Stéphane Adjemian (Charybdis)
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5417b27ac7
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Fixed indentation of matlab files.
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2017-05-16 15:10:20 +02:00 |
Stéphane Adjemian (Charybdis)
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a53636e24e
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Fixed copyright notices.
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2017-05-16 14:11:15 +02:00 |
Stéphane Adjemian (Charybdis)
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88e1701289
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Removed useless commas and semicolons.
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2017-05-16 13:24:46 +02:00 |
Stéphane Adjemian (Charybdis)
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3816272414
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Make load_m_file_data_legacy.m work with row vectors.
Added unit-tests.
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2017-05-10 17:39:11 +02:00 |
Johannes Pfeifer
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b52c095a6b
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Add legacy function for loading mat-files with old interface
Follows approach of #758 and closes #1364
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2017-04-29 18:25:39 +02:00 |
Marco Ratto
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19cc38b39e
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allow to start from quarterly growth rate variables
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2017-03-17 12:41:59 +01:00 |
Marco Ratto
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d7723877cf
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bug fixes for annualized nominal variables
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2017-03-17 12:41:59 +01:00 |
Marco Ratto
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a8107e154a
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added new annual aggregation types, for consistent quantity/price aggregations, if required.
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2017-03-17 12:41:59 +01:00 |
Marco Ratto
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e7442bcf78
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added geometric average.
Set neutral type names, replacing stock/flow/deflator.
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2017-03-17 12:41:59 +01:00 |
Marco Ratto
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bfe6d04bf2
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- Added the possibility to compute annualized variables and associated decompositions out of quarterly ones, without blowing up variable definitions
- Fixed call to plot realtime conditional shock decomposition
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2017-03-17 12:41:59 +01:00 |
Johannes Pfeifer
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5d8da65e6d
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Add check for unique data entries in dataset
Leads to cryptic crashes if not filtered out
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2015-06-08 11:16:40 +02:00 |
Stéphane Adjemian (Karaba)
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0b99367648
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Fixed bug in makedataset (do not use 'exist' function, cannot make the difference between xls and xlsx files).
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2015-06-05 16:35:05 +02:00 |
Marco Ratto
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e3ac15458a
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Properly deal with dseries in identification. This fixes #781
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2014-11-18 11:34:49 +01:00 |
Stéphane Adjemian (Telemachus)
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8fedac4d5e
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Replaced calls to dyn_assert by calls to dassert.
This routine is used to compare objects i -n unit tests.
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2014-11-08 09:28:53 +01:00 |
Stéphane Adjemian (Karaba)
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63d3157267
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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.
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2014-10-20 17:28:35 +02:00 |
Johannes Pfeifer
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96df3b0043
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Cosmetic changes to error messages
(cherry picked from commit ffa424d9d88dcd534272b154a3d9848df861914b)
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2014-10-13 13:05:46 +02:00 |
Johannes Pfeifer
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bf69cee91f
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Set missing argument in makedataset.m that leads to crashes with GSA
Fixes the recent problem with unit tests
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2014-07-23 12:05:45 +02:00 |
Stéphane Adjemian (Scylla)
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afb5be2067
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Set options_.nobs if the new data interface is used.
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2014-07-17 22:05:08 +02:00 |
Stéphane Adjemian (Scylla)
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5b08223820
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Changed default value of initial_period (NaN).
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2014-07-17 22:05:08 +02:00 |
Stéphane Adjemian (Charybdis)
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94b87beb10
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Fixed bug (missing code for handling prefilter=1).
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2014-07-09 15:34:53 +02:00 |
Stéphane Adjemian (Scylla)
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a29a4d0842
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Removed unitary test (needs to be fixed).
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2014-06-26 16:09:50 +02:00 |
Stéphane Adjemian (Scylla)
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0b82874268
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Adapted madataset routine for Gsa.
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2014-06-25 11:34:39 +02:00 |
Stéphane Adjemian (Scylla)
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b11f6e2505
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Adapted code for dsge-var models.
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2014-06-23 10:55:08 +02:00 |
Stéphane Adjemian (Scylla)
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f5c2027e18
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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.
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2014-06-19 18:02:31 +02:00 |
Stéphane Adjemian (Charybdis)
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4f02e58010
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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).
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2014-06-17 16:03:30 +02:00 |
Stéphane Adjemian (Charybdis)
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efcf6bd9c0
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Use dseries object in the estimation routines.
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2014-06-16 17:41:59 +02:00 |
Stéphane Adjemian (Charybdis)
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45d7f15c94
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Cosmetic. Deleted trailing white spaces.
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2014-05-23 18:16:11 +02:00 |
Stéphane Adjemian (Charybdis)
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78e5fafb07
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Updated header.
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2014-05-23 18:14:46 +02:00 |
Stéphane Adjemian (Charybdis)
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bc7f834241
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Added missing flag for unitary test.
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2014-05-23 18:14:26 +02:00 |
Stéphane Adjemian (Charybdis)
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56de3979c2
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Removed compute_corr routine.
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2014-05-23 18:12:43 +02:00 |
Stéphane Adjemian (Charybdis)
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2ee4d62570
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Added routine to compute centered marginal moments of order n (possibly with missing observations).
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2014-05-23 18:10:59 +02:00 |
Stéphane Adjemian (Charybdis)
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b2c28530ea
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Renamed compute_stdv as nanvariance (computes variances instead of standard deviations).
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2014-05-23 18:06:32 +02:00 |
Stéphane Adjemian (Charybdis)
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bdd7b8aacc
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Rewrote compute_acov and renamed it as nanautocovariance.
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2014-05-23 15:07:46 +02:00 |
Stéphane Adjemian (Charybdis)
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dd223e41f5
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Rewrote compute_cova and renamed it nancovariance. Added a new routine to test if an array contain at least one NaN.
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2014-05-22 19:27:14 +02:00 |
Stéphane Adjemian (Scylla)
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66d08ac3bf
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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
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2014-04-30 10:10:30 +02:00 |
Stéphane Adjemian (Scylla)
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f1e4ca2f48
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Test if the data are positive before applying the log.
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2014-01-30 17:44:47 +01:00 |
Johannes Pfeifer
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530ad8e2d8
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Fix bug when datafile was changed and nobs resulting from old dataset was bigger than is possible in new dataset
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2013-11-15 16:47:25 +01:00 |
Stéphane Adjemian (Charybdis)
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55e3bcc5f8
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Removed general transformation of the raw data, only consider the log function.
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2013-09-11 11:26:35 +02:00 |
Stéphane Adjemian (Charybdis)
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907e087ea9
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Consider options_.varobs as a cell of strings.
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2013-09-07 16:39:04 +02:00 |
Stéphane Adjemian (Charybdis)
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4052d4ccaf
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Cosmetic changes. Use skipline() instead of disp(' ').
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2013-07-10 17:12:34 +02:00 |
Stéphane Adjemian (Charybdis)
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33053a7303
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Fixed bug.
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2013-06-20 18:04:38 +02:00 |
Sébastien Villemot
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61485ab809
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Fix copyright notices
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2013-06-12 17:04:46 +02:00 |
Johannes Pfeifer
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79748dd150
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Correct displayed information if not total dataset is used.
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2013-06-09 10:45:41 +02:00 |
Sébastien Villemot
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0ab230b474
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Fix copyright notices
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2012-10-31 17:03:49 +01:00 |
Michel Juillard
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cef244842d
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fixing problem with univariate Kalman filter and no missing observations
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2011-12-15 17:35:27 +01:00 |
Michel Juillard
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b4e7e55031
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fixing bug with univariate filter
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2011-11-02 17:54:48 +01:00 |
Michel Juillard
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5ee1b1e25d
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fixing bug with missing data
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2011-10-31 13:46:11 +01:00 |
Michel Juillard
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ac4ae0b6d2
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make sure that dataset_.missing.aindex always exist, even when there
are no missing observations
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2011-10-22 15:28:41 +02:00 |
Stéphane Adjemian (Scylla)
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9c0e559e30
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Added a test for the number of variables in the data file.
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2011-09-19 16:41:53 +02:00 |
Stéphane Adjemian (Charybdis)
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306137bd2b
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Reverted commit 3bf482ae5c . Added missing routine nanmean (computes the mean of the columns of a matrix
with some NaNs).
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2011-09-17 23:58:20 +02:00 |