dc026329a7
Cosmetic change.
2018-08-04 20:14:28 +02:00
13526bcbce
Octave now has the same graphical waitbar as MATLAB (for MCMC progress)
2018-08-02 15:33:18 +02:00
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
...
The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
fda021855c
Fix forecast command with deterministic exogenous and linear option
...
Closes #1608
2018-08-02 14:20:51 +02:00
f830fb7d53
Updated dseries submodule.
2018-07-31 12:55:17 +02:00
ecb41ef4c0
Merge branch 'master' into ecb-master
2018-07-28 10:54:27 +02:00
6d79ca4f58
Return 0 if input is empty.
2018-07-28 10:48:43 +02:00
a5b97a28a0
adding missing any()
2018-07-27 20:24:13 +02:00
a144aad150
Merge branch 'master' into ecb-master
2018-07-27 09:47:22 +02:00
433a68169d
TaRB: fix bug where incorrect last posterior was returned if last draw was rejected
2018-07-24 17:07:29 +02:00
157641ac91
Updated particles submodule.
2018-07-24 14:12:53 +02:00
7d7449c775
Merge branch 'master' into ecb-master
...
Fixed conflicts:
matlab/modules/dseries
2018-07-23 17:05:30 +02:00
0edebbe5d7
Added Iterative OLS routine for PAC equation.
2018-07-23 16:12:46 +02:00
cffff796f1
Added routine to test if an auxiliary variable is a lag of a variable.
2018-07-23 10:41:34 +02:00
f03a9b98e1
Fixed typo.
2018-07-20 17:09:15 +02:00
7421e6b5b2
Fixed copyright header.
2018-07-19 15:36:02 +02:00
44c49eaef8
Improved iterations display of Dynare's simplex routine.
2018-07-19 15:15:05 +02:00
2d321cb0e3
Increased default number of iterations in simplex.
2018-07-19 15:15:05 +02:00
97229177b4
simplex_optimization_routine.m: account for penalty indicator being third output, not fourth one
...
Caused occasional crashes
2018-07-19 09:25:27 +02:00
5361325ba9
Fixed unit test (false negative in Octave testsuite).
2018-07-18 12:18:43 +02:00
ac3af2052a
Remove test from Octave testsuite.
...
The function is only called by Matlab if the statistics toolbox is not available.
2018-07-18 11:14:47 +02:00
1d2d7e0776
Updated dseries submodule (and matlab-fame-io).
2018-07-18 10:42:55 +02:00
064b270795
Updated dseries submodule (Octave testsuite fixes).
2018-07-17 18:41:25 +02:00
8b0d673458
Cosmetic change (Octave unit test).
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(cherry picked from commit 48ee13646a072d0ad9466f901f2d048594717d71)
2018-07-17 17:44:42 +02:00
0d27bd8dea
Fixed unit tests on Weibull pdf (Octave testsuite).
...
(cherry picked from commit bc962a91c0749e6c9f108c867acde134e6bb80fc)
2018-07-17 17:44:15 +02:00
4154817acc
Added missin semicolons.
...
(cherry picked from commit 4a0b1c2e93d23c85a7874b1bbea85819f56739f5)
2018-07-17 17:43:58 +02:00
9d01b17e03
Removed one unit test from Octave testsuite.
2018-07-17 11:30:20 +02:00
cd9410644f
Moved PAC estimation routine (NLS).
2018-07-16 16:30:07 +02:00
9468c5b61d
Bug fix in PAC equation simulation/estimation.
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Fixed the definition of idns (must target the trend variable).
2018-07-16 15:38:04 +02:00
c46fe7fcfa
Added check routine for PAC equation.
2018-07-16 14:56:05 +02:00
0074561182
Updated dseries submodule (unit test fix).
2018-07-14 11:54:01 +02:00
2256acfa73
Fixed replacement of LHS variable if the equation has no lag.
2018-07-13 19:10:25 +02:00
9b51b1ee16
Fixed logic for replacing variables by views of the data array.
2018-07-13 19:07:38 +02:00
7685a0ccda
Octave compatibility fix
...
Now that the set_auxiliary_variables file is in a "+" directory, Octave fails
at str2func if the file does not exist.
2018-07-13 17:22:27 +02:00
7e7f9b2e2e
Updated dseries submodule.
2018-07-13 14:04:57 +02:00
710158ba3e
Updated dseries submodule.
2018-07-12 19:50:53 +02:00
30c41733bc
Updated dseries submodule.
2018-07-12 19:38:15 +02:00
d7e0c5b868
Merge branch 'master' into ecb-master+folder
2018-07-11 11:08:04 +02:00
ebad639546
Bug fix (parenthesis mismatch).
2018-07-11 11:03:15 +02:00
a31611a89b
Adapted codes to the json files new location.
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(cherry picked from commit f0a5a2aac9
2018-07-10 20:19:43 +02:00
f0a5a2aac9
Adapted codes to the json files new location.
2018-07-10 20:17:43 +02:00
c5ebb2ca30
Adapted codes to the json files new location.
2018-07-10 20:15:53 +02:00
24e2a76c39
Remove condition.
...
The checkdatabase routine can be used on models with leads.
2018-07-10 18:50:15 +02:00
51332c6fd6
Fixes related to the new "+" subfolder.
2018-07-10 18:34:49 +02:00
85a585c73e
Merge branch 'master' into ecb-master+folder
...
Fixed conflicts in:
tests/block_bytecode/run_ls2003.m
2018-07-10 10:18:55 +02:00
e50d4fd41c
Added routine to update parameter values in base workspace.
2018-07-09 18:42:03 +02:00
bc54022da6
Fixed row ordering issue in the trend component model.
2018-07-09 18:41:35 +02:00
829849f4db
Fixed regular expression used to identify a PAC auxiliary model.
2018-07-05 11:50:50 +02:00
4a9c752fd1
Fixed the definition of a lag polynomial.
2018-07-04 14:57:54 +02:00
3863a74319
Fix bug introduced in 13ce91861 in graph decomposition under MATLAB
2018-07-04 12:33:51 +02:00
227ac46aa9
Fixed bug related to the parameters in PAC equation.
2018-07-04 10:02:19 +02:00
f248feb839
Fixed function handle name for sum of square residuals.
2018-07-04 09:38:19 +02:00
33d752bad3
Fixed filtering out of non exact matches.
...
Patch proposed by Anatole, see:
https://gitlab.com/McModelTeam/McModelProject/issues/76
2018-07-04 08:57:07 +02:00
13ce918612
Octave compatibility fixes in graph decomposition
2018-07-02 16:06:11 +02:00
b2c554623f
Various fixes related to the new layout of generated files
2018-06-28 18:14:40 +02:00
87bb0c6997
Fix mistake in previous commit w.r.t. steadystate file
2018-06-27 17:15:13 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
...
- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
37bd4a1fea
Added routine for estimating a PAC equation by NLS.
...
This is not a final version. The routine does not print the estimation result, and does not
compute the variance of the estimator. The routine updates the content of M_.params with the
vector of PAC parameters minimizing the sum of squared residuals.
2018-06-21 18:48:58 +02:00
8d1664898e
Merge remote-tracking branch 'github/master' into ecb-master
2018-06-21 18:48:16 +02:00
45115e1172
Replaced pac.update.equation() by pac.update.expectation().
2018-06-21 18:47:57 +02:00
93bb326cc2
Added routines for dealing with extraction of a single equation from JSON output.
2018-06-21 18:46:38 +02:00
f84a6fefb7
Efficiency changes.
2018-06-19 15:40:17 +02:00
4710e68555
Fixed bug.
...
The get_companion_matrix routine was crashing if the model block contained
variables exogenous w.r.t the auxiliary model used for the PAC expectations (in
the trend component model case), before the equations of the auxiliary model.
2018-06-19 14:11:10 +02:00
5e1c872610
Merge remote-tracking branch 'ecb/master' into ecb-master (fix for JSON output).
2018-06-15 15:02:07 +02:00
e3727db6a4
Updated particles submodule.
2018-06-14 11:50:55 +02:00
701633769d
Removed hack that is not needed anymore.
2018-06-11 18:22:31 +02:00
36f7111c0f
modify get_ar_matrices for change in lag info
2018-06-11 16:18:24 +02:00
c7fe3770df
Merge branch 'master' into ecb-master
2018-06-11 15:35:24 +02:00
eacb6eb498
Updated dseries submodule (bug fix).
2018-06-09 18:34:09 +02:00
8270386d0b
Updated dseries submodule.
2018-06-09 18:32:40 +02:00
6607d3907a
disp_identification.m: Account for jweak_pair generally being a matrix
2018-06-09 08:59:43 +02:00
447d4ff561
Allow for non diagonal A0 matrix in Error Correction Models.
2018-06-08 12:17:29 +02:00
b8094a2e84
Correct display of identification message if parameters are only collinear
...
Closes #1614
2018-06-07 19:29:24 +02:00
ec0f5ad701
fix indexing bug
2018-06-07 18:48:32 +02:00
e9c631de7d
Merge branch 'master' into ecb-master
2018-06-07 18:47:36 +02:00
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
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Complete the fix started in 8913791ff0
2018-06-07 16:14:02 +02:00
09ac7f6249
identification_analysis.m: make sure that increase in options_.ar is passed back via options_ident
2018-06-07 13:17:42 +02:00
8913791ff0
fixes bug for solve_algo = 10 and lags on exogenous variables
2018-06-07 12:21:58 +02:00
a71e0ebee4
Add a compile-time check for MATLAB version, as we already do for Octave
2018-06-06 14:31:25 +02:00
88e89dfb21
Refactor test for Octave version
...
Distinguish between a minimal version required (from a source code perspective,
applicable on all platforms) and an exact version requirement (from a binary
package perspective, in practice used only for our Windows package).
2018-06-06 14:27:53 +02:00
57f6183d2f
Move some functions out of missing/stats/, since they are only needed for MATLAB
2018-06-06 13:02:42 +02:00
9211d902a0
Update dseries
2018-06-05 19:56:42 +02:00
933ed45ead
Octave 4.4 no longer includes statistics functions
...
Those have been moved to the statistics package. If that package is not there,
use a fallback.
2018-06-05 19:53:06 +02:00
7cbac0c989
Fix user_has_octave_forge_package
...
Packages are no longer autoloaded, so testing whether they are "Loaded" does
not work in all cases.
The function now ensures that the package is loaded.
2018-06-05 19:53:02 +02:00
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
0b2828af8a
Fix typo
2018-06-05 17:27:22 +02:00
e8ade6a187
Fix display of Dynare command arguments
2018-06-05 17:27:03 +02:00
8cadb2ac59
Silence Octave:classdef-to-struct warning
2018-06-05 17:24:52 +02:00
c7a57e5906
corrcoef is included in Octave 4.4
2018-06-05 17:14:41 +02:00
1730269e80
Fixed bug.
2018-06-01 18:36:42 +02:00
5a515aa3c4
update get_ar_ec_matricies for changes to preprocessor
2018-05-31 19:24:31 +02:00
f9b3f7571e
Merge branch 'master' into ecb-master
2018-05-31 18:55:32 +02:00
e435a34d90
Tempoarary fix for bug in get_ar_matrices routine.
...
The number of lags returned in models with diff(dif((x))) is wrong.
2018-05-31 12:14:36 +02:00
27e21acd5a
Adapt h1 formula depending on PAC's auxiliary model (var or vecm).
2018-05-30 18:26:18 +02:00
7b546ba696
Compatibility fix for MATLAB < R2010b (7.11)
2018-05-30 17:44:46 +02:00
5273ab0e7d
remove statement erroneously inserted into abd1627ce7
2018-05-30 14:55:17 +02:00
abd1627ce7
adjust get_ar_ec_matrices for preprocessor changes
2018-05-30 14:46:59 +02:00
d96d039a8a
Added VECM as auxiliary model for PAC.
2018-05-29 15:51:31 +02:00
fa5bfbde44
Merge remote-tracking branch 'github/master' into ecb-master
2018-05-29 15:50:17 +02:00
474556e0ca
Added routines related to auxiliary variables.
2018-05-29 15:44:41 +02:00
e48fee90e7
Added missing semicolon.
2018-05-29 12:14:53 +02:00
966d9797dd
Fixed columns ordering in VAR AR matrices.
2018-05-29 12:08:37 +02:00
d5862f93bf
add comment explaining changes in 4e79d12e53
2018-05-28 14:32:11 +02:00
4e79d12e53
move declaration of default values from global_initialization to a separate function
2018-05-28 14:07:32 +02:00
97af53b82d
fix mkdir call in global_initialization
2018-05-28 14:07:32 +02:00
689a9880f4
Merge branch 'master' into ecb-master
2018-05-17 17:07:49 +02:00
02084ce310
Remove qzcomplex Oct-file
...
It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.
2018-05-17 12:11:15 +02:00
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.
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(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
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
1929a07d71
clean up get_ar_ec_matrices
2018-05-16 10:23:19 +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
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
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
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
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
c92cb398a6
dyn_ols: add parameter indices to oo_
2018-03-09 13:22:43 +01:00
04cbaec9ba
Merge branch 'diff' into ecb-master
...
Fixed conflicts in:
matlab/backward/checkdatabase.m
2018-03-05 14:33:03 +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
35865d1e37
Cosmetic changes (plot_contributions).
2018-03-05 12:40:32 +01:00
904a11d962
Fixed case where all parameter values are hard coded (plot_contributions).
2018-03-05 12:37:28 +01:00
a62c167146
Fixed issues with new implementation of the diff operator (plot_contributions).
2018-03-05 12:35:49 +01:00
4a646e4ab3
Fixed check on equation tag (plot_contributions).
2018-03-05 12:32:35 +01:00
71ad2cf13b
Removed useless chunk of code...
...
Since the introduction of the new mechanism for setting the auxiliary variables.
2018-03-04 19:30:09 +01:00
b7dcf96905
Use new checkdatabase interface.
2018-03-04 19:16:46 +01:00
f1ed81aae2
Use new approach for setting aux variables in model inversion routine.
2018-03-04 19:15:43 +01:00
06e6db580c
Cosmetic change.
2018-03-04 19:15:27 +01:00
d7f87ba29f
Use new approach for setting aux variables in checkdatabase.
...
Also specialize the routine for simulation/inversion problems.
2018-03-04 19:12:46 +01:00
d6305d598f
remove time t matrix of ecm matrices
2018-03-02 17:56:49 +01:00
f848bdfcf8
Fixed typo.
...
(cherry picked from commit 86be2cb998dd9f3fc411
2018-03-02 14:45:50 +01:00
dd9f3fc411
Fixed typo.
...
(cherry picked from commit 86be2cb998
2018-03-02 10:28:52 +01:00
86be2cb998
Fixed typo.
2018-03-02 10:26:48 +01:00
436e414427
Cosmetic change.
...
Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
(cherry picked from commit 857a3842e3
2018-03-01 10:18:24 +01:00
857a3842e3
Cosmetic change.
...
Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
2018-03-01 10:13:44 +01:00
b84e3054e3
Various fixes for backward models routines.
2018-03-01 09:29:48 +01:00
5a55448ff4
Set default initial conditions of varexo for IRFs and forecasts in backward models.
2018-02-28 15:31:21 +01:00
a135c49469
Added routines for PAC expectations.
2018-02-28 15:00:42 +01:00
d347f57bab
Fixed inversion of backward models with diff operators.
2018-02-28 15:00:42 +01:00
bc2c5dd902
Code factorization (initial conditions for backward model simulations)
2018-02-28 15:00:42 +01:00
0579c1dc31
Allow initialization with histval in backward simulation routines.
2018-02-28 15:00:42 +01:00
a0b7047f7d
Fixed bug in model inversion routine.
...
The solution was depending on the ordering of the variables in the
initialcondition object.
2018-02-28 15:00:42 +01:00
ce5049fef0
Removed redundant test.
2018-02-28 15:00:42 +01:00
e1dcd1bc72
dseries: submodule update
2018-02-26 18:36:27 +01:00
0617f58a14
Merge remote-tracking branch 'origin/master' into ecb-master
2018-02-26 18:17:30 +01:00
ec003d055f
Cosmetic changes.
2018-02-26 12:28:03 +01:00
dbf84bc93c
dyn_ols, pooled_sur_common: fix bug in regular expression
2018-02-23 12:43:32 +01:00
c6d6a7b01b
pooled_fgls: fix bug: variable potentially not initialized
2018-02-22 14:34:43 +01:00
3b13a8ad48
Merge branch 'preprocessor_diff' into ecb-master
2018-02-22 12:53:03 +01:00
cc4456c76d
Fixed simuation routine for models with diff operator.
2018-02-21 23:31:35 +01:00
827b8e984c
dyn_ols: fix bug in adjusted R2
2018-02-20 15:24:00 +01:00
b70c8e13b9
dyn_ols: fix bug in Y when rhs variables were subtracted from lhs
2018-02-20 14:33:56 +01:00
667bfb6948
dseries: submodule update
2018-02-20 11:03:12 +01:00
afecd9bebb
small improvement to dyn_ols, pooled_sur_common: return summed rhs to subtract from lhs
2018-02-20 10:29:34 +01:00
fa598b751b
Fixed prior command with optimize.
...
Penalty was not passed correctly.
2018-02-17 21:00:23 +01:00
d54cdbf0ac
fix output when no arguments are passed to dynare
2018-02-16 17:31:53 +01:00
5d439bcb18
submodule update: preprocessor and add dynare version to dynare.m
2018-02-16 17:31:47 +01:00
3a052f500c
Merge branch 'master' into ecb-master
...
Fixed conflict in dseries submodule.
2018-02-10 12:53:34 +01:00
350b8fb529
Updated dseries submodule (prevent initialization crash if unable to install X13 binary).
2018-02-10 12:24:20 +01:00
d857a78ca7
Fixed the test for the leaded variables in declared VAR model.
2018-02-09 18:15:50 +01:00
c7bbcf6e8b
Fixed header doc.
2018-02-09 17:57:14 +01:00
a2da797423
get_ar_matrices: handle ECM part if it exists
2018-02-09 15:22:25 +01:00
b24286fad7
get_ar_matrices: take care of aux_diff
2018-02-09 12:32:06 +01:00
f3032370a9
get_ar_matrices: fix columns
2018-02-09 11:13:18 +01:00
8be229497a
Added routine for evaluating the companion matrix of a VAR model.
2018-02-09 10:57:29 +01:00
3ece9c6c1e
Updated header.
2018-02-09 10:45:52 +01:00
47fa23c0f6
Remved trailing empty matrices.
...
Which are present if the model block has more lags than the VAR model.
2018-02-09 10:41:43 +01:00
2161fed90f
Check that there is no contemporaneous variables on rhs.
...
And remove first element in the cell oo_.var.<MODEL_NAME>.ar if the check is passed.
2018-02-09 10:37:03 +01:00
605c20d539
Removed artime field (which is not used).
2018-02-09 10:29:50 +01:00
f35403b694
get_ar_matrices: remove dependence on JSON
2018-02-08 18:29:10 +01:00
d253b1fccb
get_ar_matrices: fix bug in column size
2018-02-08 17:50:12 +01:00
224ccb7bab
sim1_linear.m: change hard-coded tolerance to option
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The tolerance for the steady state check should depend on the accuracy of the steady state computation
2018-02-07 18:42:12 +01:00
7bdd2995bd
get_ar_matrices: remove useless continue statements
2018-02-06 15:08:21 +01:00
4adebd4419
Fixed copyright header.
2018-02-01 22:51:23 +01:00
cf5f556f4a
Do not re-set auxiliary variables if they are already available in the input info [i.e. smoothed variables].
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This makes the function robust when one provides info using UpdatedVariables, instead, for faster realtime exercises.
2018-02-01 19:17:59 +01:00
a7bc6414f5
fixed bug to logical if condition
2018-02-01 19:14:13 +01:00
127a543b65
prior bounds: make sure that lower and upper bounds only affect mode-finding
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99dbc8c74d
2018-02-01 10:16:47 +01:00
fe7da22853
Fixed copyright header.
2018-02-01 10:05:03 +01:00
da48dea37c
identification_analysis.m: remove transformation to char when cell is expected
2018-02-01 09:58:31 +01:00
410f8bd07c
Cosmetic change and fixed copyright header.
2018-02-01 09:53:23 +01:00
3679afe849
Discretion: Added catch for infinities
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Comment: A user provided a file in which the Sylvester equation solved using doubling can evaluate to inf. When Doubling fails, one can try the Hessenberg-Schur algorithm.
2018-02-01 09:53:23 +01:00
32cc4e069b
preprocessor: pac: change functionality of diff operator
2018-01-30 11:13:40 +01:00
42417d992d
dyn_ols: fix bug in field check
2018-01-30 10:30:50 +01:00
01d416da45
dyn_ols: fix bug in correction of fitted values
2018-01-29 16:26:46 +01:00
4bbfb35a6e
sur: fix bug in printing
2018-01-29 15:36:56 +01:00
812dcae89d
sur: fix bug in parameter indices
2018-01-29 15:26:28 +01:00
13a30a0a4e
add a new case for ratios between endogenous variables, like trade balance to GDP.
2018-01-27 10:37:31 +01:00
b3bcd2c8b0
bug fixes: wrong name of field fig_name and properly using user defined fig_name
2018-01-27 10:37:31 +01:00
5e7256daeb
Bug fixes after changes in the options structures for shock decompositions.
2018-01-27 10:37:31 +01:00
cbc0cdfef8
Fix bug in multivariate Kalman smoother when observations are missing
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The singularity branch did not correctly account for the switching number of observables
2018-01-26 23:13:45 +01:00
8e73289fe5
read_variables.m: consistently account for variables being stored as cell array
2018-01-26 12:29:03 +01:00
74fc7cc078
Copyright header fix.
2018-01-26 12:01:07 +01:00
c4f1958690
Cosmetic changes + Copyright headers fixes.
2018-01-26 12:00:27 +01:00
b933a440bf
Add debugging info to Kalman filter routines
2018-01-26 11:47:39 +01:00
b9741548b0
As we do for the smoother, check the rank of Pinf only for the observables (i.e. using Z*Pinf*Z')
2018-01-26 11:47:39 +01:00
cf8213f7a0
fix to the Kitigawa transformation that allows to reduce the computing time of the likelihood in large models, with a lot of static variables, by 30-50%.
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This fixes the bug in e97e5c34072f9dc09285#1312 .
2018-01-26 11:47:39 +01:00
60efdd49bb
disp_steady_state.m: Use character array to make sure alignment in display of steady state is right
2018-01-26 11:45:54 +01:00
a418a04249
model_diagnostics.m: bugfix after transition to cell arrays
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disp does not work with cell
2018-01-26 11:45:54 +01:00
c671b78952
plot_contributions: if getEquationsByTags returns an empty jsonmodel, we know that no equation was found with `equationname` so simplify check
2018-01-25 15:57:50 +01:00
8f66bc97eb
fix header in plot_contributions
2018-01-25 15:53:31 +01:00
b3d05e84df
fix bug in plot_contributions
2018-01-25 15:53:02 +01:00
683c89de43
SUR: add option to estimate certain parameters
2018-01-25 15:45:26 +01:00
9fadf19bc2
Add -accepteula flag to psexec call
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Prevents freezing if dialog has not been opened before
2018-01-25 11:45:41 +01:00
ec3fb76aa7
posterior_sampler: Fix naming error that crashes parallel estimation
2018-01-25 11:45:41 +01:00
2647f258d4
Cosmetic changes (code factorization).
2018-01-25 11:34:54 +01:00
4c7960fbdc
AnalyseComputationalEnvironment.m: print out command that caused error as well as system response
2018-01-25 10:49:58 +01:00
ef797eec0f
mode_check.m: account for case where bounds are infinite and not plots are shown
2018-01-24 23:21:10 +01:00
c7a860e6b6
Fixed bug in interactive choice of the endogenous variables.
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Bug introduced when we replaced the character arrays by cell of row character
arrays. Closes #1577 .
2018-01-24 18:22:45 +01:00
28b499af3b
Filter out cases where stochastic_solvers.m is called at higher order without k_order_solver
2018-01-24 17:50:42 +01:00
21fe74d8e3
dyn_ols: fix bug in sample range
2018-01-24 17:27:29 +01:00
f3f820135a
getEquationsByTags: aesthetic fix
2018-01-24 17:27:29 +01:00
ad0bff3771
Added comments.
2018-01-24 17:24:21 +01:00
99e4cb6e7e
evaluate_steady_state_file.m: Condition call to str2func on function being present
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Workaround for Octave bug https://savannah.gnu.org/bugs/?52568
2018-01-24 17:21:16 +01:00
76d05aea57
Merge branch 'pr#1583'
2018-01-24 16:38:37 +01:00
e6cc7d6a7f
Rewrote header.
2018-01-24 15:59:47 +01:00
145f1e7b1c
Streamlined code by removing unnecessary conditions.
2018-01-24 15:59:04 +01:00
4608e6b2cd
Updated dseries submodule (fixes and new routines for the FAME interface).
2018-01-24 14:35:33 +01:00
bdb171ad44
Fixed bug on endo_names' type (cell versus char array).
2018-01-22 11:44:30 +01:00
92549e48b1
Make demean.m use nanmean
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Otherwise estimation with missing observations and prefilter option will crash
2018-01-20 08:26:00 +01:00
e333f8970d
fix comments
2018-01-19 14:41:28 +01:00
c9b787f684
pooled_sur_common: fix error messages
2018-01-19 12:52:40 +01:00
c42311de12
simplify getEquationsByTags
2018-01-19 12:51:51 +01:00
c17f648b39
pooled_ols: remove unnecessary call to dbstack
2018-01-19 11:38:13 +01:00
34cf18a96a
dyn_ols: fix bug in assignment to M_.params
2018-01-18 17:22:23 +01:00
7e4f5abfa5
dyn_ols: modify dictionary to take eqtags as first argument and allow for transformations on fitted values
2018-01-17 17:19:35 +01:00
ad1d779559
pooled_ols: only return argument if called from pooled_fgls
2018-01-17 12:57:58 +01:00
b0b75d1c2c
pooled_ols: simplify calling structure
2018-01-17 12:50:22 +01:00
d392738412
pooled_ols, pooled_fgls: add eqtags option
2018-01-17 12:45:44 +01:00
ead8e1011a
sur, surgibbs: add possibility to select subset of equations
2018-01-16 18:42:15 +01:00
8f738d9eb4
get_ar_matrices: improve assertion
2018-01-16 17:45:52 +01:00
702ffb207e
get_ar_matrices: simplify code
2018-01-16 17:05:07 +01:00
d5ace05281
dyn_ols: take care of trailing underscore when LHS var ends with )
2018-01-16 16:33:15 +01:00
Stéphane Adjemian(Charybdis)
Sébastien Villemot
Michel Juillard
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Marco Ratto
Marco Ratto