fb5c5d4ea6
Added a routine to produce and send a summary report about unitary tests.
2013-07-04 18:06:12 +02:00
42ed03048b
Added option for saving the produced detailed report about unitary tests.
2013-07-04 15:57:31 +02:00
6bfda327b3
Fixed bug related to the presence of temporary files (begining with .#) in a folder.
2013-07-04 15:35:55 +02:00
4913413896
Fixed bug. Set elapsed time to NaN if the unitary test fails.
2013-07-04 15:34:50 +02:00
bbfe68a09d
Fixed bug + Cosmetic change.
2013-07-04 15:06:05 +02:00
1657111fa8
Added tags for unitary tests.
2013-07-04 15:00:24 +02:00
45d7568712
Fixed typo.
2013-07-04 14:38:22 +02:00
479cf5bf8b
Added routines to run matlab's unitary tests.
2013-07-04 14:36:31 +02:00
fcef6e83b5
Fixed bug related to the name of the tested matlab routine.
2013-07-04 14:10:17 +02:00
02820b7151
Merge pull request #440 from JohannesPfeifer/shock_decomp
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Fixes for shock_decomposition
2013-07-04 04:14:51 -07:00
c83b047aa0
If mtest is called with one input then it must return two arguments (with detailed information about unitary tests).
2013-07-04 11:54:27 +02:00
b4a8155f5b
Adapted mtest routine so that it can be used in the matlab routines test suite.
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mtest can now return more informations about the unitary tests.
2013-07-04 11:52:07 +02:00
a6043ee628
Fixed typo.
2013-07-03 18:14:11 +02:00
71e9081d24
Added a routine that tests if unitary tests are available in a matlab routine.
2013-07-03 17:04:29 +02:00
c7f688249d
Added new routine that returns all the files available in a folder and its subfolders.
2013-07-03 17:03:00 +02:00
e69c7a68f4
Changed unitary tests (check also the number of observations).
2013-07-03 16:30:17 +02:00
0d366ea2cf
Added overloaded vertcat method in dynSeries class.
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*Exemple*
Suppose ts1, ts2, and ts3 are three dynSeries objects with the same variables. Then
ts4 = [ts1; ts2; ts3]
is a dynSeries object with the observations contained in ts1, ts2 and ts3 (in that order).
2013-07-03 16:25:33 +02:00
6db5ba51cb
Added unitary tests.
2013-07-03 15:24:32 +02:00
1fce665e31
Cosmetic change.
2013-07-03 15:16:11 +02:00
0a544809b2
Fixed bug related to broadcasting in dynSeries objects.
2013-07-03 15:16:00 +02:00
55ea513f74
Added broadcasting when assigning new data to a dynSeries object.
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*Examples*
* ts.A(qq(1950,1):qq(1950,4)) = 1 will put ones for variable A in periods 1950Q1 to 1950Q4
* ts{'A','B'}(qq(1950,1):qq(1950,4)) = 1 will put ones for variables A and B in periods 1950Q1 to 1950Q4
* ts{'A','B'}(qq(1950,1):qq(1950,4)) = ones(4,1) will put ones(4,1) for variables A and B and sub-periods 1950Q1-1950Q4
* ts{'A','B'}(qq(1950,1):qq(1950,4)) = ones(1,2) will put ones(1,2) for variables A and B and each period between 1950Q1 and 1950Q4
2013-07-03 14:54:05 +02:00
84522ce87f
Fixed bug in @dynSeries/subsasgn that pops up when length(S) is equal to two and S(1).type is a dot.
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Allows Syntax like:
ts.A1(rg) = B
where ts is a dynSeries object, A1 is a variable in the database, rg is a dynDates object and B an array of doubles.
2013-07-03 11:59:52 +02:00
627dda5fc0
Added error message if @dynSeries/dynSeries is called with an empty string.
2013-07-03 10:59:50 +02:00
4ba1b3feb4
Move axis command after plot in graph_decomp for not overriding it
2013-07-03 09:20:48 +02:00
f56ae63f56
Bugfix for calls to evaluate smoother in shock_decomposition
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In shock_decomposition, oo_ is local. Thus, if requested, make evaluate_smoother return oo_
2013-07-03 09:18:44 +02:00
53ce4205e2
Modified behaviour of disp overload method in @dynDate and @dynDates classes.
2013-07-01 18:21:21 +02:00
f042fcdd7b
Fixed display issues for dynDate and dynDates empty objects.
2013-07-01 17:24:22 +02:00
7459a5dcbb
Changed the behaviour of @dynSeries/save method when the chosen file name corresponds to an existing file in the same folder.
2013-07-01 17:24:22 +02:00
cb5cb03750
Added @dynDate/horzcat method.
2013-07-01 17:24:22 +02:00
375d7aae8e
Fixed typo and added unitary test.
2013-07-01 17:24:22 +02:00
5ededa8848
Rewrote @dynSeries/subsasgn.
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The following syntaxes are now allowed:
ts{'VARIABLE_NAME'}(range) = data;
where range is a dynDates object and data is an array of doubles, or
ts{'VARIABLE_NAME'}(range) = TS{'OTHER_VARIABLE_NAME'}(range)
where ts and TS are dynSeries objects.
2013-07-01 17:24:22 +02:00
b5c3ef2ade
Added new unitary test in @dynSeries/subsasgn overloaded method.
2013-07-01 17:24:22 +02:00
c3da506760
Added provisions for recursive call to @dynSeries/subsasgn overloaded method.
2013-07-01 17:24:22 +02:00
0fea61a551
Fixed typo (wrong numbering of the last unitary tests).
2013-07-01 17:24:22 +02:00
603aeeccb6
Added provisions for date(s) selection.
2013-07-01 17:24:22 +02:00
e7b22213de
Added comments.
2013-07-01 17:24:22 +02:00
06ef8fce30
Fixed typo.
2013-06-28 22:02:24 +02:00
c5b79f55e5
Fixed bug.
2013-06-28 17:18:13 +02:00
0b8202bae3
Merge branch 'experimental-kalman-initialization' into experimental-smoother-on-calibrated-model
2013-06-28 17:00:16 +02:00
e60d438e86
Fixed bug.
2013-06-28 16:59:47 +02:00
c3ec2704a7
Merge branch 'experimental-kalman-initialization' into experimental-smoother-on-calibrated-model
2013-06-28 16:27:40 +02:00
b281830983
Added new initialization mode ofr the Kalman filter and smoother.
2013-06-28 16:26:53 +02:00
14462b772d
Removed commented lines of code.
2013-06-28 13:41:17 +02:00
56e3d70618
Merge branch 'master' into experimental-smoother-on-calibrated-model
2013-06-28 12:09:41 +02:00
fde998ca4a
Removed leading wihite spaces in variable names.
2013-06-28 12:06:48 +02:00
ddc57885c5
Duplicated @dynSeries/disp code in @dynSeries/display (so that the name of the dynSeries objected is correctly printed in the command window).
2013-06-28 12:06:48 +02:00
61b3262d2c
Removed output argument.
2013-06-28 11:19:46 +02:00
6d6d92fe5b
Replaced oo by oo_ (otherwise the results are not returned in the global structure).
2013-06-28 11:19:18 +02:00
3f2a77b25d
Removed useless copy of options_ global structure.
2013-06-28 11:18:39 +02:00
5d56a4f2b0
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
62af90efd4
error when bad value passed to graph_format
2013-06-27 16:45:08 +02:00
664997eec8
Removed leading wihite spaces in variable names.
2013-06-27 10:38:49 +02:00
0e5819ee38
Duplicated @dynSeries/disp code in @dynSeries/display (so that the name of the dynSeries objected is correctly printed in the command window).
2013-06-26 16:10:56 +02:00
5288f2a67a
Merge pull request #432 from JohannesPfeifer/osr_crit
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Transfer hardcoded osr options to options structure
2013-06-26 00:28:58 -07:00
d4891ba0b5
bug fix: matlab2tikz path
2013-06-25 12:27:44 +02:00
bb8fdce127
Fixed bug reported by Johannes (presample option was non active in nonlinear filters).
2013-06-25 09:45:34 +02:00
c4998f93d3
Transfer hardcoded osr options to options structure
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Implements #423 . To be done: add preprocessor options for tolf and maxit.
2013-06-24 22:53:28 +02:00
8c9a8657ef
reporting: bug fix in echo for octave
2013-06-24 17:00:59 +02:00
51fc443e39
Fixed bug.
2013-06-24 15:40:39 +02:00
f258ffbfbc
Check the name of the data file in @dynSeries/save method (do not erase the original data file).
2013-06-24 15:40:39 +02:00
28f3ca1d07
Added overloaded disp and display methods for dynSeries objects.
2013-06-24 15:40:39 +02:00
51c4eb6cb3
Fixed bug.
2013-06-24 15:40:39 +02:00
fa4ad71185
Under Debian/Octave, matlab2tikz.m is already in the path, so don't add it twice
2013-06-24 12:23:46 +02:00
bd90e73854
reporting: fix typo
2013-06-24 12:12:26 +02:00
0b50587f9c
matlab2tikz: linux: add directory for package installation; os x and windows add dynare/contrib/matlab2tikz if it exists; (only on os x) if it doesn't add package installation dir
2013-06-24 12:07:11 +02:00
55edb3c12e
Stop the simplex algorithm (mode_compute=8) if improving too slowly.
2013-06-24 10:24:56 +02:00
b26b651403
Added test on the reciprocical condition number of PredictedObservedVariance.
2013-06-24 10:24:55 +02:00
fbec03fe1c
Fixed bug related to the shape of the weights vector in paricle filter with pruning.
2013-06-24 10:24:55 +02:00
08feada8b0
Fixed bug.
2013-06-24 10:24:55 +02:00
120db8f1ea
Cosmetic changes.
2013-06-24 10:24:55 +02:00
2eb43cf2f6
Add check for purely backwards model to k_order_pert
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The k_order_solver does not solve purely backwards models (as is the case in stochastic_solvers.m). But in contrast to stochastic_solvers, there is no check and no warning. Entering the mex-file then results in a crash of Matlab
2013-06-23 12:24:06 +02:00
ab1cb25ed3
Filter out cases where invalid starting value leads to NaN or Inf in Jacobian.
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Replaces cryptic message "Some element of Newton direction isn't finite. Jacobian maybe singular or there is a problem with initial values" with more expressive message.
2013-06-21 10:37:16 +02:00
33053a7303
Fixed bug.
2013-06-20 18:04:38 +02:00
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
24b0b22e4d
Factorized code using ispd routine and fixed bugs in models with measurement errors.
2013-06-20 13:00:01 +02:00
268095276c
Factorized code using ispd routine.
2013-06-20 12:59:01 +02:00
3701707e63
Rewrote ispd routine more efficiently using cholesky decomposition.
2013-06-20 12:57:53 +02:00
60cab18e78
Added new routine.
2013-06-20 12:56:53 +02:00
78a1607bc1
Fixed typo.
2013-06-20 11:55:33 +02:00
6dc7325c9f
Fixed seed in non linear filters.
2013-06-20 11:49:10 +02:00
ea920649bd
Removed useless line.
2013-06-20 11:43:33 +02:00
39ef86f118
Partially reverted commit 06237375db.
2013-06-18 22:30:49 +02:00
1bbfd90498
Added online auxiliary filter as options_.mode_compute=10.
2013-06-18 16:18:55 +02:00
06237375db
Added the possibility to set the number of points in mode_check for computing the transversal cuts.
2013-06-18 16:16:56 +02:00
8820c63f5e
Bug fixes.
2013-06-18 16:15:16 +02:00
ff48ac617d
Reverted Ferhat's commit 23e583f95c0a5631c943c44f9116f20b91c0fb0a. The names of the dynSeries variables are stored in a column cell array.
2013-06-17 17:52:27 +02:00
59c8089214
Changed unitary test according to Ferhat's commit b5a167caf8830393094cb8e3ec8eed4c17d2e77e.
2013-06-17 17:52:27 +02:00
479034ae6d
Partially reverted Ferhat's commit 16a73af066fb52cce1ecc98c5e434d7528db2e1f.
2013-06-17 17:52:27 +02:00
480704ff17
Cosmetic change.
2013-06-17 17:52:27 +02:00
7f53a992c0
Cosmetic change.
2013-06-17 17:52:27 +02:00
3a10b47a79
Reverted Ferhat's commit 895c8d5348c1a88b1ff130d4aead5d95be3e4f0b.
2013-06-17 17:52:27 +02:00
473ec84255
Added unitary tests.
2013-06-17 17:52:27 +02:00
00c5f4623a
Added unit test.
2013-06-17 17:52:27 +02:00
839c01dd27
Fixed bug in @dynSeries/align method (occuring if the second dynSeries object has more observations than the first one).
2013-06-17 17:52:27 +02:00
47a5a20a64
Cosmetic change.
2013-06-17 17:52:27 +02:00
0108a94c4e
Added unitary test in @dynSeries/align method.
2013-06-17 17:52:27 +02:00
d23cd52752
Reverted buggy commit 5366dd5cb9f546809ff21a0bd23a2ac423aac6ce by Ferhat and added call to strtrim in @dynSeries/extract method to remove leading and trailing white spaces in variable names.
2013-06-17 17:52:26 +02:00
58b6a7676b
Fixed bug. The cell of strings varlist had wrong dimension (must be a column) if the code is executed with matlab.
2013-06-17 17:52:26 +02:00
38f912268a
Added the possibility to use pre and post dynare preprocessor hooks defined by matlab scripts.
2013-06-17 17:52:26 +02:00
2d1a1fc742
Added the possibility to rename the selected variables to be saved in a data file.
2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot
Frédéric Karamé