Houtan Bastani
902a5d2788
ensure that mex file exists before doing comparison
2015-05-12 10:55:24 +02:00
Michel Juillard
a5a5490a12
adding feature to recompile MEX files only if the model has
...
changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
2015-05-10 18:16:53 +02:00
Johannes Pfeifer
fa1f7794d5
Delete stale files from previous MCMC runs
...
Closes #566 . Also adds cosmetic changes to headers of affected routines
2015-05-09 15:13:59 +02:00
Stéphane Adjemian (Charybdis)
e2dd9b2526
Updated unit tests submodule.
2014-12-01 17:20:44 +01:00
Stéphane Adjemian (Charybdis)
4d669a4312
Removed matlab/@dseries and utilities/dseries subfolders.
2014-11-28 18:24:05 +01:00
Stéphane Adjemian (Charybdis)
a00f026f54
Removed matlab/@dates (class for dates) and matlab/utilities/dates folders.
2014-11-27 22:52:10 +01:00
Marco Ratto
e3ac15458a
Properly deal with dseries in identification. This fixes #781
2014-11-18 11:34:49 +01:00
Stéphane Adjemian (Telemachus)
6557849b30
Updated m-unit-tests module.
2014-11-09 22:20:18 +01:00
Stéphane Adjemian (Telemachus)
a12e9d684a
Force type consistency when comparing actual results and expected
...
results in unit tests (use logical type).
2014-11-09 22:17:46 +01:00
Stéphane Adjemian (Telemachus)
8fedac4d5e
Replaced calls to dyn_assert by calls to dassert.
...
This routine is used to compare objects i -n unit tests.
2014-11-08 09:28:53 +01:00
Stéphane Adjemian (Telemachus)
f2aabb1f0d
Added m-unit-tests as a submodule.
2014-11-07 22:40:31 +01:00
Stéphane Adjemian
1c62420909
Removed matlab/utilities/tests subfolder.
2014-11-07 22:31:23 +01:00
Stéphane Adjemian (Karaba)
63d3157267
Do not force the user to provide a clean m data file when using the legacy data interface.
...
Note that all the variables listed in varobs need to have the same
number of observations.
2014-10-20 17:28:35 +02:00
Johannes Pfeifer
96df3b0043
Cosmetic changes to error messages
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(cherry picked from commit ffa424d9d88dcd534272b154a3d9848df861914b)
2014-10-13 13:05:46 +02:00
Johannes Pfeifer
bf69cee91f
Set missing argument in makedataset.m that leads to crashes with GSA
...
Fixes the recent problem with unit tests
2014-07-23 12:05:45 +02:00
Stéphane Adjemian (Scylla)
49e53f9299
Added isdiagonal routine.
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
3f496b494d
Moved routines under utilities folder.
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
afb5be2067
Set options_.nobs if the new data interface is used.
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
5b08223820
Changed default value of initial_period (NaN).
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Charybdis)
94b87beb10
Fixed bug (missing code for handling prefilter=1).
2014-07-09 15:34:53 +02:00
Stéphane Adjemian (Charybdis)
daf4cb1491
Added unitary tests.
2014-06-27 23:12:05 +02:00
Stéphane Adjemian (Charybdis)
a8cb8ccd29
Merge branch 'use-dseries'
2014-06-27 22:38:07 +02:00
Stéphane Adjemian (Charybdis)
9c92b20f33
Added unitary test.
2014-06-27 22:36:10 +02:00
Stéphane Adjemian (Charybdis)
a5ea76d58c
Do not issue an error message if the dseries appearing in the recursive/static expression do have common names.
2014-06-27 22:29:57 +02:00
Stéphane Adjemian (Scylla)
a29a4d0842
Removed unitary test (needs to be fixed).
2014-06-26 16:09:50 +02:00
Stéphane Adjemian (Scylla)
0b82874268
Adapted madataset routine for Gsa.
2014-06-25 11:34:39 +02:00
Houtan Bastani
7ccd26a17e
dseries: remove strsplit as it was introduced in Matlab R2013a
2014-06-24 12:10:59 +02:00
Stéphane Adjemian (Scylla)
b11f6e2505
Adapted code for dsge-var models.
2014-06-23 10:55:08 +02:00
Stéphane Adjemian (Scylla)
f5c2027e18
Do not impose the equality between the initial period as defined by the set_time command and the date of the initial observation defined in the datafile or dseries object.
2014-06-19 18:02:31 +02:00
Stéphane Adjemian (Charybdis)
4f02e58010
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
Stéphane Adjemian (Charybdis)
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
Stéphane Adjemian (Charybdis)
4f5ab5a236
Changed logic in dates class constructor.
2014-06-15 19:15:30 +02:00
Stéphane Adjemian (Charybdis)
558c818cca
Changed logic in isfreq routine.
2014-06-13 16:32:25 +02:00
Stéphane Adjemian (Charybdis)
e41e8effdf
Modified isdate behaviour (an integer scalar is interpreted as a year).
2014-06-13 10:10:17 +02:00
Stéphane Adjemian (Charybdis)
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
Stéphane Adjemian (Charybdis)
08ea66057c
Automagically increase the number of observations in the assigned variable if needed.
...
So that the following is possible
y = dseries([0],'1990Q1','y');
e = dseries(randn(1000,1),'1990Q1','e');
from 1990Q2 to 2239Q4 do y(t) = .5*y(t-1) + e(t) - .5*e(t-1)*y(t-1) +.1*y(t-1)^2
Initially y has only one observation (which is mandatory because y
depends on its first lag), the routine extends the number of
observations so that y.dates(end)==2239Q4
Note that the exogenous variables are not adjusted, they must be
defined (leads/lags included) between the first and last dates of the
from-to-do syntax.
2014-06-12 15:24:00 +02:00
Stéphane Adjemian (Charybdis)
8507c27fab
Removed display of current path in last unitary test.
2014-06-11 12:22:35 +02:00
Stéphane Adjemian (Charybdis)
c3029468af
Do not display the object returned by from.
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
64bdbb525b
Allow variables extracted from a dseries object in the dynamic or static expression following the do keyword.
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
3ae2874fd0
Cosmetic changes (error messages).
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
34e9f0dc14
Allow dates objects as first and third arguments (initial and terminal dates).
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
ac05826ef0
Test that the names of the variables contained in the dseries objects are different.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
1ed0ccff6f
Test that dseries are not empty.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
03250208c0
Test that each dseries object contains only one variable.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
0096611b06
Added the possibility to use parameters in a from-to-do statement.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
95d613c53d
Cosmetic change.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
14819abb5f
Added specialized code for static models.
2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis)
65968bb134
Use new leadlagtable's columns introduced in d0708fcb2c978c7ae47aa8ab7cbdf6f2b162c123 (usefull for sparse dynamic models).
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
f8203911c8
Added two columns to leadlagtable cell array (vectors of lag/lead orders).
2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis)
b858aed1c0
Various optimizations and cosmetic changes.
2014-06-11 12:22:32 +02:00