Stéphane Adjemian
f3fec841c0
Merge pull request #1617 from JohannesPfeifer/exo_lead_lag_test
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Add unit tests for perfect foresight simulations with exogenous leads…
2018-06-07 21:25:45 +02:00
Johannes Pfeifer
db0cf1b8ea
Add unit tests for perfect foresight simulations with exogenous leads and lags
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Closes #1616
2018-06-07 20:46:30 +02:00
Johannes Pfeifer
b8094a2e84
Correct display of identification message if parameters are only collinear
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Closes #1614
2018-06-07 19:29:24 +02:00
Stéphane Adjemian(Charybdis)
c5b7d57ca1
Updated NEWS for 4.5.5.
2018-06-07 19:05:03 +02:00
Houtan Bastani
ec0f5ad701
fix indexing bug
2018-06-07 18:48:32 +02:00
Houtan Bastani
e9c631de7d
Merge branch 'master' into ecb-master
2018-06-07 18:47:36 +02:00
Houtan Bastani
856fc060a2
submodule update: preprocessor
2018-06-07 17:41:54 +02:00
Sébastien Villemot
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
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Complete the fix started in 8913791ff0
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Change the test case to prevent regressions.
2018-06-07 16:14:02 +02:00
Sébastien Villemot
33c45ee8b9
Merge pull request #1615 from JohannesPfeifer/options_ident_ar
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identification_analysis.m: make sure that increase in options_.ar is …
2018-06-07 14:43:18 +02:00
Johannes Pfeifer
09ac7f6249
identification_analysis.m: make sure that increase in options_.ar is passed back via options_ident
2018-06-07 13:17:42 +02:00
Michel Juillard
8913791ff0
fixes bug for solve_algo = 10 and lags on exogenous variables
2018-06-07 12:21:58 +02:00
Sébastien Villemot
b080e5d7b1
Convert the ramst.mod example to new perfect foresight syntax
2018-06-06 16:43:16 +02:00
Sébastien Villemot
a71e0ebee4
Add a compile-time check for MATLAB version, as we already do for Octave
2018-06-06 14:31:25 +02:00
Sébastien Villemot
88e89dfb21
Refactor test for Octave version
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Distinguish between a minimal version required (from a source code perspective,
applicable on all platforms) and an exact version requirement (from a binary
package perspective, in practice used only for our Windows package).
2018-06-06 14:27:53 +02:00
Sébastien Villemot
57f6183d2f
Move some functions out of missing/stats/, since they are only needed for MATLAB
2018-06-06 13:02:42 +02:00
Sébastien Villemot
9211d902a0
Update dseries
2018-06-05 19:56:42 +02:00
Sébastien Villemot
933ed45ead
Octave 4.4 no longer includes statistics functions
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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
Sébastien Villemot
7cbac0c989
Fix user_has_octave_forge_package
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Packages are no longer autoloaded, so testing whether they are "Loaded" does
not work in all cases.
The function now ensures that the package is loaded.
2018-06-05 19:53:02 +02:00
Houtan Bastani
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
Houtan Bastani
b6355776a0
submodule update: preprocessor
2018-06-05 18:45:22 +02:00
Sébastien Villemot
0b2828af8a
Fix typo
2018-06-05 17:27:22 +02:00
Sébastien Villemot
e8ade6a187
Fix display of Dynare command arguments
2018-06-05 17:27:03 +02:00
Sébastien Villemot
8cadb2ac59
Silence Octave:classdef-to-struct warning
2018-06-05 17:24:52 +02:00
Sébastien Villemot
c7a57e5906
corrcoef is included in Octave 4.4
2018-06-05 17:14:41 +02:00
Sébastien Villemot
e1a3c40ef0
Fix compilation of MS-SBVAR DLL under Octave 4.4
2018-06-05 17:07:45 +02:00
Stéphane Adjemian(Charybdis)
28bd362329
Updated preprocessor.
2018-06-05 11:52:32 +02:00
Sébastien Villemot
e669321eec
Require C++14 for MEX files
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Needed because bytecode DLL uses some preprocessor code which is C++14.
2018-06-05 11:34:41 +02:00
Houtan Bastani
35320e2f93
submodule update: preprocessor
2018-06-05 11:14:56 +02:00
Sébastien Villemot
fec0947c7b
Testsuite: clean files generated by move to temporary terms array
2018-06-04 18:08:28 +02:00
Sébastien Villemot
f30126ea69
Update preprocessor, following temporary terms array optimization and partial C++14 modernization
2018-06-04 18:08:28 +02:00
Stéphane Adjemian
a76a7f9680
Merge pull request #1613 from JohannesPfeifer/datatomfile_char
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datatomfile: Consistently replace char by cell arrays
2018-06-04 14:05:11 +02:00
Johannes Pfeifer
2dd940dc1a
datatomfile: Consistently replace char by cell arrays
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Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
Houtan Bastani
a0b7212054
Merge branch 'master' into ecb-master
2018-06-02 12:45:45 +02:00
Houtan Bastani
9974382d1e
submodule update: preprocessor
2018-06-02 12:43:09 +02:00
Stéphane Adjemian(Charybdis)
1730269e80
Fixed bug.
2018-06-01 18:36:42 +02:00
Houtan Bastani
30310bc7b4
Merge branch 'master' into ecb-master
2018-06-01 16:02:30 +02:00
Houtan Bastani
a0c51d220c
submodule update: preprocessor
2018-06-01 16:00:01 +02:00
Frédéric Karamé
1c9e186d57
Updated tests for nonlinear filters.
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(cherry picked from commit e2cf2260dbd5cceeade11f0617ab33de2f8ee72b)
2018-06-01 12:13:54 +02:00
Houtan Bastani
5a515aa3c4
update get_ar_ec_matricies for changes to preprocessor
2018-05-31 19:24:31 +02:00
Houtan Bastani
f9b3f7571e
Merge branch 'master' into ecb-master
2018-05-31 18:55:32 +02:00
Houtan Bastani
461c12e21a
submodule update: preprocessor
2018-05-31 18:51:39 +02:00
Stéphane Adjemian(Charybdis)
e435a34d90
Tempoarary fix for bug in get_ar_matrices routine.
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The number of lags returned in models with diff(dif((x))) is wrong.
2018-05-31 12:14:36 +02:00
Stéphane Adjemian(Charybdis)
27e21acd5a
Adapt h1 formula depending on PAC's auxiliary model (var or vecm).
2018-05-30 18:26:18 +02:00
Sébastien Villemot
7b546ba696
Compatibility fix for MATLAB < R2010b (7.11)
2018-05-30 17:44:46 +02:00
Houtan Bastani
5273ab0e7d
remove statement erroneously inserted into abd1627ce7
2018-05-30 14:55:17 +02:00
Houtan Bastani
abd1627ce7
adjust get_ar_ec_matrices for preprocessor changes
2018-05-30 14:46:59 +02:00
Houtan Bastani
085db0c95a
Merge branch 'master' into ecb-master
2018-05-30 14:46:25 +02:00
Houtan Bastani
c39a955da8
submodule update: preprocessor
2018-05-30 14:43:11 +02:00
Stéphane Adjemian(Charybdis)
d96d039a8a
Added VECM as auxiliary model for PAC.
2018-05-29 15:51:31 +02:00
Stéphane Adjemian(Charybdis)
fa5bfbde44
Merge remote-tracking branch 'github/master' into ecb-master
2018-05-29 15:50:17 +02:00