10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
...
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
7bc15927a9
realtime_shock_decomposition.m: gracefully exit if nobs-option is not set
2021-12-03 09:19:59 +01:00
f7a232061a
Remove unused options_-output
...
Prevents accidentally changing something
2021-06-22 18:17:11 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
2d39991a0a
allow for a more accurate (and more expensive) fast realtime modality, triggered by fast_realtime=INTEGER_VECTOR and where vector fast_realtime controls periods for which the smoother is run. If max(fast_realtime)<nobs, the smoother is also run for the full sample. Manual updated accordingly.
2021-05-10 15:55:03 +02:00
eb6ab0696a
gui: added fields to `oo_` to indicate which commands have been run
2020-03-03 11:45:46 +01:00
31c29d08c9
provisions for making shock decompositions for epilogue variables.
...
In case the epilogue formula is non-linear, the non additive non-linear term is distributed proportionally to the size of the individual shock contribution.
It is triggered by new option with_epilogue, applicable to commands:
1) shock_decomposition, realtime_shock_decomposition,
where preprocessor should trigger
options_.shock_decomp.with_epilogue=true;
2) initial_condition_decomposition
where preprocessor should trigger
options_.initial_condition_decomp.with_epilogue=true;
2019-12-19 22:19:39 +01:00
65d72866c3
provisions for squeeze when oo_ is output argument of plot_shock_decomposition.
...
Also trap with error situation when new computations are triggered after having squeezed results in oo_.
2019-12-15 16:53:43 +01:00
2d1402b899
to reduce memory in oo_, only store results for periods specified in save_realtime
2019-12-15 15:40:10 +01:00
fd61c049f9
remove unused return variable
2019-04-25 17:37:38 +02:00
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
f4867d30b1
Cosmetic changes and fixed cell/chararray issues.
2018-01-10 17:14:59 +01:00
6c5fc8d0fe
new options fast_realtime, that runs the smoother only twice: for the last in-sample and for the last out-of-sample data points.
2018-01-10 15:10:55 +01:00
fd8a69d97b
bug fix in setting realtime_conditional_shock_decomposition field
2018-01-10 15:06:13 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
c373ed3897
Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m
...
Otherwise the mapping between i_var and varlist does not match anymore (results in e.g. wrong display of IRFs)
2017-05-14 11:03:05 +02:00
8a18e87d98
Removed persistent variables in evaluate_smoother routine.
...
Closes #1412 .
2017-04-05 11:44:27 +02:00
4380b4a973
realtime_shock_decomposition.m: Delete variable that produced unwanted output
2017-03-25 12:21:47 +01:00
afcb8eab35
catch M_ output argument from evaluate_smoother;
...
remove unused variable lead_lag_incidence
2017-03-23 08:25:14 +01:00
a9dd046db7
fill in end of sample conditional shock decompositions.
2017-03-22 22:30:14 +01:00
510bbe200e
Bug fix (wrong number of output arguments when calling evaluate_smoother).
2017-03-17 15:09:05 +01:00
39c3cf7718
bug fix with realtime conditional shock decomp
2017-03-17 12:41:59 +01:00
bb4ecbf5a8
Realtime conditional forecast is better computed as residual from the realtime shock decomposition and the model unconditional forecast
2017-03-17 12:41:59 +01:00
441d34a6ee
Fixed bug with realtime conditional shock decompo
2017-03-17 12:41:59 +01:00
92f79a14f4
Added realtime conditional forecast shock decomposition
2017-03-17 12:41:59 +01:00
10773e2cbb
results of realtime_shock_decomposition.m should be plotted using only plot_shock_decomposition.m, so avoid unexpectable behavior.
2017-03-17 12:41:59 +01:00
0bf30889f9
Fixed header + bug fix for default options + set only local nograph
2017-03-17 12:41:59 +01:00
3ed94b2e46
New realtime_shock_decomposition.m routine + provisions in global initialization
2017-03-17 12:41:59 +01:00
Sébastien Villemot
Johannes Pfeifer
Marco Ratto
Houtan Bastani
Stéphane Adjemian (Charybdis)
Marco Ratto