6dc35c676b
Fixed bug in VAR_EXPECTATION with TREND_COMPONENT_MODEL.
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The selection of the expected variable in the companion VAR was not correct.
2018-08-28 11:06:20 +02:00
ae530293c5
Fixed bug. Trends in log where not accounted for in PAC equation.
2018-08-27 19:35:33 +02:00
83c9b0d5b6
Make rool for trend_component_model in var_expectation.
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Not yet working, a bug in the preprocessor remains to be fixed. The
preprocessor does not create the correct number of reduced form parameters
for VAR_EXPECTATION when the auxiliary model is a trend component model,
because it ignores the fact that the model has to be rewritten in levels.
2018-08-27 14:37:26 +02:00
6ec9758313
update var_expectation code and tests for change in field name
2018-08-23 10:38:39 +02:00
cd05b9ba8f
Cosmetic changes.
2018-08-22 11:49:30 +02:00
2b6ee881a4
Efficiency changes.
2018-08-22 11:49:15 +02:00
442a70e905
Added missing semicolon.
2018-08-21 21:56:01 +02:00
4a0b3ffe7e
Adapted matlab code to new TREND_COMPONENT auxiliary model.
2018-08-21 21:49:58 +02:00
38b2593e31
Efficiency changes.
2018-08-21 21:02:20 +02:00
322682635f
get_ar_ec_matrices: fix bug in ordering of ec matrix
2018-08-20 14:58:52 +02:00
b27267da9b
get_ar_ec_matrices: changes for introduction of trend_component_model statement
2018-08-20 10:57:26 +02:00
7d6296f7a6
Fixed bug introduced by 42bba08887.
2018-08-17 21:42:09 +02:00
e50bb1566e
Updated dseries submodule.
2018-08-16 16:42:25 +02:00
822446c043
Added missing copyright headers.
2018-08-15 22:05:47 +02:00
42bba08887
Make the code robust to the order of declaration of the estimated parameters.
2018-08-15 22:03:33 +02:00
15ad3cebcf
Fixed indexation bug (last autoregressive parameter was missing).
2018-08-15 22:03:01 +02:00
702e6d4cc7
Fixed lag number in PAC equation.
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The number of autoregressive parameters has to be equal to the number of lags
in the PAC equation.
2018-08-13 12:41:37 +02:00
8b3ba814c7
Fixed PAC index for target variable in companion VAR.
2018-08-10 15:42:13 +02:00
8a6d23f471
Merge branch 'master' into ecb-master
2018-08-10 15:37:26 +02:00
451385774b
Cosmetic changes.
2018-08-10 15:36:41 +02:00
86445832fd
Added routine returning true iff a variable is an auxiliary variable.
2018-08-10 14:52:22 +02:00
c28c8187e8
Fixed typo.
2018-08-08 16:23:15 +02:00
8033b2737e
Added routines for VAR_EXPECTATION_MODEL.
2018-08-08 15:53:55 +02:00
c9a38c4de7
Merge branch 'master' into ecb-master
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Fixed conflicts:
- tests/run_block_byte_tests_octave.m
2018-08-04 21:08:08 +02:00
5b30ed34ae
Allow calls to get_companion_matrix routine with only one argument.
2018-08-04 20:15:52 +02:00
dc026329a7
Cosmetic change.
2018-08-04 20:14:28 +02:00
13526bcbce
Octave now has the same graphical waitbar as MATLAB (for MCMC progress)
2018-08-02 15:33:18 +02:00
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
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The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
fda021855c
Fix forecast command with deterministic exogenous and linear option
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Closes #1608
2018-08-02 14:20:51 +02:00
f830fb7d53
Updated dseries submodule.
2018-07-31 12:55:17 +02:00
ecb41ef4c0
Merge branch 'master' into ecb-master
2018-07-28 10:54:27 +02:00
6d79ca4f58
Return 0 if input is empty.
2018-07-28 10:48:43 +02:00
a5b97a28a0
adding missing any()
2018-07-27 20:24:13 +02:00
a144aad150
Merge branch 'master' into ecb-master
2018-07-27 09:47:22 +02:00
433a68169d
TaRB: fix bug where incorrect last posterior was returned if last draw was rejected
2018-07-24 17:07:29 +02:00
157641ac91
Updated particles submodule.
2018-07-24 14:12:53 +02:00
7d7449c775
Merge branch 'master' into ecb-master
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Fixed conflicts:
matlab/modules/dseries
2018-07-23 17:05:30 +02:00
0edebbe5d7
Added Iterative OLS routine for PAC equation.
2018-07-23 16:12:46 +02:00
cffff796f1
Added routine to test if an auxiliary variable is a lag of a variable.
2018-07-23 10:41:34 +02:00
f03a9b98e1
Fixed typo.
2018-07-20 17:09:15 +02:00
7421e6b5b2
Fixed copyright header.
2018-07-19 15:36:02 +02:00
44c49eaef8
Improved iterations display of Dynare's simplex routine.
2018-07-19 15:15:05 +02:00
2d321cb0e3
Increased default number of iterations in simplex.
2018-07-19 15:15:05 +02:00
97229177b4
simplex_optimization_routine.m: account for penalty indicator being third output, not fourth one
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Caused occasional crashes
2018-07-19 09:25:27 +02:00
5361325ba9
Fixed unit test (false negative in Octave testsuite).
2018-07-18 12:18:43 +02:00
ac3af2052a
Remove test from Octave testsuite.
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The function is only called by Matlab if the statistics toolbox is not available.
2018-07-18 11:14:47 +02:00
1d2d7e0776
Updated dseries submodule (and matlab-fame-io).
2018-07-18 10:42:55 +02:00
064b270795
Updated dseries submodule (Octave testsuite fixes).
2018-07-17 18:41:25 +02:00
8b0d673458
Cosmetic change (Octave unit test).
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(cherry picked from commit 48ee13646a072d0ad9466f901f2d048594717d71)
2018-07-17 17:44:42 +02:00
0d27bd8dea
Fixed unit tests on Weibull pdf (Octave testsuite).
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(cherry picked from commit bc962a91c0749e6c9f108c867acde134e6bb80fc)
2018-07-17 17:44:15 +02:00
Stéphane Adjemia (Scylla)
Houtan Bastani
Stéphane Adjemian(Charybdis)
Sébastien Villemot
Michel Juillard
Johannes Pfeifer