a4120a84b6
Adapted matlab routines to recent changes in preprocessor.
2018-05-16 21:31:31 +02:00
e62c2272b4
Merge remote-tracking branch 'github/master' into ecb-master
...
Fixed conflicts:
matlab/modules/dates
2018-05-16 17:32:39 +02:00
ac5fcbe231
Use new approach for setting aux variables in model inversion routine.
...
(cherry picked from commit f1ed81aae2
2018-05-16 17:27:51 +02:00
14fbfa028b
Move qzdiv.m and qzswitch.m to partial_information/ subdir
...
They are no longer used in the main codebase.
2018-05-16 17:12:48 +02:00
59ad26a3c9
Improve fallback code when mjdgges DLL is absent
...
The new code relies on qz(..., 'real'), ordqz and ordeig, and returns a real
decomposition. The previous version was using Sims' qzdiv and returned a
complex decomposition.
As a consequence, we can drop options_.qzdiv, which was used to detect when
imaginary parts had to be dropped.
This code does not work on Octave for the time being, but this is acceptable
since it is only a fallback.
2018-05-16 17:12:48 +02:00
c180777818
Move check about Octave version to the same place as check for MATLAB
2018-05-16 17:12:48 +02:00
42b82087d5
Remove codepaths for unsupported Octave versions
2018-05-16 17:12:48 +02:00
afbac2e8eb
Added strsplit routine in missing.
2018-05-16 16:41:43 +02:00
f53be721c1
Added new option mh_tune_jscale.
...
Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
eee499faf7
preprocessor: submodule update
2018-05-16 13:25:51 +02:00
3f674f0f26
Enforce minimal Octave version in the configure script
2018-05-16 10:50:27 +02:00
e2c2f2d966
Remove fallbacks for ilu, linsolve and ordschur under Octave
...
These functions are all included in Octave 4.2.
2018-05-16 10:48:44 +02:00
a3301777c9
Update my email and affiliation
2018-05-16 10:23:30 +02:00
1929a07d71
clean up get_ar_ec_matrices
2018-05-16 10:23:19 +02:00
f665379fcc
Kludge for bug in MinGW, that defines __STDC_UTF_16__ but not char16_t
...
This breaks the matrix.h of older MATLABs (e.g. R2009a). Also see <uchar.h>.
2018-05-15 19:29:17 +02:00
397a850ce5
add support for N nested diffs
2018-05-15 17:06:34 +02:00
6384c9636c
var: fix AR, EC matrices
2018-05-15 16:30:53 +02:00
fbddfc0aae
Require C99 when compiling MEX files, since mjdgges now uses C99 features
2018-05-15 14:53:56 +02:00
7a2aa211bf
Make mjdgges DLL compatible with MATLAB interleaved complex API
...
This API was introduced in MATLAB 9.4 (R2018a), because the internal
representation of complex numbers has changed.
2018-05-14 15:16:09 +02:00
473b2f59ef
Provisions for MATLAB 9.4 (R2018a)
...
Take into account the API break in the MEX interface (new interleaved complex API).
But do not split MEX directories on MacOS X for the time being.
2018-05-14 15:16:03 +02:00
3fe758c2b2
Cosmetic change in doc headers.
2018-05-05 21:58:52 +02:00
8f53be2a6f
Impose the consistency of the count of unstable eigenvalues...
...
... Between stoch_simul and check. Added sdim (the number of stable
eigenvalues) and edim (the complementary number of explosive eigenvalues) in dr
structure. The test is always done with sdim (or edim) returned by mjdgges.
2018-05-05 19:53:13 +02:00
fa15c3dbc7
Updated dates submodule. Closes #1601 .
2018-05-05 14:56:56 +02:00
fa67aeb7a6
Fixes issue #1607 .
2018-05-05 10:29:37 +02:00
891e3ba7be
Cosmetic change in doc headers.
2018-05-05 10:24:01 +02:00
90105af62b
preprocessor: submodule update
2018-05-04 16:25:25 +02:00
eb042b145e
Removed debugging display.
2018-04-26 17:46:22 +02:00
d6a20af5f3
Added companion matrix corresponding to the VECM in levels.
2018-04-26 16:42:04 +02:00
e8829eab8e
Check that stationary and/or non stationary components exist.
2018-04-26 16:35:32 +02:00
f5ef781b14
Updated preprocessor submodule.
2018-04-26 14:51:39 +02:00
9e06eb8e65
Set the input encoding in parallel.tex
...
This fixes compilation with TeX Live 2018.
2018-04-23 17:49:15 +02:00
2294761440
preprocessor: submodule update. Closes #1602
2018-04-18 14:41:13 +02:00
57bb6f3fe9
Fixed typo.
2018-04-12 12:23:50 +02:00
61c643a91f
Updated the preprocessor submodule (new PAC interface).
2018-04-12 10:11:09 +02:00
cee6dda44d
Fixed check for octave version.
...
We should not issue a warning if version() is greater than supported_octave_version().
2018-03-24 22:48:45 +01:00
fdb72bb633
doc: fix warnings
2018-03-20 16:48:57 +01:00
7f3120eb2e
preprocessor: submodule update; introduction of on-the-fly variable declaration
2018-03-20 16:43:06 +01:00
bf6b96a860
Updated the preprocessor module (bug fix).
2018-03-13 09:25:17 +01:00
85b88e133b
Fixed integration tests related to the simulation of backward models.
...
Use the histval interface for setting the initial conditions.
2018-03-12 09:47:06 +01:00
aa4cabcbeb
Fixed bug (simulation of backward models).
...
Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
2018-03-12 09:45:15 +01:00
8263bbba8a
Use new mechanism for setting auxiliary time series.
2018-03-12 09:34:56 +01:00
d96aca093e
Fixes for julia 0.6.x.
...
Updated the preprocessor module (adds new static and dynamic routines which
only return the jacobian).
2018-03-10 16:05:14 +01:00
c92cb398a6
dyn_ols: add parameter indices to oo_
2018-03-09 13:22:43 +01:00
909956f0bc
preprocessor: submodule update
2018-03-07 13:16:15 +01:00
c0cd92fa04
preprocessor: submodule update
2018-03-07 13:02:06 +01:00
04cbaec9ba
Merge branch 'diff' into ecb-master
...
Fixed conflicts in:
matlab/backward/checkdatabase.m
2018-03-05 14:33:03 +01:00
3adb8d47d6
preprocessor: submodule update
2018-03-05 14:22:46 +01:00
613f02aece
preprocessor: submodule update
2018-03-05 14:19:56 +01:00
5077b38a7e
get_ar_matrices: fix error in maxlag
2018-03-05 13:09:59 +01:00
8403911e64
get_ar_matrices: fix typo
2018-03-05 13:09:50 +01:00
Stéphane Adjemian(Charybdis)
Sébastien Villemot
Houtan Bastani
Adrian Bunk