Johannes Pfeifer
b52c095a6b
Add legacy function for loading mat-files with old interface
...
Follows approach of #758 and closes #1364
2017-04-29 18:25:39 +02:00
Stéphane Adjemian (Charybdis)
a869f5a2c4
Updated m-unit-tests submodule.
2017-03-19 12:15:22 +01:00
Stéphane Adjemian (Charybdis)
bc6c6fc486
Removed remaining calls or references to cputime.
2017-03-17 22:49:01 +01:00
Marco Ratto
19cc38b39e
allow to start from quarterly growth rate variables
2017-03-17 12:41:59 +01:00
Marco Ratto
d7723877cf
bug fixes for annualized nominal variables
2017-03-17 12:41:59 +01:00
Marco Ratto
a8107e154a
added new annual aggregation types, for consistent quantity/price aggregations, if required.
2017-03-17 12:41:59 +01:00
Marco Ratto
e7442bcf78
added geometric average.
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Set neutral type names, replacing stock/flow/deflator.
2017-03-17 12:41:59 +01:00
Marco Ratto
bfe6d04bf2
- Added the possibility to compute annualized variables and associated decompositions out of quarterly ones, without blowing up variable definitions
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- Fixed call to plot realtime conditional shock decomposition
2017-03-17 12:41:59 +01:00
Marco Ratto
ba7802204f
end of lines
2017-03-17 12:41:59 +01:00
Marco Ratto
a6f7e02d17
added utilities for optimal distinguishable colors.
2017-03-17 12:41:59 +01:00
Stéphane Adjemian (Charybdis)
06326d4477
Fixed bug introduced in cad7adc01f
.
2017-03-16 18:14:23 +01:00
Stéphane Adjemian (Charybdis)
cad7adc01f
Added routine for testing if we are currently estimating a model.
2017-03-16 15:03:46 +01:00
Stéphane Adjemian (Charybdis)
5f5c093b2e
Renamed isestimation function + Cosmetic changes.
2017-03-16 15:00:02 +01:00
Houtan Bastani
d7fc50796c
submodule update: dseries, m-unit-tests
2016-10-21 15:16:14 +02:00
Houtan Bastani
847feb17fa
fix mex compilation commands for Matlab R2016b on macOS. Closes #1288
2016-10-20 14:03:35 +02:00
Houtan Bastani
084df40535
fix mex compilation commands for Matlab R2016b on Linux. #1288
2016-10-17 18:40:48 +02:00
Johannes Pfeifer
c7b751bd50
Add mingw to dyn_mex.m and document compiler options and installation.
2016-10-14 16:35:05 +02:00
Houtan Bastani
e84e81dd01
fix typo
2016-09-23 18:37:49 +02:00
Johannes Pfeifer
424050f380
Make sure IRFs only have full periods as xticks
2016-08-23 17:22:41 +02:00
Stéphane Adjemian (Hermes)
af9b069830
Moved isoctave routine in base directory.
2016-06-17 00:04:00 +02:00
Johannes Pfeifer
7ff453846a
Fix passing of compflag in dyn_mex.m
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Fixes 83eeafa32c
2016-06-14 10:45:44 +02:00
Houtan Bastani
83eeafa32c
fix mex file compilation with MSVC. Closes #1227
2016-06-14 10:34:14 +02:00
Michel Juillard
5e5157e375
loglinear: bug correction
2016-05-06 10:12:12 +02:00
Michel Juillard
67ea280773
adding missing semi-colon
2016-05-06 10:11:53 +02:00
Michel Juillard
ef232ac436
fixed log_variable function
2016-05-05 20:53:22 +02:00
Michel Juillard
3c7c2f46a4
more fixes for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
Stéphane Adjemian (Charybdis)
267218b5b2
Updated m-unit-tests submodule.
2015-09-01 14:55:23 +02:00
Stéphane Adjemian (Charybdis)
6d2f049637
Moved routines and updated submodules dseries and dates.
2015-06-24 18:54:51 +02:00
Stéphane Adjemian
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Houtan Bastani
1cd2df568a
Merge pull request #956 from JohannesPfeifer/dyn_mex_windows
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Fix bugs in dyn_mex.m under Windows
2015-06-18 11:48:12 +02:00
Johannes Pfeifer
0769fd1cce
Add verbosity and SaveFile options to some optimizers
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Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +02:00
Johannes Pfeifer
5d8da65e6d
Add check for unique data entries in dataset
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Leads to cryptic crashes if not filtered out
2015-06-08 11:16:40 +02:00
Johannes Pfeifer
c39331d526
Fix bugs in dyn_mex.m under Windows
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Fixes string comparison and copy and paste error.
2015-06-07 14:07:11 +02:00
Stéphane Adjemian (Karaba)
0b99367648
Fixed bug in makedataset (do not use 'exist' function, cannot make the difference between xls and xlsx files).
2015-06-05 16:35:05 +02:00
Houtan Bastani
902a5d2788
ensure that mex file exists before doing comparison
2015-05-12 10:55:24 +02:00
Michel Juillard
a5a5490a12
adding feature to recompile MEX files only if the model has
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changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
2015-05-10 18:16:53 +02:00
Johannes Pfeifer
fa1f7794d5
Delete stale files from previous MCMC runs
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Closes #566 . Also adds cosmetic changes to headers of affected routines
2015-05-09 15:13:59 +02:00
Stéphane Adjemian (Charybdis)
e2dd9b2526
Updated unit tests submodule.
2014-12-01 17:20:44 +01:00
Stéphane Adjemian (Charybdis)
4d669a4312
Removed matlab/@dseries and utilities/dseries subfolders.
2014-11-28 18:24:05 +01:00
Stéphane Adjemian (Charybdis)
a00f026f54
Removed matlab/@dates (class for dates) and matlab/utilities/dates folders.
2014-11-27 22:52:10 +01:00
Marco Ratto
e3ac15458a
Properly deal with dseries in identification. This fixes #781
2014-11-18 11:34:49 +01:00
Stéphane Adjemian (Telemachus)
6557849b30
Updated m-unit-tests module.
2014-11-09 22:20:18 +01:00
Stéphane Adjemian (Telemachus)
a12e9d684a
Force type consistency when comparing actual results and expected
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results in unit tests (use logical type).
2014-11-09 22:17:46 +01:00
Stéphane Adjemian (Telemachus)
8fedac4d5e
Replaced calls to dyn_assert by calls to dassert.
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This routine is used to compare objects i -n unit tests.
2014-11-08 09:28:53 +01:00
Stéphane Adjemian (Telemachus)
f2aabb1f0d
Added m-unit-tests as a submodule.
2014-11-07 22:40:31 +01:00
Stéphane Adjemian
1c62420909
Removed matlab/utilities/tests subfolder.
2014-11-07 22:31:23 +01:00
Stéphane Adjemian (Karaba)
63d3157267
Do not force the user to provide a clean m data file when using the legacy data interface.
...
Note that all the variables listed in varobs need to have the same
number of observations.
2014-10-20 17:28:35 +02:00
Johannes Pfeifer
96df3b0043
Cosmetic changes to error messages
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(cherry picked from commit ffa424d9d88dcd534272b154a3d9848df861914b)
2014-10-13 13:05:46 +02:00
Johannes Pfeifer
bf69cee91f
Set missing argument in makedataset.m that leads to crashes with GSA
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Fixes the recent problem with unit tests
2014-07-23 12:05:45 +02:00
Stéphane Adjemian (Scylla)
49e53f9299
Added isdiagonal routine.
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
3f496b494d
Moved routines under utilities folder.
2014-07-17 22:05:08 +02:00
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
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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.
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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