Commit Graph

3694 Commits (82e4905914b29a659a56d5f0997b49621fa2b00d)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 5abbabbd8e Added comment. 2013-09-07 16:05:01 +02:00
Stéphane Adjemian (Charybdis) 46d451b34e Moved up the section where bayestopt_.jscale is updated 2013-09-07 16:05:01 +02:00
Stéphane Adjemian (Charybdis) ecd429d268 Changed the logged data section. 2013-09-07 16:05:01 +02:00
Stéphane Adjemian (Charybdis) 8be8bf1b1b Recycle options_.dataset. If not empty (default) dataset field has to be a dynSeries object. 2013-09-07 16:05:01 +02:00
Stéphane Adjemian (Charybdis) f337c2b072 Fixed bugs (misuse of inputname function, as in commit #4ce2c3644af333733d802383559de8c0340213bd). 2013-09-07 14:31:50 +02:00
Stéphane Adjemian (Charybdis) 6b237eb6c2 Added method dynTimeIndex::mpower -> lead-lag operators à la G-M ;-).
This method can be used to apply the lead and lag methods an arbitrary number of times to a dynSeries object. For instance, if ts is a dynSeries object, and if we define

>> B = dynTimeIndex()-1;
>> F = dynTimeIndex()+1;

B and F can be used as lag and lead operators and the following syntax:

>> us = ts(F^2);

is equivalent to

>> us = ts.lead(2)

or

>> us = ts.lead.lead
2013-09-06 16:49:40 +02:00
Stéphane Adjemian (Charybdis) f14db386c6 Added missing case for set_names in subsref. This commit and the previous one fix the bug in @dynSeries::set_names method reported at http://www.dynare.org/stepan/dynare/tests/report-f4c01a43bc2882e7fd18f3cd82344fff9644088c.log. 2013-09-06 16:27:25 +02:00
Stéphane Adjemian (Charybdis) e641cdd455 Fixed unitary tests. If not specified, the name a variable in a dynSeries object is not '--NaN--' but 'Variable_xx' where x is the number of the variable. 2013-09-06 16:27:25 +02:00
Stéphane Adjemian (Charybdis) 4ce2c3644a Fixed bug (The argument of inputname must be the input argument number not the input argument itself). 2013-09-06 12:01:53 +02:00
Stéphane Adjemian (Charybdis) 23a6ad22dd Fixed bug causing unitary tests for dynSeries::plus and dynSeries::minus to fail.
See http://www.dynare.org/stepan/dynare/tests/report-f4c01a43bc2882e7fd18f3cd82344fff9644088c.log
2013-09-06 10:33:50 +02:00
Stéphane Adjemian (Charybdis) f4c01a43bc Introduce new syntax for shifting backward or forward a dynSeries object.
Suppose that ts is a dynSeries object and let

t = dynTimeIndex();

Then

us = ts.lag();  <=>  us = ts(t-1);

us = ts.lag(2);  <=>  us = ts(t-2);

us = ts.lead();  <=>  us = ts(t+1);

Added corresponding unitary test.
2013-09-05 17:46:04 +02:00
Stéphane Adjemian (Charybdis) fecb61421f Added new class (dynTimeIndex). 2013-09-05 17:38:51 +02:00
Stéphane Adjemian (Charybdis) feff44fe79 Added dynSeries::lead method. 2013-09-05 16:51:10 +02:00
Stéphane Adjemian (Charybdis) 1edb4c6d9a Added condition on dynSeries::lag method (input must be positive). 2013-09-05 16:50:27 +02:00
Stéphane Adjemian (Charybdis) 2975350319 Fixed typo (cosmetic). 2013-09-05 16:49:44 +02:00
Stéphane Adjemian (Charybdis) c9c0a25538 Added missing semicolon and deleted trailing whitespaces. 2013-09-05 12:31:37 +02:00
Stéphane Adjemian (Charybdis) 12fc7a4241 Cosmetic changes. Removed useless curly braces and deleted trailing white spaces. 2013-09-05 12:17:55 +02:00
Stéphane Adjemian (Charybdis) 02eb19fb49 Fixed bug. Added missing case for calls to the dynSeries::lag method. 2013-09-05 12:16:07 +02:00
Stéphane Adjemian (Charybdis) b76b0c8add Moved the commented first line, used to declare that the routine has unitary tests, after the declaration of the function, otherwise help is not displayed. 2013-09-05 11:34:19 +02:00
Stéphane Adjemian (Charybdis) 61c4244410 Added unitary test. 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) 56be6eb463 Added new interface to dynDate. The constructor accepts a character ('Y', 'A', 'Q', 'M' or 'W') as the second input to specify the frequency instead of an integer (1, 4, 12, or 52). The following expressions are equivalent:
a = dynDate([1945 3],4);
a = dynDate([1945 3],'Q');
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) d44732a8ca Fixed copy/paste typo in unitary test. 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) 9a5749343c Added tests in dynDate constructor (when dynDate is called with two input arguments: time and frequency). 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) a2d5873a3f Fixed typo (useless space). 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) c47131f052 Cosmetic change. 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) ce400706ef Added test for integer input (dynDate constructor with one numeric input). 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) 0f10880d07 Added 'Y' or 'A' for yearly data in dynDate class.
Follwing expressions are equivalent:

a = dynDate('2009');
a = dynDate('2009y');
a = dynDate('2009a');
a = dynaDate(2009);
2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) 4dced05d1d Fixed typo. 2013-09-05 10:14:02 +02:00
Stéphane Adjemian (Charybdis) d0fed77f97 Added routine for testing if a string contains letter(s). 2013-09-05 10:14:02 +02:00
Sébastien Villemot 6183679fd9 Merge pull request #465 from JohannesPfeifer/conditional_variance_decomp
Bugfix for conditional variance decomposition
2013-09-04 02:21:40 -07:00
Johannes Pfeifer c2e6feeb75 Deletion of unused definition of H_is_diagonal
Cosmetic fix
2013-09-04 11:11:29 +02:00
Johannes Pfeifer e1a0fd0524 Bugfix for conditional variance decomposition
sigma_e_is_diagonal was erroneously set to 0 if the covariance matrix was diagonal, but contained a 0 on the main diagonal.
2013-09-04 11:11:14 +02:00
Stéphane Adjemian (Charybdis) 5d5f6257d5 Do not display all the observations if a dynSeries object has more than forty observations. 2013-09-03 17:54:18 +02:00
Stéphane Adjemian (Charybdis) 686e3322e9 Added unitary test. 2013-09-03 16:39:13 +02:00
Stéphane Adjemian (Charybdis) 7dfbb903ea Check that size and save methods (dynSeries) come in last position. 2013-09-03 16:39:02 +02:00
Stéphane Adjemian (Charybdis) 15df9972b6 Added argument to shiftS routine so that it can be called recursively to remove more than one element in a one dimensional cell array. 2013-09-03 16:17:35 +02:00
Stéphane Adjemian (Charybdis) a15cf73a3e Changed the syntax so that the difference between calling a member or a method is more explicit (dynSeries). 2013-09-03 16:07:38 +02:00
Stéphane Adjemian (Charybdis) 21b1b2f9dc Changed the syntax so that the difference between calling a member or a method is more explicit (dynDates) and added unitary tests. 2013-09-02 23:33:13 +02:00
Stéphane Adjemian (Charybdis) c9259140b5 Fixed bug in unitary test. 2013-09-02 23:31:23 +02:00
Stéphane Adjemian (Charybdis) 1d6ea1556d Fixed bug (missing condition on the number of returned arguments). 2013-09-02 23:27:04 +02:00
Stéphane Adjemian (Charybdis) 103b6cf803 Changed the syntax so that the difference between calling a member or a method is more explicit.
If a is a dynDate object:

a.format or a.format() are allowed because format is a method.

a.freq is allowed but a.freq() returns an error message because freq (same for time) is a member.
2013-09-02 17:47:11 +02:00
Johannes Pfeifer f77c1f2843 Fix model_diagnostics.m for case where check1 contains NaN as second output
Also stops execution when steady state could not be computed as Jacobian at this incorrect steady state is wrong.
2013-08-25 11:31:51 +02:00
Johannes Pfeifer 139bebd810 Fix display of residuals before displaying error message
The computed steady state was not updated.
2013-08-25 11:31:32 +02:00
Johannes Pfeifer 894c5e541a Add suggestion on how to circumvent restriction for purely for- and backward looking models at higher order 2013-08-16 12:04:22 +02:00
Johannes Pfeifer 01c3724371 Deal with pathological case where nobs=1
In this case the plots crash due to an invalid xlim. Also adds markers if only one point is plotted
2013-08-15 16:35:01 +02:00
Sébastien Villemot 30033df22c Deactivate 2nd and 3rd order approximation of purely forward models
There are some strange crashes in both normal mode (gensylv) and k_order_solver
mode
2013-08-15 12:27:03 +02:00
Sébastien Villemot 4a0e674029 Header fix 2013-08-15 11:46:14 +02:00
Sébastien Villemot 542533e5e7 Add missing parenthesis 2013-08-15 09:49:04 +02:00
Johannes Pfeifer 4caa4abaa3 Bugfixes for OSR
- Adds initial check and provides error message (gets rid of cryptic error messages in OSR)
- Takes care of unaccounted errors from resol in osr_obj
- Adds function headers
2013-08-13 11:51:50 +02:00
Sébastien Villemot b4f8532bea Merge pull request #441 from JohannesPfeifer/mode_check
Bugfix for mode_check and display of parameters out of bounds
2013-08-12 03:31:50 -07:00