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27 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Houtan Bastani e5f1d20221 change dyn_figure to take a nodisplay and graph_format arguments as opposed to options_. closes #1415 2017-03-23 17:59:05 +01:00
Johannes Pfeifer 1bd5c7cc0d Disentangle options_.conf_sig and set default to 0.9 2016-07-21 12:17:30 +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
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Johannes Pfeifer 77488f5f22 Make BVAR obey graph-options and save to graph folder 2013-05-24 11:04:21 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Sébastien Villemot edbf3bd175 Remove useless calls to set_default_option 2012-04-20 17:08:11 +02:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
sebastien e1ac48414c Fixed RMSE in bvar_forecast 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3313 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 09:31:57 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
sebastien 5b06ad8ae5 Fixed bug with bvar_forecast under Octave (mkdir doesn't have the implicit "-p" option) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2800 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-01 13:17:44 +00:00
adjemian 4da95da54c v4.1: Posterior forecasts plots of bvar à la Sims report the median instead of the mean (because the median is less affected by the posterior draws such that the eigenvalues of the companion matrix are outside the unit circle). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2057 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-10 15:40:31 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 12:40:33 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 18:20:48 +00:00
assia 28139e918f header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1732 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-03 10:52:19 +00:00
sebastien ddc81ce534 v4 bvar_forecast: added storage of results in oo_ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1482 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-07 14:27:37 +00:00
sebastien b619eef664 v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1400 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-28 13:43:21 +00:00
adjemian 4a0aeb12de Factorization of rand_inverse_wishart(...) and rand_matrix_normal(...) + Some small changes to (marginally) speed up the thing (loop --> matrix calculus in rand_inverse_wishart(...), ... ). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1398 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 16:25:25 +00:00
adjemian 7b7339cad4 Other cosmetic changes... 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1392 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 16:50:36 +00:00
adjemian 6ea51663a6 Enable estimation of bvar models without constant, prefiltering and log transformation of the dataset. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1390 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 16:15:49 +00:00
adjemian 01f5e9aa1f Just some cosmetic changes! 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1389 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 12:34:30 +00:00
adjemian 1224cec429 Explosive VARs (the companion matrix has eigenvalues outside the unit circle) are discarded from the posterior distribution (by default). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1388 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 12:17:56 +00:00
sebastien 2074327cd9 v4 bvar_forecast.m: no more use 'lower' option of chol(), to ensure compatibility with older Matlab versions 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1340 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-05 12:49:26 +00:00
sebastien 52ee61764a v4 bvar_forecast.m: fixed bug in RMSE computation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1339 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-05 12:37:57 +00:00
sebastien 86360d9eb4 v4: added BVAR code for computing marginal density and forecasting 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1331 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-25 22:42:30 +00:00