Commit Graph

11356 Commits (6f6ef8fb3035e15afd2e79453ed448a70c61b274)

Author SHA1 Message Date
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
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
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
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.
(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.
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
Stéphane Adjemian(Charybdis) 474556e0ca Added routines related to auxiliary variables. 2018-05-29 15:44:41 +02:00
Stéphane Adjemian(Charybdis) fe6d1c6a69 Updated preprocessor submodule (bug fix). 2018-05-29 15:40:49 +02:00
Stéphane Adjemian(Charybdis) e48fee90e7 Added missing semicolon. 2018-05-29 12:14:53 +02:00
Stéphane Adjemian(Charybdis) 966d9797dd Fixed columns ordering in VAR AR matrices. 2018-05-29 12:08:37 +02:00
Houtan Bastani d5862f93bf add comment explaining changes in 4e79d12e53 2018-05-28 14:32:11 +02:00
Houtan Bastani 4e79d12e53 move declaration of default values from global_initialization to a separate function 2018-05-28 14:07:32 +02:00
Houtan Bastani 97af53b82d fix mkdir call in global_initialization 2018-05-28 14:07:32 +02:00
Stéphane Adjemian(Charybdis) 9bdd1df3ac Do not filter by files extension in mex/octave{,32}...
... when building the windows installer.
2018-05-19 14:06:58 +02:00
Stéphane Adjemian(Charybdis) bc1f96c043 Completed 02084ce310
We do not distribute .oct files anymore.
2018-05-18 23:56:48 +02:00
Houtan Bastani 689a9880f4 Merge branch 'master' into ecb-master 2018-05-17 17:07:49 +02:00
Houtan Bastani 902a52b521 preprocessor submodule update 2018-05-17 16:55:20 +02:00
Sébastien Villemot 02084ce310 Remove qzcomplex Oct-file
It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.
2018-05-17 12:11:15 +02:00
Sébastien Villemot 5166b43add Fix case 2018-05-17 12:06:07 +02:00
Stéphane Adjemian(Charybdis) a4120a84b6 Adapted matlab routines to recent changes in preprocessor. 2018-05-16 21:31:31 +02:00
Stéphane Adjemian(Charybdis) e62c2272b4 Merge remote-tracking branch 'github/master' into ecb-master
Fixed conflicts:
	matlab/modules/dates
2018-05-16 17:32:39 +02:00
Stéphane Adjemian(Charybdis) ac5fcbe231 Use new approach for setting aux variables in model inversion routine.
(cherry picked from commit f1ed81aae2)
2018-05-16 17:27:51 +02:00
Sébastien Villemot 14fbfa028b Move qzdiv.m and qzswitch.m to partial_information/ subdir
They are no longer used in the main codebase.
2018-05-16 17:12:48 +02:00
Sébastien Villemot 59ad26a3c9 Improve fallback code when mjdgges DLL is absent
The new code relies on qz(..., 'real'), ordqz and ordeig, and returns a real
decomposition. The previous version was using Sims' qzdiv and returned a
complex decomposition.

As a consequence, we can drop options_.qzdiv, which was used to detect when
imaginary parts had to be dropped.

This code does not work on Octave for the time being, but this is acceptable
since it is only a fallback.
2018-05-16 17:12:48 +02:00