Sébastien Villemot
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715aff891a
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Octave 7 fixes bug related to generated files in +package folder
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2022-04-15 14:33:02 +02:00 |
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Sébastien Villemot
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9c79b0d73f
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Octave: better workaround for bug 46282
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2022-01-25 11:32:08 +01:00 |
 Stéphane Adjemian (Ryûk)
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d18d728f7b
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Fix definition of R2 in NLS routine.
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2022-01-05 16:45:35 +01:00 |
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Stéphane Adjemian (Ryûk)
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ba7a53b38b
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Code factorization (NLS).
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2021-12-19 17:14:25 +01:00 |
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Stéphane Adjemian (Ryûk)
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60d8f44c4a
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Fix estimation range.
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2021-12-18 22:27:45 +01:00 |
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Stéphane Adjemian (Ryûk)
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2a796c8e34
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Account for logged variables under diffs.
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2021-12-18 19:58:55 +01:00 |
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Stéphane Adjemian (Ryûk)
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cc90bd4cf5
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Fix typos in regular expressions.
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2021-12-18 19:28:58 +01:00 |
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Stéphane Adjemian (Ryûk)
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8fa8ee8235
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Bug fix (wrong dimension for exogenous variables).
Also removed the distinction between exogenous and endogenous variables when
replacing variables by columns in the data matrix.
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2021-12-17 20:54:28 +01:00 |
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Stéphane Adjemian (Ryûk)
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4512000f0f
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Display estimation results PAC/NLS.
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2021-12-17 20:53:39 +01:00 |
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Stéphane Adjemian (Ryûk)
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8c8a2cf0fa
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Add trap if SSR is not a real number.
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2021-12-17 14:54:58 +01:00 |
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Stéphane Adjemian (Ryûk)
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1cf99b5227
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Do not update the database if there is no aux. variables.
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2021-12-17 14:21:10 +01:00 |
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Sébastien Villemot
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f7149d60cc
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NLS estimation: workaround for Octave random failure to read the generated ssr_*.m file
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2021-09-23 16:21:25 +02:00 |
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Stéphane Adjemian (Ryûk)
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380fd84cb3
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Fix NLS estimation routine.
Closes #1798
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2021-09-01 10:37:17 +02:00 |
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Stéphane Adjemian (Ryûk)
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1d60c271d7
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Add trap if equation has leads.
NLS estimation does not work if the equation has expected variables.
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2021-07-15 17:36:02 +02:00 |
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Stéphane Adjemian (Ryûk)
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4b7a0ee29e
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Change definition of islaggedvariables.
Previous definition could detect lags in an equation without any lag, for
instance if we have the following expression in the RHS: +(-1)*x.
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2021-07-15 17:31:55 +02:00 |
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Stéphane Adjemian (Ryûk)
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14bc82b287
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Add single equation estimation by NLS.
Ref. #1798.
See example in tests/estimation/example_nls.mod.
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2021-07-15 16:55:49 +02:00 |