10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
2ee03c7e28
OLS: Octave compatibility fix
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Cell arrays cannot be used for derefencing fields in a structure.
For some unknown reason, this was nevertheless accepted by MATLAB in this
context.
2021-02-04 16:54:09 +01:00
Stéphane Adjemian (Charybdis)
693aedda7d
Make the update of M_.params optional.
2020-06-24 13:22:36 +02:00
Stéphane Adjemian (Charybdis)
7f2cf925c8
Fixed YhatObs and Yobs returned by dyn_ols.
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Adding back the calibrated part of the RHS.
(cherry picked from commit 545eb47abea080c4b1cf411f89b9f56226aeb724)
2020-04-02 10:50:10 +02:00
665cd764b8
Return YhatOrig and Yobs in dyn_ols, olsgibbs, sur, surgibbs.
2019-12-10 15:44:14 +01:00
5c9476fb57
return YhatOrig in dyn_ols and olsgibbs as the non-transformed Yhat
2019-12-06 10:01:28 +01:00
13cadd8e02
Do not use concatenation for populating database with fitted values.
2019-11-19 12:08:09 +01:00
d242ed88a2
dyn_ols: add date range option
2019-03-26 15:04:16 +01:00
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
01c5d2a90c
add model_name option to ols-style routines
2019-03-04 11:15:51 +01:00
0cd18c3841
create include files for estimated parameters
2019-02-26 15:42:51 +01:00
73ea0c2fe3
fix typo in comment
2019-01-24 12:42:08 +01:00
d1afd56134
small fixes (comments, argument checks)
2019-01-22 16:11:03 +01:00
e1b01d9225
common parsing: jsonmodel not necessary as tag info is in AST
2019-01-22 16:10:42 +01:00
bb9418a473
dyn_ols: only one output from function, remove varargout
2019-01-16 14:53:21 +01:00
d8f26525b0
olsgibbs: fix up and use common parsing functions
2019-01-16 14:53:19 +01:00
a477075825
ols: further simplifications
2019-01-16 14:53:19 +01:00
a35fd291c5
ols: move json file parsing to a separate file
2019-01-16 14:53:19 +01:00
013124eedf
ols: move parsing to a helper function
2019-01-16 14:53:18 +01:00
093dd493d8
ols: catch unexpected case
2019-01-16 14:53:18 +01:00
44e5a88ddd
dyn_ols: use AST instead of regex to parse equations
2018-12-07 19:54:32 +01:00
82187f9d41
Fixed olsgibbs routine.
2018-10-06 16:08:28 +02:00
ee2ad1ee15
olsgibbs: linear regression with Gibbs sampler
2018-10-04 17:12:47 +02:00
62301fa1e9
dyn_ols: fix typo
2018-09-14 15:09:31 +02:00
c5ebb2ca30
Adapted codes to the json files new location.
2018-07-10 20:15:53 +02:00
c92cb398a6
dyn_ols: add parameter indices to oo_
2018-03-09 13:22:43 +01:00
dbf84bc93c
dyn_ols, pooled_sur_common: fix bug in regular expression
2018-02-23 12:43:32 +01:00
3b13a8ad48
Merge branch 'preprocessor_diff' into ecb-master
2018-02-22 12:53:03 +01:00
827b8e984c
dyn_ols: fix bug in adjusted R2
2018-02-20 15:24:00 +01:00
b70c8e13b9
dyn_ols: fix bug in Y when rhs variables were subtracted from lhs
2018-02-20 14:33:56 +01:00
afecd9bebb
small improvement to dyn_ols, pooled_sur_common: return summed rhs to subtract from lhs
2018-02-20 10:29:34 +01:00
32cc4e069b
preprocessor: pac: change functionality of diff operator
2018-01-30 11:13:40 +01:00
42417d992d
dyn_ols: fix bug in field check
2018-01-30 10:30:50 +01:00
01d416da45
dyn_ols: fix bug in correction of fitted values
2018-01-29 16:26:46 +01:00
21fe74d8e3
dyn_ols: fix bug in sample range
2018-01-24 17:27:29 +01:00
c42311de12
simplify getEquationsByTags
2018-01-19 12:51:51 +01:00
34cf18a96a
dyn_ols: fix bug in assignment to M_.params
2018-01-18 17:22:23 +01:00
7e4f5abfa5
dyn_ols: modify dictionary to take eqtags as first argument and allow for transformations on fitted values
2018-01-17 17:19:35 +01:00
d5ace05281
dyn_ols: take care of trailing underscore when LHS var ends with )
2018-01-16 16:33:15 +01:00
f01210085f
dyn_ols: control the number of input arguments
2018-01-16 16:13:38 +01:00
aceeef876b
ols: modify ols-style estimation routines to account for change in 7be8f10e0e
2018-01-12 11:45:50 +01:00
792d452938
sur: update with changes recently made to pooled_ols
2017-12-12 12:37:45 +01:00
c82fc11f8b
dyn_ols/pooled_ols: check residuals
2017-12-11 14:35:55 +01:00
8541579d48
pooled_ols: support endogenous without parameters on RHS
2017-12-08 14:53:39 +01:00
edc38fea3f
dyn_ols: reference tag name in printing if available
2017-12-07 14:41:22 +01:00
c28c4d3cd6
dyn_ols: take care of corner case where parameter is between two endogenous variables
2017-12-07 10:27:04 +01:00
93ba186389
dyn_ols: read sample range from equation tag
2017-11-20 16:13:39 +01:00
494159e4d4
dyn_ols: clean up calling structure
2017-11-20 15:27:37 +01:00
4bf73f3b05
dyn_ols: add noprint option
2017-11-17 15:53:46 +01:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Dóra Kocsis
Houtan Bastani
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Charybdis)
Stéphane Adjemian(Charybdis)
Houtan