933ed45ead
Octave 4.4 no longer includes statistics functions
...
Those have been moved to the statistics package. If that package is not there,
use a fallback.
2018-06-05 19:53:06 +02:00
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
c7a57e5906
corrcoef is included in Octave 4.4
2018-06-05 17:14:41 +02:00
f9b3f7571e
Merge branch 'master' into ecb-master
2018-05-31 18:55:32 +02:00
7b546ba696
Compatibility fix for MATLAB < R2010b (7.11)
2018-05-30 17:44:46 +02:00
e62c2272b4
Merge remote-tracking branch 'github/master' into ecb-master
...
Fixed conflicts:
matlab/modules/dates
2018-05-16 17:32:39 +02:00
c180777818
Move check about Octave version to the same place as check for MATLAB
2018-05-16 17:12:48 +02:00
afbac2e8eb
Added strsplit routine in missing.
2018-05-16 16:41:43 +02:00
e2c2f2d966
Remove fallbacks for ilu, linsolve and ordschur under Octave
...
These functions are all included in Octave 4.2.
2018-05-16 10:48:44 +02:00
cee6dda44d
Fixed check for octave version.
...
We should not issue a warning if version() is greater than supported_octave_version().
2018-03-24 22:48:45 +01:00
a135c49469
Added routines for PAC expectations.
2018-02-28 15:00:42 +01:00
fe8dfba59d
Merge branch 'master' into ecb-master
...
# Conflicts:
# examples/NK_baseline_steadystate.m
# matlab/backward/backward_model_irf.m
# matlab/modules/dseries
# matlab/occbin/setss.m
# preprocessor/SymbolList.cc
# tests/identification/as2007/as2007_steadystate.m
# tests/identification/kim/kim2_steadystate.m
# tests/particle/dsge_base2_steadystate.m
# tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
4da12aac5e
create ols directory to hold common OLS code
2017-11-02 15:45:20 +01:00
560a047a53
Moved isfile routine in missing.
...
This routine has been introduced in R2017b. Closes #1523 .
2017-10-10 13:33:32 +02:00
54d28d65da
add new submodule: jsonlab
2017-06-22 16:34:52 +02:00
ca7f734561
Updated dynare_config (wrt 214b534b25)
...
(cherry picked from commit 12733e94f3
2017-06-14 00:04:28 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
76097a799f
Added missing struct2array routine.
2017-03-22 15:20:13 +01:00
a6f7e02d17
added utilities for optimal distinguishable colors.
2017-03-17 12:41:59 +01:00
e71e89bb38
Added check on Octave version.
2017-02-08 13:07:24 +00:00
d6d517c4c9
Move MCMC diagnostics files to separated folder
2016-12-17 17:22:04 +01:00
25243712ba
Fixed bug on non linux platforms + Cosmetic changes.
...
The paths to mex files was wrong.
2016-06-17 22:02:34 +02:00
1dea10d478
Updated dynare_config wrt #c7e848948156fe8febca22276a77c9586c565d87
2016-06-17 00:16:06 +02:00
d80f6d9a99
Minimize the number of calls to addpath.
...
These calls have a prohibitive cost...
2016-06-16 23:55:07 +02:00
22f51d1e75
moved autocorr to missing matlab econometrics toolbox [it is not in stats toolbox]
2016-05-19 14:34:09 +02:00
c386be3fb7
submodule update: reporting (remove strjoin)
2016-02-24 14:41:22 +01:00
f5043e11b0
update reporting path
2015-10-16 15:37:39 +02:00
23ff65d15a
Updated dynare_config routine (initialization of the dseries and dates classes).
2015-06-24 19:02:42 +02:00
ccd4e40b49
Merge branch 'master' into rewrite-nonlinear-filters
...
Conflicts:
.gitmodules
tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
0e1dd779b9
Check that Dynare's routines are not overridden by other routines.
...
By default Dynare will temporarly change Matlab/Octave's path. Added an
option to force Dynare to keep the current path. Also check that the user
did not put dynare/matlab directory with all the subfolders in the path.
With this patch, we do not need to prefix Dynare routines with dyn_ or
dynare_ anymore.
2015-03-30 15:04:59 +02:00
80f512b90b
ilu function has been implemented in Octave 4.0.
2015-03-18 16:03:41 +01:00
1a3d8d0b26
Provisions for MATLAB 8.5 (R2015a)
2015-03-16 14:44:06 +01:00
73cdaa3091
Replaced get_prior_info routine by prior routine.
...
This new routine gives the possibility to obtain a description of the
prior from the command line.
>> prior table
will display a table with the prior mean, prior mode, prior std, prior
bounds and prior HPD interval.
>> prior plot
will plot the prior densities.
>> prior optimize
will trigger the maximization of the prior density and display the
results (often, because of BK conditions or other issues, Dynare is even
not able to get the prior mode).
>> prior moments
will display the moments of the endogenous variables at the prior mode.
>> prior simulate
will run a Monte-Carlo, by sampling from the prior and discarding vector
of parameters such that the steady state does not exist or the BK
conditions are not met, and return an estimate of the effective prior
mass.
2015-02-27 17:12:04 +01:00
0bb413e8fa
Merge branch 'experimental-optimizers'
2015-02-24 20:44:39 +01:00
e19f03b420
replace reporting code with submodule. closes #811
2015-02-24 16:38:36 +01:00
beb7826376
Moved optimization related routines in a common subfolder.
2015-02-23 14:26:07 +01:00
ca83397d95
update copyright dates for files changed in 2015
2015-02-16 09:08:02 +01:00
bcc68ff15c
Updated dseries submodule and dynare_config().
...
Routines used for loading data are now located in the dseries submodule.
2015-02-12 15:30:27 +01:00
df4ee4b983
Moved files related to perfect foresight models in a subfolder.
2015-02-12 15:30:26 +01:00
092455419b
Merge branch 'master' into rewrite-nonlinear-filters
...
Conflicts:
.gitmodules
matlab/particle/online_auxiliary_filter.m
matlab/particle/solve_model_for_online_filter.m
2014-12-12 16:22:06 +01:00
7764d07343
Updated date submodule.
2014-12-01 17:35:09 +01:00
a3c139cb38
Updated dynare_config routine.
2014-11-28 18:35:19 +01:00
686289cd01
Updated dynare_config routine.
2014-11-28 18:26:42 +01:00
593adcd5e9
Updated dynare_config routine (new path for the dates class and related routines).
2014-11-27 23:19:53 +01:00
a00f026f54
Removed matlab/@dates (class for dates) and matlab/utilities/dates folders.
2014-11-27 22:52:10 +01:00
103788bb5b
gsa: add corrcoef from octave forge nan package. closes #796
2014-11-24 17:28:38 +01:00
5699a4899c
Removed local_state_space_iterations_2 routine from particles module.
2014-11-13 15:53:26 +01:00
e143f8ef2e
Replaced particle folder by a Git submodule (particles). Adapted path in dynare_config.
2014-11-12 17:55:18 +01:00
479189ef47
Updated path in dynare_config.
...
For m-unit-tests module.
2014-11-07 22:41:25 +01:00
f4f7a02fd7
Provisions for MATLAB 8.4 (R2014b)
2014-10-10 10:41:04 +02:00
6aee567382
Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
...
dates('initialization');
dseries('initialization');
create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
0206792c12
Save empty dates and dseries objects on disk (in dynareroot), to reduce the time needed to instantiate new objects.
2014-06-11 12:22:31 +02:00
4dad18b222
Added new function from.
...
Allows the follwing syntax
FROM d1 TO d2 DO y(t)=f(y(t-1),e(t),e(t+1),e(t-1))
where d1 and d2 are @dates objects (d1<d2), y is a @dseries object
defined over d1-1:d2, and e is a @dseries object defined over
d1-1:d2+1.
2014-06-11 12:22:30 +02:00
653e275de3
updating dynare_config
2014-05-18 21:49:52 +02:00
a459a3440b
Provisions for MATLAB 8.3 (R2014a).
2014-03-18 14:59:08 +01:00
24df481dc7
remove matlab2tikz requirement
2014-02-13 18:20:01 +01:00
5308da2cad
Upgrade the minimum requirement to MATLAB 7.5 (R2007b).
2014-02-03 15:52:54 +01:00
66d48f5917
Compatibility fixes for Octave 3.8.
...
- no longer use OCTAVE_QUIT in MEX files; this seems now only possible in
oct-files. (Ref #304 )
- do not build linsolve.oct on Octave >= 3.8, it is available natively.
- do not add strjoin.m to the patch on Octave >= 3.8, it is available natively.
- default_save_options has been renamed save_default_options.
2014-01-03 11:05:39 +01:00
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
b3d835bd48
Provisions for MATLAB 8.2 (R2013b)
2013-09-25 16:00:07 +02:00
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
d4891ba0b5
bug fix: matlab2tikz path
2013-06-25 12:27:44 +02:00
fa4ad71185
Under Debian/Octave, matlab2tikz.m is already in the path, so don't add it twice
2013-06-24 12:23:46 +02:00
0b50587f9c
matlab2tikz: linux: add directory for package installation; os x and windows add dynare/contrib/matlab2tikz if it exists; (only on os x) if it doesn't add package installation dir
2013-06-24 12:07:11 +02:00
e786fa8627
the last 32bit release of matlab for osx was 7.11 (R2010b)
2013-04-18 11:12:33 +02:00
1f9e6dea8d
add strjoin to missing
2013-04-04 11:35:45 +02:00
3025a14ed9
Adapt for removal of luinc in MATLAB R2013a
2013-03-25 12:05:56 +01:00
3bbdbf8387
Provisions for MATLAB 8.1 (R2013a)
2013-03-21 18:26:04 +01:00
fe5f61db61
reporting (WIP)
2013-02-12 14:53:36 +01:00
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
7de6be31e6
Upgrade the minimum requirement to MATLAB 7.3 (R2006b)
2012-09-18 11:54:40 +02:00
c74b1d1bdc
Provisions for MATLAB 8.0 (R2012b)
2012-09-14 11:10:47 +02:00
c65ff9d988
Fix crash with MATLAB 7.1 and 7.2 under Windows
...
Closes : #277
2012-09-11 12:32:27 +02:00
db62e3d7a0
issquare exists under Octave and returns the matrix dim if it is square
2012-08-06 18:26:16 +02:00
2e65a9ab96
Provide a better implementation of linsolve for Octave
...
Closes : #273
2012-08-06 18:26:16 +02:00
d32e076b77
adding missing function linsolve for Octave (inefficient and minimal implementation
...
for current needs)
2012-07-22 22:18:32 +02:00
328cc78d76
ms-sbvar: check for existence of mex file in dynare_config
2012-06-15 16:37:04 +02:00
9187e8ad4d
Typos
2012-06-15 15:09:39 +02:00
4e537fcdcc
New function for testing an Octave Forge package
2012-04-20 21:36:49 +02:00
6180bc2212
Add TZcode submodule to repository
2012-04-19 12:27:39 +02:00
2057365143
Require at least Octave 3.2.2 (and therefore drop rcond.m and bicgstab.m)
...
Octave 3.2 has been around for a long time, and is included in most
distributions.
2012-04-03 17:57:38 +02:00
ebfeae2ccf
Provisions for MATLAB 7.14 (R2012a)
2012-03-13 17:43:30 +01:00
40329e3e29
Added routine to compute one step ahead state space iteration (mex and m). The state space
...
equations are approximated at order two around the deterministic steady state.
2012-03-04 22:07:27 +01:00
a66594caed
Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
...
Closes : #235
2012-01-09 12:39:09 +01:00
dcaed91f66
fix to license call (checkout only works for Matlab version >= 2011a)
2012-01-09 11:57:47 +01:00
9be84bdf65
make check: fix bug in check for license
2011-12-23 18:22:41 +01:00
3815daada3
Fixed bug: dynare_config is now able to find a mex file even if dynare_config is called from
...
<DYNARE_PATH>/matlab directory and if a matlab script with same name than the mex exists in
this directory.
2011-12-21 18:31:29 +01:00
4869fff243
Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m.
2011-12-21 18:23:15 +01:00
6d9983df0c
New version of the extended path routines.
2011-12-09 18:03:30 +01:00
dde9d2bfee
license('test',' ... ') gives 1 even if the license exists but it is not active, implying a crash of the dynare matlab session.
2011-10-26 16:27:09 +02:00
5e5efc816a
modify addpath statements for precompiled Mac binaries
2011-10-13 11:18:44 +02:00
f9ecc164ce
Move 'nanmean' under 'matlab/missing' and add the necessary logic
2011-09-27 16:59:21 +02:00
21ceaa5cb4
Provisions for MATLAB 7.13 (R2011b)
2011-09-22 18:05:06 +02:00
c07a915d6e
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 16:41:53 +02:00
e9764d0538
Use a structure for the dataset. Bug fixes.
2011-09-17 15:38:49 +02:00
381a2f8977
aesthetic fix
2011-09-13 11:44:31 -04:00
1fa54aef27
remove outdated addpath directives
2011-09-13 11:44:28 -04:00
3545be0226
Added particle subfolder.
2011-09-05 18:57:42 +02:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian(Charybdis)
Marco Ratto
Johannes Pfeifer
Michel Juillard
Sébastien Villemot
Houtan Bastani