7e057d1711
Changed unitary test.
2013-03-14 18:35:35 +01:00
846aff99fd
Removed useless addpath command from unitary tests.
2013-03-14 18:35:35 +01:00
a18766d676
Cosmetic change.
2013-03-14 18:35:35 +01:00
2152453c7d
Added unitary test.
2013-03-14 18:35:35 +01:00
e4cad0762a
Cosmetic change.
2013-03-14 18:35:35 +01:00
1e4fd736ee
Added unitary test. Removed useless addpath commands from unitary test.
2013-03-14 18:35:35 +01:00
2ee2f0df93
Removed commented lines of code.
2013-03-14 18:35:35 +01:00
c023fdd71c
Rewrote @dynSeries/subsref recursively. Improved error messages. Fixed bugs (missing time member).
2013-03-14 18:35:35 +01:00
52b0f6db00
Added missing header (license).
2013-03-14 18:29:42 +01:00
0b2fd4c8da
Fixed header.
2013-03-14 18:29:42 +01:00
4dfd6bfbdf
dynSeries bug fix: add time to date slice
2013-03-14 15:05:09 +01:00
b1abf17050
reporting: change way to create temporary file
2013-03-14 14:46:32 +01:00
6541ce2325
Fixed bug in @dynSeries/extract method (missing time member).
2013-03-14 14:48:36 +01:00
59f436dc44
Fixed unitary tests for @dynDate/subsref method.
2013-03-14 14:48:36 +01:00
2ca26ca89a
Rewrote @dynDate/subsref method recursively. Improved error messages.
2013-03-14 14:48:36 +01:00
46e965f3ec
reporting: code cleanup
2013-03-14 11:26:33 +01:00
41efff0d7b
reporting: simplified commands
2013-03-14 11:26:33 +01:00
6b397e1dd8
Fixed unitary tests. @dynDates/sort and @dynDates/unique methods have to be called without (empty) parenthesis.
2013-03-14 11:08:34 +01:00
d3ba208e8d
Rewrote @dynDates/subsref method recursively. Improved error messages.
2013-03-14 11:08:34 +01:00
919ee41c23
Completed header.
2013-03-14 11:08:34 +01:00
551971dc50
Moved shiftS function.
2013-03-14 11:08:34 +01:00
6d86ed7c3e
Added the possibility to create a sub dynDates object. Added unitary test.
...
*Example* Let dd be a dynDate object:
d1 = dynDate('1966Q4');
d2 = dynDate('2013Q1');
dd = d1:d2;
then dd(2:5) is also dynDates object for the dates 1967Q1, 1967Q2, 1967Q3 and 1967Q5.
2013-03-14 11:08:34 +01:00
4444075530
Fixed bug.
2013-03-14 11:08:34 +01:00
95f36eccb7
Added data file for unitary tests (dynSeries class).
2013-03-14 11:08:34 +01:00
ca0168e254
Added the possibility to extract a dynDate object from a dynDates object.
...
*Example* If a dynDates object is built as follows
d1 = dynDate('1966Q4');
d2 = dynDate('2013Q1');
dd = d1:d2;
then dd(2) is a dynDate object (should be equal to dynDate('1967Q1')).
2013-03-14 11:08:34 +01:00
2dad114eec
Added a new interface to instantiate dynDate objects.
...
Call dynDate constructor with two arguments: teh first one is a 2*1 vector of integers (for time), the second one is a scalar integer (for freq).
2013-03-14 11:08:34 +01:00
96f8716be6
Removed useless addpath commands in unitary tests.
2013-03-14 11:08:34 +01:00
5492f88bee
Added the possibility to return a subsample from a dynSeries.
...
If ts is a dynSeries object, then the following syntax is valid:
t0 = dynDate('1950Q1') ;
t1 = dynDate('2000Q3') ;
range = t0:t1 ;
ds = ts(range);
Note that the dates in range do not need to be contiguous or sorted in increasing order.
2013-03-14 11:08:34 +01:00
64ddca513d
dynSeries: making possible to concatanate empty series; fixing bugs
2013-03-13 12:58:40 +01:00
ebf93d672f
stochastic extended path: additional changes
2013-03-12 09:36:58 +01:00
dd75baa9b4
stochastic extended path: new algorithm with leaner tree, new hybrid
...
option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
2013-03-11 16:09:08 +01:00
195ed8baac
Make storage of moments consistent with manual
...
The deciles of some posterior moments were erroneously saved in a field
Distribution, while the manual specifies they are name deciles.
2013-03-10 19:46:31 +01:00
18ed9daafe
reporting: make errors more clear
2013-03-08 19:25:24 +01:00
8d36cc802c
reporting: table
2013-03-08 18:59:26 +01:00
22caa866b7
Allows syntax like db = A.data(:,3:15), where A is a dynSeries object.
2013-03-08 17:50:04 +01:00
1c29970c6d
Call merge method, added unitary tests.
2013-03-08 17:50:04 +01:00
cefbf45a9c
Fixed bug + Cosmetic changes.
2013-03-08 17:50:04 +01:00
be57a4b0be
Added merge method to dynSeries class.
2013-03-08 17:50:04 +01:00
0ffccac659
Fix typo
2013-03-08 16:26:30 +01:00
17acd4154c
oo_.PosteriorTheoreticalMoments.correlation contains autocorrelations
2013-03-08 15:45:35 +01:00
5c8efaae6c
More explicit error message when posterior mode file is outdated
2013-03-08 14:31:15 +01:00
578368954e
reporting (WIP)
2013-03-07 16:40:12 +01:00
f89edf476e
Start refactoring of penalty handling
...
Handle all events that lead to a penalty through an exception.
Next steps:
- make all exceptions derive from a common class containing info code and
penalty value
- catch these exceptions at the top-level, and construct the penalty-adjusted
likelihood
2013-03-06 17:55:15 +01:00
82930ee29a
Implementation of steady state computation in estim DLL, using the GSL
...
Does not seem very robust (fails on fs2000), need to investigate why.
2013-03-06 16:58:22 +01:00
871cbbe448
Construct the filename of the dynamic MEX file only at the deepest level
...
In the calling chain, only pass the basename of the MOD file.
2013-03-05 14:45:47 +01:00
325a2ea90e
Remove unused field n_exog of DynamicModelDLL class
2013-03-05 13:00:57 +01:00
3f8c577630
Remove spurious display when there is zero preprocessor warning
2013-03-05 12:53:37 +01:00
879b8b8309
Remove obsolete section about smoother on calibrated models.
...
We now have the `calib_smoother' command.
2013-03-05 11:01:08 +01:00
8d941931a0
Fix bug introduced in ae82c28
2013-03-05 10:31:39 +01:00
27e1c58575
Merge pull request #311 from JohannesPfeifer/master
...
Speeding up of forecasting, cosmetic change
2013-03-01 09:01:42 -08:00
Stéphane Adjemian (Ulysses)
Houtan Bastani
Michel Juillard
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot