Commit Graph

5386 Commits (da046d378e2bc0fb797cbd1dc6e878e3c9e07f0b)

Author SHA1 Message Date
Frédéric Karamé c6e5368a9d fix bug for weights initialization.
fix bug for calculating observed predicted mean and variance with the correct weights.
2012-11-16 12:25:44 +01:00
Frédéric Karamé a6576debd5 details all the options for testing particle filters. 2012-11-16 12:25:44 +01:00
Frédéric Karamé edf9955c09 fix bug when comparing xparam with upper and lower bounds. 2012-11-16 12:23:18 +01:00
Frédéric Karamé b6c72f18fa -add a variable to make a difference between gaussian approximations during importance sampling and approximation of states (for gaussian and gaussian-mixture filters)
-modify the default of parameters for the gaussian approximation using the scaled unscented transformation
2012-11-16 12:18:55 +01:00
Frédéric Karamé 6350962186 Fixed copyright. 2012-11-16 12:18:55 +01:00
Frédéric Karamé 7fd1df2505 Fixed bug when comparing xparam1 with upper and lower bounds. 2012-11-16 12:18:54 +01:00
Sébastien Villemot 87d2dbca4d Ref. manual: minor fixes related to @xref 2012-11-16 11:11:09 +01:00
Sébastien Villemot debf4cd293 Ref. manual: document that infinite values are allowed at some places 2012-11-16 11:10:00 +01:00
Sébastien Villemot 8efb15f0a4 Allow infinite values in threshold_reform option of GSA
Closes: #266
2012-11-16 11:08:49 +01:00
Stéphane Adjemian (Charybdis) 79b5db3037 Cosmetic change. 2012-11-15 13:54:21 +01:00
Stéphane Adjemian (Charybdis) 89356ba248 Added a unitary test in the overloaded colon method of the dynDate class, using the new feature introduced in the previous commits. 2012-11-15 13:53:35 +01:00
Stéphane Adjemian (Charybdis) 67e8db365c Changed subsref overloaded method (dynDate): added a new interface to populate empty dynDate objects with specified frequency. Added unitary test.
For instance if we instantiate an empty dynDate object for quaterly dates:

qq = dynDate('Q');

Then we can populate this object as follows (2009 second quarter):

d1 = qq(2009,2);
2012-11-15 12:40:24 +01:00
Stéphane Adjemian (Charybdis) 0b7e5910ae Changed a condition in dynDate constructor (for yearly dates). 2012-11-15 12:34:11 +01:00
Stéphane Adjemian (Charybdis) e71ccaef0b Added the possibility to instantiate empty quaterly, monthly or weekly dynDate objects. Added unitary test. 2012-11-15 11:07:43 +01:00
Stéphane Adjemian (Charybdis) 2313ec2d94 Fixed function name, header and error message. 2012-11-14 12:32:03 +01:00
Stéphane Adjemian (Charybdis) a1c8c785e0 Added unique method to the dynDates class. 2012-11-14 12:32:03 +01:00
Stéphane Adjemian (Charybdis) bcaae72338 Added pop method to the dynDates class. 2012-11-14 12:32:02 +01:00
Stéphane Adjemian (Charybdis) 11c30cee3b Cosmetic change. 2012-11-14 12:32:02 +01:00
Stéphane Adjemian (Charybdis) 28e146fc69 Fixed header. 2012-11-14 12:32:02 +01:00
Stéphane Adjemian (Charybdis) fde2694e0c Added append method in dynDates class (with unitary tests). 2012-11-14 12:32:02 +01:00
Stéphane Adjemian (Charybdis) 32905b1ce1 Added more complex calls to subsref overloaded method for dynDate class. Added unitary test. 2012-11-14 12:32:02 +01:00
Stéphane Adjemian (Charybdis) 68a2ce4f49 Fixed bufg in overloaded subsref method for dynDates class. 2012-11-14 12:32:02 +01:00
Stéphane Adjemian (Charybdis) 47dd0d09ad Changed behavior of ne overload method (dynDate) as in commit ##9dc16fc765bfd8957dbe24a2ac1244fbde1edf09. Removed useless variable. Updated copyright. 2012-11-14 12:32:02 +01:00
Stéphane Adjemian (Charybdis) 55a3129644 Removed useless variable + Cosmetic change + Updated copyright 2012-11-14 12:32:02 +01:00
Stéphane Adjemian (Charybdis) 8b3e6e8c4d Removed useless variable + Cosmetic change + Updated copyright 2012-11-14 12:32:02 +01:00
Stéphane Adjemian (Charybdis) 62794a10c1 Removed useless variable + Cosmetic change + Updated copyright 2012-11-14 12:32:02 +01:00
Stéphane Adjemian (Charybdis) 42331f2239 Updated copyright 2012-11-14 12:32:02 +01:00
Stéphane Adjemian (Charybdis) 602d266bba Removed useless variable + Cosmetic change. 2012-11-14 12:32:01 +01:00
Stéphane Adjemian (Charybdis) 4339673431 Removed useless variable in dynDate/eq. 2012-11-14 12:32:01 +01:00
Stéphane Adjemian (Charybdis) 2def9f88dd Adapted unitary to the previous commit (#9dc16fc765bfd8957dbe24a2ac1244fbde1edf09). 2012-11-14 12:32:01 +01:00
Stéphane Adjemian (Charybdis) 131c423059 Changed behavior of eq overloaded method (dynDate class). Trigger an error message if the two compared objects have no common frequency. 2012-11-14 12:32:01 +01:00
Stéphane Adjemian (Charybdis) 3c911e5b2c Updated copyright. 2012-11-14 12:32:01 +01:00
Stéphane Adjemian (Charybdis) c40dd62531 Fixed error messages. 2012-11-14 12:32:01 +01:00
Stéphane Adjemian (Charybdis) cae06f3d80 Added unitary test in colon overladed method (dynDate). 2012-11-14 12:32:01 +01:00
Stéphane Adjemian (Charybdis) 1df227ce21 Updated copyright. 2012-11-14 12:32:01 +01:00
Stéphane Adjemian (Charybdis) 244395c2e7 Changed subsref overloaded method in dynDate class.
Allow to populate an empty dynDate object or update a dynDate object. For instance, if we instantiate
the dynDate class as follows:

a = dynDate()

a is an empty dynDate object. We can "populate" this object as follows

a('1938Q4')

Note however that a ins not modified in place (due to a limitation of Octave's class design), a copy
has to be made.
2012-11-14 12:32:01 +01:00
Stéphane Adjemian (Charybdis) 52ebca922b Updated copyright. 2012-11-14 12:32:01 +01:00
Stéphane Adjemian (Charybdis) 05cfedfd51 Added comment. 2012-11-14 12:32:01 +01:00
Stéphane Adjemian (Charybdis) 50a2f94197 Updated copyright 2012-11-14 12:32:01 +01:00
Stéphane Adjemian (Charybdis) c1616872a4 Removed useless path informations in (dynSeries) horzcat overloaded method. 2012-11-14 12:32:00 +01:00
Stéphane Adjemian (Charybdis) d92a7775b9 Removed debug info in first unitary test of dynSeries constructor. 2012-11-14 12:32:00 +01:00
Stéphane Adjemian (Charybdis) bc1276a218 Removed useless path information in unitary test (dynSeries constructor). 2012-11-14 12:32:00 +01:00
Stéphane Adjemian (Charybdis) b8803c149e Added unitary test for dynSeries class. 2012-11-14 12:32:00 +01:00
Houtan Bastani ddddb5ad0f console => nodisplay (Completes ticket #282) 2012-11-12 16:48:44 +01:00
Stéphane Adjemian (Charybdis) 34bcc9a20a Added burnside asset pricing model in tests/ep. 2012-11-09 14:32:44 +01:00
Stéphane Adjemian (Charybdis) 59247ddcfa Added test mod file in tests/particle (not to be used in the testsuite). 2012-11-09 14:32:44 +01:00
Houtan Bastani f77e0cc59d fix typo in manual 2012-11-08 11:31:19 +01:00
Houtan Bastani c6a330ff7d add xfail test for all_values_required 2012-11-07 18:13:42 +01:00
Houtan Bastani feced78ee6 make check: support xfail tests 2012-11-07 18:13:41 +01:00
Houtan Bastani 76ccaac947 make check: remove unused output from test file 2012-11-07 18:13:41 +01:00