965896d8c9
reporting: @series support writing colors/marking table rows
2013-04-02 15:00:27 +02:00
21333de9ef
reporting: @seriesElements: bug fix
2013-04-02 15:00:27 +02:00
0569e46faa
reporting: fix typo
2013-04-02 15:00:27 +02:00
25a013b222
reporting: @series: use graph_* to precede graph-specific options
2013-04-02 15:00:27 +02:00
53e0768f8f
dynDates: add end keyword
2013-04-02 11:12:00 +02:00
54b0f3184d
reporting: @table: use @series
2013-04-02 11:08:23 +02:00
4e1165c905
Added Gaussian unscented cubature (order three approximation).
2013-03-30 11:06:41 +01:00
5ed35c2927
Fixed bug in insert_object_in_one_dimensional_cell_array routine when the original cell array is empty.
2013-03-30 11:06:41 +01:00
ea718d6998
dynDate: fix typos
2013-03-29 18:51:26 +01:00
9637a9d4ce
reporting: @graph: bug fix
2013-03-29 17:58:54 +01:00
1006b849de
reporting: factorize max range code for eventual use with @table
2013-03-29 17:25:04 +01:00
513272a832
reporting: simplifying syntax at report object level for series
2013-03-29 17:25:04 +01:00
95ee0857b9
reporting: use end keyword in simplified syntax
2013-03-29 17:25:04 +01:00
691c3b79f8
dynDates: bug fix
2013-03-29 17:25:04 +01:00
25d8ea8bfc
reporting: @series use size instead of numel
2013-03-29 15:55:28 +01:00
9417bd1106
reporting: support end keyword for indexing
2013-03-29 15:55:28 +01:00
340be3329e
reporting: @graph: code cleanup
2013-03-29 15:55:27 +01:00
5f0746aafe
reporting: @graph: issue warning if no series to plot
2013-03-29 15:55:27 +01:00
aa73a3f5ed
Added unitary test in dynSeries/subsref.
2013-03-29 14:53:34 +01:00
7fe697a7e0
Added the possibility to extract variables from dynSeries object using indices instead of variable names.
...
If ts is a dynSeries object containing variables A1, A2, A3, A4, A5, then the following syntaxes are equivalent:
ts{[1, 2, 5]}
ts{'A1','A2','A5'}
and will create a new dynSeries object made of variables A1, A2 and A5.
2013-03-29 14:53:34 +01:00
bc1689fa05
Added iscellofchar function.
...
Test if all the elements of a two dimensional cell array are strings.
2013-03-29 14:53:34 +01:00
ae80129db6
Added unitary test for @dynSeries/size.
2013-03-29 14:53:34 +01:00
45b89a17c3
Give dot access to the @dynSeries/size function.
2013-03-29 14:53:34 +01:00
9f117f9d00
Changed behaviour of @dynSeries/size.
...
If called with a second input argument (dim), size returns the number of observations if dim==1 or
the number of variables if dim==2. Without this second argument, size returns the number of
observations and the number of variables.
2013-03-29 14:53:34 +01:00
077f98445b
reporting: numel -> numElements, numPages
2013-03-29 10:16:16 +01:00
26a14fe9d9
reporting: @section: remove unsupported field
2013-03-28 18:08:16 +01:00
ffbaf1a5b5
reporting: fix typo
2013-03-28 18:08:16 +01:00
430f7b538f
reporting: @graph, @series, support syntax simplification
2013-03-28 18:08:16 +01:00
aecd2a89ad
reporting: rename numElements as numel
2013-03-28 18:08:15 +01:00
09931c07ee
reporting: @series class
2013-03-28 18:08:15 +01:00
f92965b28c
CSV datafiles: document it, autodetect extension
2013-03-28 12:50:04 +01:00
8311caf304
Closes #346
2013-03-28 12:31:34 +01:00
1dd2512532
Added unitary test in @dynSeries/subsasgn
2013-03-28 12:31:34 +01:00
5e16db5760
Closes #333
2013-03-28 12:31:34 +01:00
44287a2d75
Added routine.
2013-03-28 12:31:34 +01:00
fbc34e74d4
Fixed bug.
2013-03-28 12:31:34 +01:00
6f8aed5109
Fixed numbering of the unitary tests in @dynSeries/subsasgn method.
2013-03-28 12:31:34 +01:00
974e8b1a39
Fixed bug.
2013-03-28 12:31:33 +01:00
5132e501cf
Fixed bug.
2013-03-28 12:31:33 +01:00
35542ec904
Added the possibility to factorize the extraction of variables from a dynSeries object.
...
In addition to the already implemented selection mechanism using matlab's regular expressions,
we allow the following syntax:
a = ts{'GDP_@US,JP,FR@'};
to extract variables GDP_US, GDP_JP and GDP_FR from dynSeries object ts. If one of these variables
does not exist, an error message is issued.
2013-03-28 12:31:33 +01:00
15a916512f
Added unitary test in @dynSeries/extract method.
2013-03-28 12:31:33 +01:00
3da56958bc
Cosmetic change. Removed commented line of code.
2013-03-28 12:31:33 +01:00
13ffe7d52c
Added test in @dynSeries/check method.
2013-03-28 12:31:33 +01:00
12517aa9f4
Fixed bug. Missing definition of time member in @dynSeries/merge method.
2013-03-28 12:31:33 +01:00
9a622298e8
Fixed spurious bugs when new MC smoother is invoked when an old one is already present in gsa results subfolders
2013-03-27 17:39:55 +01:00
543b4040c2
Fixed inconsistent behavior of GSA plots w.r.t. nodisplay option.
2013-03-27 17:38:18 +01:00
bfa3ecbe3b
1) Fix compatibility problems with the Port field in unix nodes of the cluster
...
2) better cleanup of remnants of remote parallel runs when Strategy ==1
3) for windows sessions eliminate the use of start, replaced by psexec -d instanced, to allow cleanup of .bat file
4) fix bug in Strategy==1 that was not properly cleaned by deleting new files on exit
2013-03-27 17:16:28 +01:00
203c8ea643
1) Fix compatibility problems with the Port field in unix nodes of the cluster;
...
2) Fix bug when local machine is accessed through the network in windows;
3) small bug fix in remote directory check;
2013-03-27 16:33:11 +01:00
b82bc0586a
1) Fix for octave compatibility;
...
2) cleanup slavejob files
2013-03-27 16:31:45 +01:00
2133ae43a6
Allow for exceptions in deleting new files created remotely
2013-03-27 16:30:46 +01:00
f2cce399b8
1) Fix compatibility problems with the Port field in unix nodes of the cluster;
...
2) fix in defining the list of files;
2013-03-27 16:30:12 +01:00
8cd68dc02a
1) Fix compatibility problems with the Port field in unix nodes of the cluster;
...
2) bug fix in security checks;
2013-03-27 16:29:50 +01:00
0a2f7f3e6d
Fix compatibility problems with the Port field in unix nodes of the cluster
2013-03-27 16:28:31 +01:00
f995f3da90
Bugfix in correlation_mc_analysis
...
Closes #290 and makes #314 obsolete as we store both auto- and
cross-correlations
2013-03-27 12:26:08 +01:00
a403d324dc
Fix Typo in correlation_mc_analysis
2013-03-27 10:12:53 +01:00
feb0eb8a11
Adapt for change of ismember in MATLAB R2013a
2013-03-25 14:34:07 +01:00
3025a14ed9
Adapt for removal of luinc in MATLAB R2013a
2013-03-25 12:05:56 +01:00
33bac21c33
Adds end of line codes for various environments
2013-03-22 16:46:52 +01:00
5c2a6b80eb
Revert "indicates the endline code for various environments"
...
This reverts commit f16a8b1658
2013-03-22 16:14:19 +01:00
ac6326758a
Adds new preconditioners in iterative solvers
2013-03-22 15:46:47 +01:00
7a8b407380
Adds csv files in the file formats supported by datafile
2013-03-22 15:30:20 +01:00
f16a8b1658
indicates the endline code for various environments
2013-03-22 15:27:42 +01:00
82c6ff3b1b
Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f'
2013-03-21 21:22:20 +01:00
7518072e77
Fix several bugs related to estimated measurement errors
...
1. The first call to set_prior overwrote the first column of
estim_params_.var_endo storing the position of the variable with
measurement error in M_.endo_names with the position in
options_.var_obs. All subsequent calls to set_prior then lead to
crashes.
2. At the same time, for correlations of ME, the first column of
estim_params_.corrn still stored the position of the variable with
measurement error in M_.endo_names. But subsequent calls to it were done
as if it stored the position in options_.var_obs
I introduced two new variables in estim_params_ storing the respective
positions in var_obs so as to not necessitate changes in the
preprocessors.
3. For cases of calibrated measurement error correlations, the
covariance matrix was not updated.
4. Fixing a lot of smaller bugs related to measurement errors, including
some copy and paste errors
-
2013-03-21 20:51:12 +01:00
ebc7d6f67a
Add comment why use of old correlation matrix from previous draw is correct and revert change
...
Due to only using the diagonal of Sigma_e and the correlation matrix having ones on the diagonal, the diagonal entries of the covariance matrix are correctly built from recent draw. Later, when using the new draw for the correlations, only the correctly updated diagonal entries of Sigma_e are used.
2013-03-21 20:49:33 +01:00
3bbdbf8387
Provisions for MATLAB 8.1 (R2013a)
2013-03-21 18:26:04 +01:00
894a81efb2
Added two new routines to rename name and tex name of a variable in a dynSeries object.
2013-03-21 16:42:13 +01:00
262c6a3a1c
Changed the naming convention of the variables in the overloaded operators for the dynSeries class.
...
Names for the results of basic operations on dynSeries objects was '--NA--'. The name of the result
variables now keep track of the operations. For instance, if we have two dynSeries objects, ts1 and
ts2, respectively holding two variables 'A1' and 'B1', then:
- the name of the variable in ts3=ts1+ts2 is 'plus(A1,B1)'
- the name of the variable in ts3=ts1-ts2 is 'minus(A1,B1)'
- the name of the variable in ts3=ts1*ts2 is 'multiply(A1,B1)'
- the name of the variable in ts3=ts1/ts2 is 'divide(A1,B1)'
- the tex name of the variable in ts3=ts1+ts2 is '(A1+B1)'
- the tex name of the variable in ts3=ts1-ts2 is '(A1-B1)'
- the tex name of the variable in ts3=ts1*ts2 is '(A1*B1)'
- the tex name of the variable in ts3=ts1/ts2 is '(A1/B1)'
2013-03-21 16:42:13 +01:00
055ae25785
Fixed typo.
2013-03-21 16:42:13 +01:00
0be1b434d1
Fixed typo.
2013-03-21 16:42:13 +01:00
e6a1fbbd81
Fixed typo.
2013-03-21 16:42:12 +01:00
0d16bffff9
Added @dynSeries/check function.
...
Returns zero if the input argument is a well defined dynSeries object.
2013-03-21 16:42:12 +01:00
bb7a1c134d
Rewrote @dynSeries/subsasgn method.
...
+ Added the possibility to rename the assigned variables.
+ Added unitary tests.
2013-03-21 16:42:12 +01:00
b195f0ce89
Added @dynSeries/insert method.
2013-03-21 16:42:12 +01:00
e60087e671
Added new routine to insert an arbitrary object in a one dimensional cell array.
2013-03-21 16:42:12 +01:00
31d4fe5e6d
Added new routine to insert column vector in a matrix.
2013-03-21 16:42:12 +01:00
6c8e1ca94a
Added @dynSeries/align method.
2013-03-21 16:42:12 +01:00
6d7a9d6f93
Fixed bug.
2013-03-21 16:42:12 +01:00
54ad672453
Issue an error if two dynSeries objects with common variable names are concatenated. Added a unitary test.
2013-03-21 16:42:12 +01:00
4d09ee6ae2
Added new routine.
...
Compare two one dimensional cells of strings and count the number of common strings. The
optional second argument returns a formated list of common variables.
*Example*
If we have:
A = {'A1'; 'A2'; 'A3'; 'A4'; 'A5'; 'A6'};
B = {'B1'; 'A2'; 'B3'; 'A4'; 'A1'};
then
[n,message] = common_strings_in_cell_arrays(A,B);
returns n=3 and message='A2, A4 and A1'.
2013-03-21 16:42:12 +01:00
78a89f874c
Handle the case where the variable to be removed does not exist. Added a unitary test.
2013-03-21 16:42:12 +01:00
9b4b7c46a7
Added @dynSeries/eq method.
2013-03-21 16:42:12 +01:00
2e10cbc2c5
Added @dynSeries/pop method.
...
Removes a variable form a dynSeries object.
2013-03-21 16:42:11 +01:00
fdfb1173ee
Added unitary test in @dynSeries/merge.
2013-03-21 16:42:11 +01:00
b67ed0bb1f
Removed useless deblank command.
2013-03-21 16:42:11 +01:00
7d798f60ed
Added missing tex member in @dynSeries/merge method.
2013-03-21 16:42:11 +01:00
603fdbddd1
Changed default names for the variables.
...
If the names of the variables are not provided when instantiating a dynSeries object
then the default name is of the form Variable_i (i=1,...,N, where N is the number of
variables in the dataset).
2013-03-21 16:42:11 +01:00
69b86d8223
Changed unitary test.
2013-03-21 16:42:11 +01:00
b03bd4c647
Removed useless condition in @dynSeries/subsasgn.
2013-03-21 16:42:11 +01:00
d8d913c9eb
Removed useless test.
2013-03-21 16:42:11 +01:00
5dff466669
Fixed bug (added missing tex member to extracted variables).
2013-03-21 16:42:11 +01:00
e5fba538a3
Changed behaviour of @dynSeries/qgrowth (name of the variables).
...
+ Prefix variable names with QGROWTH_
+ Prefix tex variable names with \delta_i with i=nothing or 3 depending on the frequency.
2013-03-21 16:42:11 +01:00
baf741a496
Changed behaviour of @dynSeries/ygrowth (name of the variables).
...
+ Prefix variable names with YGROWTH_
+ Prefix tex variable names with \delta_i with i=nothing, 4, 12 or 52 depending on the frequency.
2013-03-21 16:42:11 +01:00
cc199bb80b
Changed behaviour of @dynSeries/qdiff (name of the variables).
...
+ Prefix variable names with QDIFF_
+ Prefix tex variable names with \Delta_i with i=nothing or 3 depending on the frequency.
2013-03-21 16:42:11 +01:00
69aaac1fb8
Added unitary test for @dynSeries/ydiff.
2013-03-21 16:42:11 +01:00
bb061f9f2d
Changed behaviour of @dynSeries/ydiff (name of the variables).
...
+ Prefix variable names with YDIFF_
+ Prefix tex variable names with \Delta_i with i=nothing, 4, 12 or 52 depending on the frequency.
2013-03-21 16:42:11 +01:00
2c0683a4a3
Changed copyright year.
2013-03-21 16:42:10 +01:00
a975761600
Changed behaviour of @dynSeries/uminus and fixed bug.
...
+ Prefix variable names with the minus symbol.
+ Set tex member.
2013-03-21 16:42:10 +01:00
865f300032
Make load and save routines for dynSeries objects support tex variable names.
2013-03-21 16:42:10 +01:00
9a9f8ebf38
Deduce tex names from the names of the variables in dynSeries objects.
2013-03-21 16:42:10 +01:00
3850167d07
Added a routine to convert variable names with underscores into somthing readable by a tex processor.
2013-03-21 16:42:10 +01:00
7631851c98
Added @dynDates/union function.
2013-03-21 16:42:10 +01:00
f0c87fa183
Changed behaviour of @dynDates/display.
2013-03-21 16:42:10 +01:00
2673729a2d
reporting: @vspace
2013-03-20 18:17:36 +01:00
09d6d0d855
reporting: spacing cleanup
2013-03-20 16:07:06 +01:00
664f94afbc
reporting: @table, @graph: require data to be dynSeries, simplify checks
2013-03-20 15:42:56 +01:00
86296ba1f5
reporting: @table: vlines
2013-03-20 12:56:49 +01:00
74ef1aa7ed
Fixing bug introduced in ae82c284dc
2013-03-19 20:48:09 +01:00
156397ec31
Fix bug in ML forecasting if observables are not included
2013-03-19 19:04:03 +01:00
597d30d0bf
bug fix in call to priordens;
2013-03-19 17:07:14 +01:00
92e4e73765
Trap the cases where the state space matrices are not stored for memory allocation issues
...
[to be fixed later by breaking the big matrix stored ...]
2013-03-19 17:06:33 +01:00
b0ce2dacd9
1) better trace all cases when the model does not solve, classifying cases according to info output of dynare_resolve;
...
2) trap the case of memory allocation limit for too large model undergoing to reduced form mapping
2013-03-19 17:04:33 +01:00
d6993cecc4
1) trap the case where the model does not solve for any parameter values in the MC sample;
...
2) fixed initialization of alpha2_stab;
2013-03-19 17:02:31 +01:00
22e0b9cc3d
1) fixed bugs when no estimated parameters are declared;
...
2) fixed bug for the ML base (bayestopt_.pshape==0);
3) make more transparent the error when the model does not solve at prior_mode or prior_mean;
4) when prior_mean or prior_mode fail, try 50 times with randomly generated samples from the prior before interrupting identification.
This commit fixes issues related to fabiac forum request and subsequent discussion with Johannes.
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4402&p=10771&hilit=identification&sid=64c6f9d987a2641e79dd5722137eb483#p10771
2013-03-19 16:56:10 +01:00
6f2ff28d1b
reporting: @table: only print given date range
2013-03-19 14:35:05 +01:00
49586d0b54
reporting: add centering
2013-03-19 14:34:56 +01:00
e02e06b03f
reporting: @table: simplify code
2013-03-19 12:51:02 +01:00
b7969980d0
reporting: @page: allow for multiple titles, title_format, first args can be provided as strings or cellstr, multiple args as cellstr
2013-03-19 12:50:07 +01:00
40e5c61ec7
Restrict endogenous prior to stationary models and allow for measurement error
2013-03-18 23:46:15 +01:00
1883eb092b
Clarify theoretical second moments for order=2
...
Eliminates warning message introduced in
4c8f3a89cccloses #278
2013-03-18 22:58:06 +01:00
c85338f022
Add figure title for rplot
2013-03-18 22:51:54 +01:00
0e5acda10e
bug fix: fputs not a matlab function
2013-03-18 16:25:38 +01:00
aac25a88bd
bug fix: substr not a matlab function
2013-03-18 16:19:48 +01:00
ec9f53a23b
bug fix: single quotes
2013-03-18 16:17:29 +01:00
cda0e03776
Add preprocessor messages (stdout, stderr) to the logfile
...
Closes #306
2013-03-18 13:44:04 +01:00
1df8bf15c2
Bugfix in rplot + typo correction
2013-03-18 10:59:32 +01:00
e76828bb9c
Bugfix in rplot
...
Make other plot types take into account that variables are in rows, not
columns
2013-03-18 08:46:25 +01:00
98ec0095df
Add warning for variance decomposition at order=2
...
At order=2, the variance decomposition is still based on order=1. This
commit introduces a warning. See issue #278
(https://github.com/DynareTeam/dynare/issues/278 ). This information that
the variance decomposition is only triggered at periods=0 has been added
to the manual.
2013-03-17 23:36:43 +01:00
a090a7c35e
Add endogenous priors
...
Add option and code for endogenous priors according to
Christiano/Trabandt/Walentin 2011, JEDC. Still needs to be integrated to
manual and pre-processor.
2013-03-17 22:51:23 +01:00
6390830b4d
Store MCMC information recorded in record in oo_
...
Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315 )
2013-03-17 22:49:28 +01:00
f1406487dc
Make field names consistent with different analysis steps and manual
...
still related to #316 (https://github.com/DynareTeam/dynare/pull/316 )
2013-03-17 22:47:47 +01:00
4c8f3a89cc
Make graph titles more expressive
2013-03-17 22:45:50 +01:00
3b29e69e40
Prevent spectral density plots being triggered in identification
...
If options_.SpectralDensity.trigger is specified, identification would
otherwise plot graphs in every MC step
2013-03-17 15:30:49 +01:00
c58aebd2ef
Fix dyn_saveas for Octave
2013-03-16 14:21:16 +01:00
c0029bc109
Merge pull request #316 from JohannesPfeifer/master
...
Change of Field name to be consistent with manual
2013-03-16 06:04:35 -07:00
cd26c3cebd
Bugfix in dyn_saveas
...
Fixed a bug for the non-Octave version where only the last active figure
was printed instead of the figure with the actual handle. Octave
eps-version still needs to be taken care of.
2013-03-16 11:47:56 +01:00
36ea30346c
Add missing legend to plot
...
Add missing legend to sensitivity plot
2013-03-16 11:41:03 +01:00
8185ee9729
reporting: @graph: accept dynDate ranges for shade and xrange and float lower/upper bound for yrange
2013-03-15 18:56:03 +01:00
b9e61f13ce
dynDates: bug fix
2013-03-15 18:56:03 +01:00
1d70daa3d9
reporting: @graph: support multiple data sets in one graph
2013-03-15 18:56:03 +01:00
d8ae22cebd
reporting: cosmetic changes
2013-03-15 18:56:03 +01:00
ed5f2a8bf0
reporting: @section: check user input
2013-03-15 18:56:02 +01:00
5715dea155
reporting: @page: check user input
2013-03-15 18:56:02 +01:00
5aabe16a03
reporting: @report: check user input
2013-03-15 18:56:02 +01:00
e8e9b2416a
reporting: @graph: check user input
2013-03-15 18:56:02 +01:00
6b9107c1b1
reporting: @table: user input bug fix
2013-03-15 17:23:21 +01:00
8591e7b4b7
fix typo
2013-03-15 16:43:56 +01:00
e18dc65871
Merge remote-tracking branch 'upstream/master'
2013-03-15 15:38:37 +01:00
fe882dfe3d
Added @dynDates/minus method.
2013-03-14 23:08:35 +01:00
8664a12ed1
Fixed bug.
2013-03-14 23:08:35 +01:00
f72c45787c
Cosmetic change.
2013-03-14 23:08:35 +01:00
b51ba4ae6f
Added @dynDates/intersect function.
2013-03-14 23:08:35 +01:00
9b16ee5f88
Added @dynDates/isempty function.
2013-03-14 23:08:35 +01:00
e51cc1dac2
Added @dynDates/plus method.
2013-03-14 23:08:35 +01:00
4514a410dc
Added dynDates/eq method.
2013-03-14 23:08:35 +01:00
ca5bf548a2
Changed the behaviour of @dynDate/eq.
...
Return zero if A and B have no common frequencies (previously an error was returned).
2013-03-14 23:08:35 +01:00
81f7f8a4d4
reporting: check user input for table class
2013-03-14 19:15:00 +01:00
12b2b96ab0
reporting: allow selection of series in table
2013-03-14 18:45:10 +01:00
2116ab0f4c
reporting: xrange & yrange
2013-03-14 18:37:31 +01:00
1d3dc37781
Allow declaration of dates with lowercase frequencies.
2013-03-14 18:35:35 +01:00
f3f985dd37
Removed useless addpath command from unitary test.
2013-03-14 18:35:35 +01:00
8328be5b8d
Fixed bug (missing time member).
2013-03-14 18:35:35 +01:00
862b4e1b6c
Removed isint function in @dynSeries/private.
2013-03-14 18:35:35 +01:00
4e67db9339
Added missing header license.
2013-03-14 18:35:35 +01:00
5bdce2db3e
Changed unitary test.
2013-03-14 18:35:35 +01:00
87e7bc042d
Cosmetic change.
2013-03-14 18:35:35 +01:00
ae789516c1
Added unitary test.
2013-03-14 18:35:35 +01:00
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
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
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
8d941931a0
Fix bug introduced in ae82c28
2013-03-05 10:31:39 +01:00
ae82c284dc
Deleting redundant line and initializing arrays
...
Deleted redundant global statement and initialized arrays used
2013-03-01 11:52:11 -05:00
69b385ccd4
Bugfix in PosteriorIRFs
...
Fixed ancient copy and paste mistake from stoch_simul for relative IRFs
in Posterior IRFs
2013-02-28 12:00:40 -05:00
46a59423f2
Revert "Remove unused options_.verbosity"
...
This reverts commit cacb0470f8#295 .
2013-02-28 12:20:21 +01:00
0219301e23
reporting (WIP)
2013-02-27 13:18:53 +01:00
a64ec3b156
Reorganization of warnings
...
- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
cacb0470f8
Remove unused options_.verbosity
2013-02-26 15:14:33 +01:00
bbd95b3a60
adding Ed Herbst fast implementation of the Kalman filter and test
...
cases with timing. Still needs preprocessor interface (option) and documentation.
2013-02-21 17:47:16 +01:00
78f8f04598
reporting (WIP)
2013-02-18 18:16:44 +01:00
4fa141762d
fix copyright dates
2013-02-15 11:58:30 +01:00
3c69ee04eb
new file that returns only the index for resampling particles
2013-02-15 10:35:32 +01:00
22a29ab068
modification of the resampling procedure: only one call for all methods
2013-02-15 10:35:32 +01:00
155f6f3bf7
modification in the call of resampling: only one call now
2013-02-15 10:35:32 +01:00
9df3857966
Huge modification of the file: uses now the PCA to orthogonalize the state variables to resample
...
in order to use independent smooth resampling; modification of the input of the procedure since
now no partition is required
2013-02-15 10:32:58 +01:00
d440767b03
minor modification in the call of the smooth resampling procedure
2013-02-15 10:32:58 +01:00
fefb3528c4
modification to make it comformable with the changes in resample.m
2013-02-15 10:32:58 +01:00
51c5363850
modification of the output to make it conformable with the modification in resample.m
2013-02-15 10:32:58 +01:00
920d2af8d3
modification of the resampling procedure: only one call for all
2013-02-15 10:32:58 +01:00
1d1137bf4f
reporting (WIP)
2013-02-14 18:14:44 +01:00
fe5f61db61
reporting (WIP)
2013-02-12 14:53:36 +01:00
73218bd88e
bug fix to properly trap different reasons why unique solution is not obtained
2013-02-08 14:31:49 +01:00
012c1743dd
bug fixes for when run_smoother==0
2013-02-08 14:30:40 +01:00
931b22cb26
option kalman_algo was not properly managed by gsa toolbox
2013-02-08 14:29:52 +01:00
fac7319284
@dynDate.display(): simplify the code by reusing format()
2013-02-07 15:28:43 +01:00
cfa28a58d3
Add display method for dynDate and dynDates classes
2013-02-05 14:49:30 +01:00
3a599aee84
Add subsasgn methods to dynDate and dynDates
...
The rationale is that, in the absence of a subsasgn method, MATLAB and Octave
behave differently. The former refuses any data member update, while the latter
allows all. Providing an implementation is therefore required to have uniform
behavior.
2013-02-05 14:32:08 +01:00
53f7ab33f3
Remove obsolete dynTime class
2013-02-05 14:30:49 +01:00
597b850890
Fix typo
2013-02-05 12:49:41 +01:00
68dff500ca
bug fix: typo
2013-02-05 11:18:43 +01:00
f0ef6c930a
Removed call to gaussian_filter_bank routine in sequantial_importance_particle_filter.
2013-02-05 10:37:11 +01:00
aa9bbf8f06
Add missing semicolons
2013-01-30 16:58:15 +01:00
bb9c9c566d
Bug fix when there are no shocks estimated.
2013-01-23 11:53:07 +01:00
af6bc73695
Stores the status of a deterministic simulation using bytecode in oo_.deterministic_simulation.status
2013-01-18 17:05:10 +01:00
fb6762a972
Considers a pathological case where a static model is dynamically simulated
2013-01-18 17:03:12 +01:00
47022b12c3
Considers a pathological case where the dynamic model is simulated on one period
2013-01-18 17:02:15 +01:00
fb127d010e
Correction of a bug in controlled exogenous variables indexation
2013-01-18 17:00:04 +01:00
eed3651d6e
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
14ed3d94a9
Ensure that running check without stoch_simul still sets oo_.dr.eigval
...
This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
00485425c1
Fix crash in conditional_forecast
2013-01-15 12:48:56 +01:00
9334d762e1
* matlab/@dynSeries/private/horzcat2.m: added missing update of 'time' member
2013-01-13 11:01:32 +01:00
a74069c91d
* matlab/@dynDates/append.m: added the possibility to append a
...
dynDates object. Duplicate dates are permitted and not checked for.
2013-01-13 10:53:23 +01:00
842b8875f2
* matlab/@dynDates/subsref.m: adding sub_sample subsref to dynDates
2013-01-13 10:24:16 +01:00
e6541dabcc
* matlab/@dynSeries/subsref.m: removed spurious code introduced in
...
previous commit
2013-01-13 09:14:57 +01:00
4f7606f5a1
* matlab/@dynDate: started changing references to dynTime by
...
dynDates; dynDate can be initialized with a single dynDate
2013-01-12 21:39:54 +01:00
Houtan Bastani
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Marco Ratto
Johannes Pfeifer
Ferhat Mihoubi
Sébastien Villemot
Michel Juillard
Frédéric Karamé