Stéphane Adjemian (Scylla)
afb5be2067
Set options_.nobs if the new data interface is used.
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
5b08223820
Changed default value of initial_period (NaN).
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Charybdis)
94b87beb10
Fixed bug (missing code for handling prefilter=1).
2014-07-09 15:34:53 +02:00
Stéphane Adjemian (Charybdis)
daf4cb1491
Added unitary tests.
2014-06-27 23:12:05 +02:00
Stéphane Adjemian (Charybdis)
a8cb8ccd29
Merge branch 'use-dseries'
2014-06-27 22:38:07 +02:00
Stéphane Adjemian (Charybdis)
9c92b20f33
Added unitary test.
2014-06-27 22:36:10 +02:00
Stéphane Adjemian (Charybdis)
a5ea76d58c
Do not issue an error message if the dseries appearing in the recursive/static expression do have common names.
2014-06-27 22:29:57 +02:00
Stéphane Adjemian (Scylla)
a29a4d0842
Removed unitary test (needs to be fixed).
2014-06-26 16:09:50 +02:00
Stéphane Adjemian (Scylla)
0b82874268
Adapted madataset routine for Gsa.
2014-06-25 11:34:39 +02:00
Houtan Bastani
7ccd26a17e
dseries: remove strsplit as it was introduced in Matlab R2013a
2014-06-24 12:10:59 +02:00
Stéphane Adjemian (Scylla)
b11f6e2505
Adapted code for dsge-var models.
2014-06-23 10:55:08 +02:00
Stéphane Adjemian (Scylla)
f5c2027e18
Do not impose the equality between the initial period as defined by the set_time command and the date of the initial observation defined in the datafile or dseries object.
2014-06-19 18:02:31 +02:00
Stéphane Adjemian (Charybdis)
4f02e58010
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
Stéphane Adjemian (Charybdis)
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
Stéphane Adjemian (Charybdis)
4f5ab5a236
Changed logic in dates class constructor.
2014-06-15 19:15:30 +02:00
Stéphane Adjemian (Charybdis)
558c818cca
Changed logic in isfreq routine.
2014-06-13 16:32:25 +02:00
Stéphane Adjemian (Charybdis)
e41e8effdf
Modified isdate behaviour (an integer scalar is interpreted as a year).
2014-06-13 10:10:17 +02:00
Stéphane Adjemian (Charybdis)
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
Stéphane Adjemian (Charybdis)
08ea66057c
Automagically increase the number of observations in the assigned variable if needed.
...
So that the following is possible
y = dseries([0],'1990Q1','y');
e = dseries(randn(1000,1),'1990Q1','e');
from 1990Q2 to 2239Q4 do y(t) = .5*y(t-1) + e(t) - .5*e(t-1)*y(t-1) +.1*y(t-1)^2
Initially y has only one observation (which is mandatory because y
depends on its first lag), the routine extends the number of
observations so that y.dates(end)==2239Q4
Note that the exogenous variables are not adjusted, they must be
defined (leads/lags included) between the first and last dates of the
from-to-do syntax.
2014-06-12 15:24:00 +02:00
Stéphane Adjemian (Charybdis)
8507c27fab
Removed display of current path in last unitary test.
2014-06-11 12:22:35 +02:00
Stéphane Adjemian (Charybdis)
c3029468af
Do not display the object returned by from.
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
64bdbb525b
Allow variables extracted from a dseries object in the dynamic or static expression following the do keyword.
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
3ae2874fd0
Cosmetic changes (error messages).
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
34e9f0dc14
Allow dates objects as first and third arguments (initial and terminal dates).
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
ac05826ef0
Test that the names of the variables contained in the dseries objects are different.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
1ed0ccff6f
Test that dseries are not empty.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
03250208c0
Test that each dseries object contains only one variable.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
0096611b06
Added the possibility to use parameters in a from-to-do statement.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
95d613c53d
Cosmetic change.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
14819abb5f
Added specialized code for static models.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
65968bb134
Use new leadlagtable's columns introduced in d0708fcb2c978c7ae47aa8ab7cbdf6f2b162c123 (usefull for sparse dynamic models).
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
f8203911c8
Added two columns to leadlagtable cell array (vectors of lag/lead orders).
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
b858aed1c0
Various optimizations and cosmetic changes.
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
8587674317
Removed call to ismember. Test if to_id or do_id are empty instead.
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
cf43c90347
Improve speed of @dates/colon method (added specialized version of add_periods_to_array_of_dates -> add_periods_to_date).
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
84caf6d35f
Improve speed of @dates/colon method.
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Scylla)
f5e2fda22a
Code optimization. Removed manipulations of dseries objects in the
...
main loop.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
6dc0748de5
Added tests on the recursive expression to be evaluated (the endogeous variable
...
canot depend on its current level or its future level).
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
507b56a055
Added lead/lag incidence table. Also check that the ranges of the
...
dseries objects appearing in the recursive expression are compatible
with the range of the loop.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
59a787f47f
Check that the initial and terminal dates are in the ranges of the
...
dseries objects involved in the recursive expression.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
61d6276d47
Added comments.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
e16e05a50d
Removed the loop for building the recursive expression to be evaluated.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
4da4623c94
Fixed typo in comments.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla)
27587e1ea5
Factorized code for the displayed error messages.
2014-06-11 12:22:30 +02:00
Stéphane Adjemian (Scylla)
4fd4436013
Fixed case sensitivity issue with respect to TO and DO keywords.
2014-06-11 12:22:30 +02:00
Stéphane Adjemian (Scylla)
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
Stéphane Adjemian (Charybdis)
45d7f15c94
Cosmetic. Deleted trailing white spaces.
2014-05-23 18:16:11 +02:00
Stéphane Adjemian (Charybdis)
78e5fafb07
Updated header.
2014-05-23 18:14:46 +02:00
Stéphane Adjemian (Charybdis)
bc7f834241
Added missing flag for unitary test.
2014-05-23 18:14:26 +02:00
Stéphane Adjemian (Charybdis)
56de3979c2
Removed compute_corr routine.
2014-05-23 18:12:43 +02:00
Stéphane Adjemian (Charybdis)
2ee4d62570
Added routine to compute centered marginal moments of order n (possibly with missing observations).
2014-05-23 18:10:59 +02:00
Stéphane Adjemian (Charybdis)
b2c28530ea
Renamed compute_stdv as nanvariance (computes variances instead of standard deviations).
2014-05-23 18:06:32 +02:00
Stéphane Adjemian (Charybdis)
bdd7b8aacc
Rewrote compute_acov and renamed it as nanautocovariance.
2014-05-23 15:07:46 +02:00
Stéphane Adjemian (Charybdis)
dd223e41f5
Rewrote compute_cova and renamed it nancovariance. Added a new routine to test if an array contain at least one NaN.
2014-05-22 19:27:14 +02:00
Stéphane Adjemian (Scylla)
f183c047d5
Test the existence of the files and folder before deletion.
2014-04-30 10:42:39 +02:00
Stéphane Adjemian (Scylla)
0cd6c9917e
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-30 10:42:39 +02:00
Stéphane Adjemian (Scylla)
66d08ac3bf
Merge branch 'master' into use-dynSeries
...
Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Stéphane Adjemian (Scylla)
b907844152
Test the existence of the files and folder before deletion.
2014-04-29 15:50:37 +02:00
Stéphane Adjemian (Scylla)
2b8e6fba9c
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-29 15:50:37 +02:00
Sébastien Villemot
8daed40ab3
Fix exception handling under MATLAB in unitary test infrastructure.
...
The getReport() function of MATLAB expects an exception coming from the "catch"
statement. It is not happy with the value returned by lasterror().
2014-03-27 18:18:29 +01:00
Stéphane Adjemian (Scylla)
fb75d1e19d
Added a new routine for cleaning up a folder (delete all the files generated by Dynare).
2014-03-26 16:55:34 +01:00
Stéphane Adjemian (Scylla)
4b4de4102a
Added new routine that converts a string of Key-Value pairs in a cell.
2014-02-03 12:25:29 +01:00
Stéphane Adjemian (Scylla)
f1e4ca2f48
Test if the data are positive before applying the log.
2014-01-30 17:44:47 +01:00
Stéphane Adjemian (Scylla)
8309ed5c96
Added a routine to test if we are currently estimating a model.
2014-01-30 12:48:48 +01:00
Sébastien Villemot
b840af9fa5
Modify get_directory_description to return a flat cell
2013-12-09 18:54:12 +01:00
Stéphane Adjemian (Scylla)
dc3bcb47bf
Cosmetic (removed commented line of code).
2013-11-29 19:06:26 +01:00
Stéphane Adjemian (Scylla)
4f71d74512
Bug fix (wrong handle).
2013-11-29 19:02:40 +01:00
Stéphane Adjemian (Scylla)
45c117fbff
Fixed bug in Matlab unitary tests. Wrong dimension for returned infor variable (missing column for execution time).
2013-11-29 11:46:07 +01:00
Stéphane Adjemian (Scylla)
6e8bd16cf6
Do not define LOG if Matlab unitary tests are run from Octave.
2013-11-29 11:46:07 +01:00
Houtan Bastani
0d4d085447
fix try / catch statement for octave
2013-11-26 17:22:01 +01:00
Houtan Bastani
9454862142
internals: replace % for both matlab and octave with %%
2013-11-26 16:55:04 +01:00
Houtan Bastani
89268f4f6f
internals test: fix printing for octave
2013-11-26 15:29:23 +01:00
Houtan Bastani
dd1a9aaee6
utilities: fixed name2tex regexprep for octave
2013-11-25 06:37:15 +01:00
Stéphane Adjemian (Scylla)
817060c954
Added unitary test for name2tex routine.
2013-11-22 16:53:02 +01:00
Stéphane Adjemian (Scylla)
d02171080c
Rewrote name2tex routine and fixed bug.
2013-11-22 16:53:02 +01:00
Stéphane Adjemian (Scylla)
1fe3e4bc77
Cosmetic change.
2013-11-22 16:53:02 +01:00
Stéphane Adjemian (Scylla)
7cfad8eee0
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
Johannes Pfeifer
530ad8e2d8
Fix bug when datafile was changed and nobs resulting from old dataset was bigger than is possible in new dataset
2013-11-15 16:47:25 +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
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
Stéphane Adjemian (Charybdis)
14640275d8
Cosmetic change.
2013-10-18 15:06:36 +02:00
Stéphane Adjemian (Charybdis)
868c3c6a5e
Renamed dynDates class as dates.
2013-10-15 15:36:21 +02:00
Stéphane Adjemian (Charybdis)
f813702b32
Added a routine to test if an integer (a vector of integers) can be interpreted as a subperiod (a vector of subperiods).
2013-10-15 15:03:43 +02:00
Stéphane Adjemian (Charybdis)
068564628d
Added condition (input must be a string) in isyearly, isquaterly, ismonthly and isweekly functions.
2013-10-14 18:17:32 +02:00
Stéphane Adjemian (Charybdis)
db7f431010
Added routine.
2013-10-14 18:12:50 +02:00
Stéphane Adjemian (Charybdis)
04c206a9b6
Routine string2freq should not be case sensitive. Character 'A' is allowed for yearly (annual) dates.
2013-10-12 23:47:51 +02:00
Stéphane Adjemian (Charybdis)
586aa13e41
Added routines for manipulating dates.
2013-10-12 23:42:12 +02:00
Stéphane Adjemian (Charybdis)
f9315f1409
Added missing commented string (first line) for triggering the unitary tests.
2013-10-11 23:36:29 +02:00
Stéphane Adjemian (Charybdis)
fe28887409
Added new (low level) routine to add periods to a date or vector of dates (using the internal representation of dates).
2013-10-11 17:49:42 +02:00
Stéphane Adjemian (Charybdis)
1543a380c6
Expanded unitary test in compare_vectors routine to cover more cases.
2013-10-11 13:39:16 +02:00
Stéphane Adjemian (Charybdis)
af4005f836
Fixed bugs.
2013-10-11 13:38:19 +02:00
Stéphane Adjemian (Charybdis)
6fff2fe75b
Changed logic in the routine performing lexicographic comparison of vectors.
2013-10-11 12:09:31 +02:00
Stéphane Adjemian (Charybdis)
c37c34a102
Fixed typo.
2013-10-10 18:27:31 +02:00
Stéphane Adjemian (Charybdis)
a22852afad
Added routine to compare vectors of common length by lexicographical order.
2013-10-10 16:56:42 +02:00
Stéphane Adjemian (Charybdis)
22144ef359
Added a routine for converting a string into a date structure.
...
A date structure has two fields:
o freq, an integer scalar (=1, 4, 12, 52) specifying the frequency.
o time, a 1*2 matrix of integers, time(1) is the year and time(2) the subperiod number.
2013-10-10 14:33:31 +02:00
Stéphane Adjemian (Charybdis)
adcc218a0d
Added new routine to test if a string can be interpreted as a date.
2013-10-10 14:30:38 +02:00
Stéphane Adjemian (Charybdis)
5a1b5aaf73
Fixed bug (month number 10 was missing).
2013-10-10 14:05:12 +02:00
Stéphane Adjemian (Charybdis)
f4e32dbd6f
Efficiency improvements. Rewrote some routines using regular expressions.
2013-10-10 12:52:27 +02:00
Stéphane Adjemian (Charybdis)
55e3bcc5f8
Removed general transformation of the raw data, only consider the log function.
2013-09-11 11:26:35 +02:00
Stéphane Adjemian (Charybdis)
2e2315611c
Fixed bug (conversion of variable names in tex).
...
(cherry picked from commit 80218a1b65
)
2013-09-09 12:16:19 +02:00
Stéphane Adjemian (Charybdis)
80218a1b65
Fixed bug (conversion of variable names in tex).
2013-09-09 11:25:12 +02:00
Stéphane Adjemian (Charybdis)
907e087ea9
Consider options_.varobs as a cell of strings.
2013-09-07 16:39:04 +02:00
Stéphane Adjemian (Charybdis)
b76b0c8add
Moved the commented first line, used to declare that the routine has unitary tests, after the declaration of the function, otherwise help is not displayed.
2013-09-05 11:34:19 +02:00
Stéphane Adjemian (Charybdis)
1d6ea1556d
Fixed bug (missing condition on the number of returned arguments).
2013-09-02 23:27:04 +02:00
Stéphane Adjemian (Charybdis)
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
Stéphane Adjemian (Charybdis)
305869f5e1
Cosmetic change.
2013-07-08 16:43:38 +02:00
Stéphane Adjemian (Charybdis)
3fd2a9845a
Added routine.
2013-07-08 16:43:17 +02:00
Stéphane Adjemian (Charybdis)
44961e3408
Cosmetic change. Display the cell report in the log file.
2013-07-05 18:07:28 +02:00
Stéphane Adjemian (Charybdis)
6d440fbe56
Added a human readable version of the report (log file).
2013-07-05 18:02:39 +02:00
Stéphane Adjemian (Charybdis)
b997febc92
Added matlab version and system name in the generated report.
2013-07-05 16:11:46 +02:00
Stéphane Adjemian (Charybdis)
dc57706b55
Cosmetic change.
2013-07-05 15:56:14 +02:00
Stéphane Adjemian (Charybdis)
0f48674771
Added name2tex to the unitary tests suite.
2013-07-05 15:33:46 +02:00
Stéphane Adjemian (Charybdis)
f2d0da4d80
Merge branch 'master' into experimental-unitary-tests
2013-07-05 14:28:56 +02:00
Stéphane Adjemian (Charybdis)
a80ed38f5b
Moved name2tex in matlab/utilities/general
2013-07-05 13:56:48 +02:00
Stéphane Adjemian (Charybdis)
35c4debfc5
Cosmetic change.
2013-07-05 00:30:01 +02:00
Stéphane Adjemian (Charybdis)
f8e5cc7b49
Cosmetic change.
2013-07-05 00:24:17 +02:00
Stéphane Adjemian (Charybdis)
1b35bfb211
Fixed bug (wrong syntax for scp).
2013-07-05 00:02:15 +02:00
Stéphane Adjemian (Charybdis)
d428124ac9
Send the report on the web.
2013-07-04 22:12:04 +02:00
Stéphane Adjemian (Charybdis)
89474d5e44
Reorganization of the code with respect to the production of the summary report.
2013-07-04 21:28:08 +02:00
Stéphane Adjemian (Charybdis)
71e8cb569d
Added one output argument (return the output of clock).
2013-07-04 21:21:45 +02:00
Stéphane Adjemian (Charybdis)
11bda09860
Fixed typo.
2013-07-04 21:17:54 +02:00
Stéphane Adjemian (Charybdis)
fb5c5d4ea6
Added a routine to produce and send a summary report about unitary tests.
2013-07-04 18:06:12 +02:00
Stéphane Adjemian (Charybdis)
42ed03048b
Added option for saving the produced detailed report about unitary tests.
2013-07-04 15:57:31 +02:00
Stéphane Adjemian (Charybdis)
6bfda327b3
Fixed bug related to the presence of temporary files (begining with .#) in a folder.
2013-07-04 15:35:55 +02:00
Stéphane Adjemian (Charybdis)
4913413896
Fixed bug. Set elapsed time to NaN if the unitary test fails.
2013-07-04 15:34:50 +02:00
Stéphane Adjemian (Charybdis)
bbfe68a09d
Fixed bug + Cosmetic change.
2013-07-04 15:06:05 +02:00
Stéphane Adjemian (Charybdis)
479cf5bf8b
Added routines to run matlab's unitary tests.
2013-07-04 14:36:31 +02:00
Stéphane Adjemian (Charybdis)
fcef6e83b5
Fixed bug related to the name of the tested matlab routine.
2013-07-04 14:10:17 +02:00
Stéphane Adjemian (Charybdis)
c83b047aa0
If mtest is called with one input then it must return two arguments (with detailed information about unitary tests).
2013-07-04 11:54:27 +02:00
Stéphane Adjemian (Charybdis)
b4a8155f5b
Adapted mtest routine so that it can be used in the matlab routines test suite.
...
mtest can now return more informations about the unitary tests.
2013-07-04 11:52:07 +02:00
Stéphane Adjemian (Charybdis)
a6043ee628
Fixed typo.
2013-07-03 18:14:11 +02:00
Stéphane Adjemian (Charybdis)
71e9081d24
Added a routine that tests if unitary tests are available in a matlab routine.
2013-07-03 17:04:29 +02:00
Stéphane Adjemian (Charybdis)
c7f688249d
Added new routine that returns all the files available in a folder and its subfolders.
2013-07-03 17:03:00 +02:00
Stéphane Adjemian (Charybdis)
33053a7303
Fixed bug.
2013-06-20 18:04:38 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Johannes Pfeifer
79748dd150
Correct displayed information if not total dataset is used.
2013-06-09 10:45:41 +02:00
Stéphane Adjemian (Charybdis)
bc1689fa05
Added iscellofchar function.
...
Test if all the elements of a two dimensional cell array are strings.
2013-03-29 14:53:34 +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
Sébastien Villemot
0ab230b474
Fix copyright notices
2012-10-31 17:03:49 +01:00
Stéphane Adjemian (Scylla)
43e2c9ecef
Added a routine to test if a file exist.
2012-09-06 12:21:28 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Stéphane Adjemian (Charybdis)
100ff94644
Fixed bug related to the path to the testes routine.
2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis)
dec622c48d
Fixed bug and streamlined the routines for unitary tests.
2011-12-21 18:14:17 +01:00
Stéphane Adjemian (Charybdis)
cd9250edbf
Fixed bug.
2011-12-16 15:14:38 +01:00
Michel Juillard
cef244842d
fixing problem with univariate Kalman filter and no missing observations
2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Charybdis)
2e01bb13fe
Cosmetic change.
2011-11-14 12:04:45 +01:00
Michel Juillard
b4e7e55031
fixing bug with univariate filter
2011-11-02 17:54:48 +01:00
Michel Juillard
5ee1b1e25d
fixing bug with missing data
2011-10-31 13:46:11 +01:00
Michel Juillard
ac4ae0b6d2
make sure that dataset_.missing.aindex always exist, even when there
...
are no missing observations
2011-10-22 15:28:41 +02:00