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42 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
Johannes Pfeifer 5d8da65e6d Add check for unique data entries in dataset 
Leads to cryptic crashes if not filtered out
 2015-06-08 11:16:40 +02:00
Stéphane Adjemian (Karaba) 0b99367648 Fixed bug in makedataset (do not use 'exist' function, cannot make the difference between xls and xlsx files). 2015-06-05 16:35:05 +02:00
Marco Ratto e3ac15458a Properly deal with dseries in identification. This fixes #781 2014-11-18 11:34:49 +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 (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 
(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) 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 (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
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) 45d7f15c94 Cosmetic. Deleted trailing white spaces. 2014-05-23 18:16:11 +02:00
Stéphane Adjemian (Charybdis) 78e5fafb07 Updated header. 2014-05-23 18:14:46 +02:00
Stéphane Adjemian (Charybdis) bc7f834241 Added missing flag for unitary test. 2014-05-23 18:14:26 +02:00
Stéphane Adjemian (Charybdis) 56de3979c2 Removed compute_corr routine. 2014-05-23 18:12:43 +02:00
Stéphane Adjemian (Charybdis) 2ee4d62570 Added routine to compute centered marginal moments of order n (possibly with missing observations). 2014-05-23 18:10:59 +02:00
Stéphane Adjemian (Charybdis) b2c28530ea Renamed compute_stdv as nanvariance (computes variances instead of standard deviations). 2014-05-23 18:06:32 +02:00
Stéphane Adjemian (Charybdis) bdd7b8aacc Rewrote compute_acov and renamed it as nanautocovariance. 2014-05-23 15:07:46 +02:00
Stéphane Adjemian (Charybdis) dd223e41f5 Rewrote compute_cova and renamed it nancovariance. Added a new routine to test if an array contain at least one NaN. 2014-05-22 19:27:14 +02:00
Stéphane Adjemian (Scylla) 66d08ac3bf Merge branch 'master' into use-dynSeries 
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
 2014-04-30 10:10:30 +02:00
Stéphane Adjemian (Scylla) f1e4ca2f48 Test if the data are positive before applying the log. 2014-01-30 17:44:47 +01:00
Johannes Pfeifer 530ad8e2d8 Fix bug when datafile was changed and nobs resulting from old dataset was bigger than is possible in new dataset 2013-11-15 16:47:25 +01:00
Stéphane Adjemian (Charybdis) 55e3bcc5f8 Removed general transformation of the raw data, only consider the log function. 2013-09-11 11:26:35 +02:00
Stéphane Adjemian (Charybdis) 907e087ea9 Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
Stéphane Adjemian (Charybdis) 4052d4ccaf Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
Stéphane Adjemian (Charybdis) 33053a7303 Fixed bug. 2013-06-20 18:04:38 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Johannes Pfeifer 79748dd150 Correct displayed information if not total dataset is used. 2013-06-09 10:45:41 +02:00
Sébastien Villemot 0ab230b474 Fix copyright notices 2012-10-31 17:03:49 +01:00
Michel Juillard cef244842d fixing problem with univariate Kalman filter and no missing observations 2011-12-15 17:35:27 +01:00
Michel Juillard b4e7e55031 fixing bug with univariate filter 2011-11-02 17:54:48 +01:00
Michel Juillard 5ee1b1e25d fixing bug with missing data 2011-10-31 13:46:11 +01:00
Michel Juillard ac4ae0b6d2 make sure that dataset_.missing.aindex always exist, even when there 
are no missing observations
 2011-10-22 15:28:41 +02:00
Stéphane Adjemian (Scylla) 9c0e559e30 Added a test for the number of variables in the data file. 2011-09-19 16:41:53 +02:00
Stéphane Adjemian (Charybdis) 306137bd2b Reverted commit 3bf482ae5c. Added missing routine nanmean (computes the mean of the columns of a matrix 
with some NaNs).
 2011-09-17 23:58:20 +02:00
Michel Juillard 3bf482ae5c temporary commenting of a line triggering errors in test suite 2011-09-17 21:36:40 +02:00
Stéphane Adjemian (Charybdis) f0addc9e39 Added routines from dynare-breaks branch. 2011-06-23 21:46:41 +02:00