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Author SHA1 Message Date
Stéphane Adjemian(Charybdis) 702e6d4cc7 Fixed lag number in PAC equation. 
The number of autoregressive parameters has to be equal to the number of lags
in the PAC equation.
 2018-08-13 12:41:37 +02:00
Stéphane Adjemian(Charybdis) 8b3ba814c7 Fixed PAC index for target variable in companion VAR. 2018-08-10 15:42:13 +02:00
Stéphane Adjemian(Charybdis) 8a6d23f471 Merge branch 'master' into ecb-master 2018-08-10 15:37:26 +02:00
Stéphane Adjemian(Charybdis) 451385774b Cosmetic changes. 2018-08-10 15:36:41 +02:00
Stéphane Adjemian(Charybdis) 86445832fd Added routine returning true iff a variable is an auxiliary variable. 2018-08-10 14:52:22 +02:00
Stéphane Adjemian(Charybdis) c28c8187e8 Fixed typo. 2018-08-08 16:23:15 +02:00
Stéphane Adjemian(Charybdis) 8033b2737e Added routines for VAR_EXPECTATION_MODEL. 2018-08-08 15:53:55 +02:00
Stéphane Adjemian(Charybdis) c9a38c4de7 Merge branch 'master' into ecb-master 
Fixed conflicts:
 - tests/run_block_byte_tests_octave.m
 2018-08-04 21:08:08 +02:00
Stéphane Adjemian(Charybdis) 5b30ed34ae Allow calls to get_companion_matrix routine with only one argument. 2018-08-04 20:15:52 +02:00
Stéphane Adjemian(Charybdis) dc026329a7 Cosmetic change. 2018-08-04 20:14:28 +02:00
Sébastien Villemot 13526bcbce Octave now has the same graphical waitbar as MATLAB (for MCMC progress) 2018-08-02 15:33:18 +02:00
Sébastien Villemot 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
Sébastien Villemot fda021855c Fix forecast command with deterministic exogenous and linear option 
Closes #1608
 2018-08-02 14:20:51 +02:00
Stéphane Adjemian(Charybdis) f830fb7d53 Updated dseries submodule. 2018-07-31 12:55:17 +02:00
Stéphane Adjemian(Charybdis) ecb41ef4c0 Merge branch 'master' into ecb-master 2018-07-28 10:54:27 +02:00
Stéphane Adjemian(Charybdis) 6d79ca4f58 Return 0 if input is empty. 2018-07-28 10:48:43 +02:00
Michel Juillard a5b97a28a0 adding missing any() 2018-07-27 20:24:13 +02:00
Stéphane Adjemian(Charybdis) a144aad150 Merge branch 'master' into ecb-master 2018-07-27 09:47:22 +02:00
Johannes Pfeifer 433a68169d TaRB: fix bug where incorrect last posterior was returned if last draw was rejected 2018-07-24 17:07:29 +02:00
Stéphane Adjemian(Charybdis) 157641ac91 Updated particles submodule. 2018-07-24 14:12:53 +02:00
Stéphane Adjemian(Charybdis) 7d7449c775 Merge branch 'master' into ecb-master 
Fixed conflicts:
	matlab/modules/dseries
 2018-07-23 17:05:30 +02:00
Stéphane Adjemian(Charybdis) 0edebbe5d7 Added Iterative OLS routine for PAC equation. 2018-07-23 16:12:46 +02:00
Stéphane Adjemian(Charybdis) cffff796f1 Added routine to test if an auxiliary variable is a lag of a variable. 2018-07-23 10:41:34 +02:00
Stéphane Adjemian(Charybdis) f03a9b98e1 Fixed typo. 2018-07-20 17:09:15 +02:00
Stéphane Adjemian(Charybdis) 7421e6b5b2 Fixed copyright header. 2018-07-19 15:36:02 +02:00
Stéphane Adjemian(Charybdis) 44c49eaef8 Improved iterations display of Dynare's simplex routine. 2018-07-19 15:15:05 +02:00
Stéphane Adjemian(Charybdis) 2d321cb0e3 Increased default number of iterations in simplex. 2018-07-19 15:15:05 +02:00
Johannes Pfeifer 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
Stéphane Adjemian(Charybdis) 5361325ba9 Fixed unit test (false negative in Octave testsuite). 2018-07-18 12:18:43 +02:00
Stéphane Adjemian(Charybdis) 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
Stéphane Adjemian(Charybdis) 1d2d7e0776 Updated dseries submodule (and matlab-fame-io). 2018-07-18 10:42:55 +02:00
Stéphane Adjemian(Charybdis) 064b270795 Updated dseries submodule (Octave testsuite fixes). 2018-07-17 18:41:25 +02:00
Stéphane Adjemian(Charybdis) 8b0d673458 Cosmetic change (Octave unit test). 
(cherry picked from commit 48ee13646a072d0ad9466f901f2d048594717d71)
 2018-07-17 17:44:42 +02:00
Stéphane Adjemian(Charybdis) 0d27bd8dea Fixed unit tests on Weibull pdf (Octave testsuite). 
(cherry picked from commit bc962a91c0749e6c9f108c867acde134e6bb80fc)
 2018-07-17 17:44:15 +02:00
Stéphane Adjemian(Charybdis) 4154817acc Added missin semicolons. 
(cherry picked from commit 4a0b1c2e93d23c85a7874b1bbea85819f56739f5)
 2018-07-17 17:43:58 +02:00
Stéphane Adjemian(Charybdis) 9d01b17e03 Removed one unit test from Octave testsuite. 2018-07-17 11:30:20 +02:00
Stéphane Adjemian(Charybdis) cd9410644f Moved PAC estimation routine (NLS). 2018-07-16 16:30:07 +02:00
Stéphane Adjemian(Charybdis) 9468c5b61d Bug fix in PAC equation simulation/estimation. 
Fixed the definition of idns (must target the trend variable).
 2018-07-16 15:38:04 +02:00
Stéphane Adjemian(Charybdis) c46fe7fcfa Added check routine for PAC equation. 2018-07-16 14:56:05 +02:00
Stéphane Adjemian(Charybdis) 0074561182 Updated dseries submodule (unit test fix). 2018-07-14 11:54:01 +02:00
Stéphane Adjemian(Charybdis) 2256acfa73 Fixed replacement of LHS variable if the equation has no lag. 2018-07-13 19:10:25 +02:00
Stéphane Adjemian(Charybdis) 9b51b1ee16 Fixed logic for replacing variables by views of the data array. 2018-07-13 19:07:38 +02:00
Sébastien Villemot 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
Stéphane Adjemian(Charybdis) 7e7f9b2e2e Updated dseries submodule. 2018-07-13 14:04:57 +02:00
Stéphane Adjemian(Charybdis) 710158ba3e Updated dseries submodule. 2018-07-12 19:50:53 +02:00
Stéphane Adjemian(Charybdis) 30c41733bc Updated dseries submodule. 2018-07-12 19:38:15 +02:00
Stéphane Adjemian(Charybdis) d7e0c5b868 Merge branch 'master' into ecb-master+folder 2018-07-11 11:08:04 +02:00
Stéphane Adjemian(Charybdis) ebad639546 Bug fix (parenthesis mismatch). 2018-07-11 11:03:15 +02:00
Stéphane Adjemian(Charybdis) a31611a89b Adapted codes to the json files new location. 
(cherry picked from commit f0a5a2aac9)
 2018-07-10 20:19:43 +02:00
Stéphane Adjemian(Charybdis) f0a5a2aac9 Adapted codes to the json files new location. 2018-07-10 20:17:43 +02:00