced in MATLAB R2013a
Re-use the existing Octave replacement by making it MATLAB-compatible.
2019-03-26 18:53:51 +01:00
Sébastien Villemot 89a3e94cbf
Use true/false instead of 1/0 for boolean options
This is more elegant, and makes it easier to distinguish them from integer
options.

Also simplify test expressions for these boolean options.
2019-03-19 15:21:16 +01:00
Sébastien Villemot 0b1c465b38
Octave compatibility fix: intersect(..., 'stable')
The 'stable' option of intersect(), which keeps the element order of the first
argument, is not available on Octave. Provide a fallback implementation, and
adapt the code.
2019-02-15 18:43:19 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Johannes Pfeifer a1222a1d1b Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Johannes Pfeifer 94ef60556e Account for loglinear option when reading in M_.endo_histval
(cherry picked from commit d088420c21eba397459015b6a957c7eff7eafc36)
2017-03-20 09:37:58 +01:00
Johannes Pfeifer 9b82c72e4f Remove global options structure from dyntable 2016-06-14 11:52:17 +02:00
Johannes Pfeifer f851252b25 Pass options_ to dyn_latex_table.m to make it honor noprint option 2016-06-14 11:52:17 +02:00
Houtan Bastani 25121bca4f fix copyright dates 2016-05-04 16:05:31 +02:00
Johannes Pfeifer 3542d086ae Transform hard-coded bandpass filter order into option 2016-04-15 09:23:35 +02:00
Johannes Pfeifer 358ba0181c Save skewness and kurtosis when simulated moments are requested
Closes #1157
2016-04-06 09:23:54 +02:00
Johannes Pfeifer 2f010aa5de Set Filter order for BK-filter in disp_moments.m to more reasonable value 2015-11-28 14:06:56 +01:00
Johannes Pfeifer f7175745ac Add one-sided HP filter 2015-10-13 20:50:03 +02:00
Johannes Pfeifer 40877685f2 Add LaTeX-output option to table from stoch_simul.m 2015-10-12 20:42:04 +02:00
Johannes Pfeifer f7ae5e4f60 Adjust table titles to accommodate new filter options 2015-10-12 20:42:02 +02:00
Johannes Pfeifer 281e87f807 Add simulated variance decomposition 2015-10-12 20:42:01 +02:00
Johannes Pfeifer a524681e40 Replace globals in disp_moments.m by function arguments 2015-10-12 20:42:00 +02:00
Johannes Pfeifer 9459ff5d8f Add bandpass filtering to simulated moments
Also takes precautions for future implementation of one-sided hp filter
2015-10-12 20:42:00 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Johannes Pfeifer 3afdbf8e47 Add warning if conditional_variance_decomposition is requested with simulated moments 2014-04-07 11:29:05 +02:00
Sébastien Villemot edbf3bd175 Remove useless calls to set_default_option 2012-04-20 17:08:11 +02:00
Sébastien Villemot 1b4dcdd7f1 Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
Michel Juillard a8c184a63d adding noprint also for empirical moments 2011-07-26 13:51:00 +02:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
Sébastien Villemot 9e38d85053 Change the formula for empirical autocorrelations, so that the result always lies in [-1,1] (thanks to Johannes Pfeifer for pointing this) 2011-01-12 11:26:02 +01:00
Michel Juillard 256ff761e8 stochastic simulations: fix the number of generated data to be exactly options_.periods
added ./tests/simul
2011-01-02 16:55:15 +01:00
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
Stéphane Adjemian (Charybdis) dcf49d606f Added the possibility of computing hp-filtered simulated moments. 2010-02-10 14:20:28 +01:00
sebastien 1be52aaa5f Beautification: removed tabulation characters which were left in previous beautification pass
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
sebastien ee3ceb7db6 M-files and preprocessor:
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
sebastien a2cef7009d Fixes for ticket #57
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 10:22:39 +00:00
stepan bfbf218616 * Fixed the dimension of oo_.mean (see the trac ticket #34).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2909 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 14:14:28 +00:00
sebastien a47232a0f7 trunk: renamed table.m to dyntable.m (name clash with Octave's table)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2625 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:18 +00:00
sebastien b65e92c11d trunk:
* fixed displaying of subtitles when HP filter is present
* fail if HP filter required on empirical simulations (not yet implemented)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2237 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-04 11:00:54 +00:00