e0018f8bca
Added overload subsasgn method in dynSeries class.
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Following syntax:
ts{'GDP_US'} = ts.{'GDP_US'}.log
applies the log function to the variable GDP_US in the dynSeries object ts. Note that this works on an arbitrary number of variables and that regular expressions can be used (see previous commits).
2012-12-12 16:16:11 +01:00
732d321606
Added the possibility to get the name of the i-th variable in a dynSeries object.
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The following syntax
A.name{i}
where A is a dynSeries object, returns the name of the i-th variable in A.
2012-12-12 16:16:11 +01:00
1f48a2bffe
Added overloaded mrdivide method in dynSeries class.
2012-12-12 16:16:11 +01:00
b48e0a8d75
Added set_names method in dynSeries class.
2012-12-12 16:16:11 +01:00
65bc1f2980
Fixed texinfo header.
2012-12-12 16:16:11 +01:00
96dea568b1
Added overload mtimes method in dynSeries class.
2012-12-12 16:16:11 +01:00
7878b806d6
Cosmetic changes.
2012-12-12 16:16:11 +01:00
2b6915cf8f
Added missing init and tex member in overload plus method (dynSerie class).
2012-12-12 16:16:10 +01:00
ad68019a06
Added overload minus method in dynSeries class.
2012-12-12 16:16:10 +01:00
f1a4ac5fff
Added overloaded uminus method in the dynSeries class.
2012-12-12 16:16:10 +01:00
1de31adf34
Added overload plus method for dynSeries class.
2012-12-12 16:16:10 +01:00
e27dd38c7f
Added overloaded isempty function for dynSeries class.
2012-12-12 16:16:10 +01:00
9ec22085b0
Fix wrong count of forward looking vars in check with block option
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Bug introduced in c121aa14b1
2012-12-11 18:10:01 +01:00
bcb59e373d
fixed bug in conditional forecasts whith constraints on only one period
2012-12-10 21:14:00 +01:00
32b68b713b
fixed bug in computation of derivative of erf() function
2012-12-07 21:46:50 +01:00
2098beb089
Added save method (m, mat, csv formats) in dynSeries class.
2012-12-07 16:43:06 +01:00
73c96097bd
Append 'Y' to yearly dates.
2012-12-07 16:43:06 +01:00
c858b366f9
Added dot access to format method (dynDate).
2012-12-07 16:43:06 +01:00
c6f3f531b6
Added missing csv file in /tests folder (used by unitary tests in dynSeries class).
2012-12-07 16:43:06 +01:00
96321a8afd
Added the possibility to select variables in a dynSeries object. It is possible to use regular expressions. Examples are given in unitary test #6 of subsref overloaded method.
2012-12-07 16:43:06 +01:00
e9458a8954
Removed useless functions (dynSeries).
2012-12-07 16:43:06 +01:00
78e9194fb4
Fixed horzcat overloaded method (dynSeries).
2012-12-07 16:43:06 +01:00
325b06de24
Updated texinfo headers.
2012-12-07 16:43:06 +01:00
454638d778
removed useless calls to set_default_options (already set in global_initialization.m)
2012-12-06 15:42:18 +01:00
38bc29ff05
clean up resol
2012-12-06 14:58:58 +01:00
0ab2c28fd5
-) fixed bugs when there is only one parameter estimated or when simulated moments uncertainty provides zero diagonal terms in the covariance matrix of model matrices;
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-) fixed bug in computing numerical derivatives of the LRE matrices in getJJ;
2012-12-05 09:46:12 +01:00
967eb63bbb
fix typo
2012-12-04 11:31:41 +01:00
2c545eaf8b
adding test case with lagged exogenous variable (currently fails)
2012-12-04 10:46:44 +01:00
e1527b215e
Added the possibility to populate an empty dynSeries object with a data file (csv, mat or m files).
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For instance, the following syntax is allowed:
dbload = dynSeries();
mydata = dbload('data_file.csv');
2012-12-03 16:15:37 +01:00
9783060575
Removed useless path instructions.
2012-12-03 16:15:37 +01:00
f89b5cfe38
Allow instantiation of dynSeries classw with a datafile (csv, mat or m). Fixed various bugs.
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For instance, the follwing syntax is allowed:
data = dynSeries('mydata.csv');
assuming that the csv file is in the matlab's path.
2012-12-03 16:15:36 +01:00
16cba161ac
Fixed bug (removed first row of data).
2012-12-03 16:15:36 +01:00
7f10bccf4a
Moved isweekly, ismonthly, isquaterly and isyearly routines from matlab/@dynSeries/private to matlab/utilities/dates. Adapted dynare_config conformably to these changes.
2012-12-03 16:15:36 +01:00
d4595a85a0
Moved get_cells_id routine from matlab/@dynSeries/private to matlab.
2012-12-03 16:15:36 +01:00
c100a04505
Moved check_file_extension routine from matlab/@dynSeries/private to matlab.
2012-12-03 16:15:36 +01:00
ce6f57a5cb
Fixed bug. Removed file extension.
2012-12-03 16:15:36 +01:00
118a823310
fixed bug in stochastic extended path for orders > 1
2012-12-02 14:28:38 +01:00
aafff99422
Fix breakage of static file introduced by 8c83135c
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In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
2012-12-01 23:32:24 +01:00
b77642d3a9
Remove unused stuff
2012-11-29 18:08:53 +01:00
8c83135c0f
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
b7c1f5ad05
Remove obsolete workaround for Octave 3.2
2012-11-29 16:44:51 +01:00
90c15ec9ef
Add ar option to estimation
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Closes : #276
2012-11-29 15:44:06 +01:00
c06bd0ae75
Support nograph option for posterior distribution plots
2012-11-29 14:52:33 +01:00
0421387732
Require Octave 3.6, since we use parfor
2012-11-29 14:52:33 +01:00
8eb6284b3c
Fixed bug (the name of the covariance matrix changed in previous commit).
2012-11-29 12:56:01 +01:00
2ff996d077
Do not build the tree for future shocks if options_.ep.stochastic.order = 0.
2012-11-29 12:56:01 +01:00
e84b8de476
Fixed typos.
2012-11-29 12:56:01 +01:00
f42446033c
Compute tensorial grid (based on a univariate gauss hermite quadrature) for future shocks by default.
2012-11-29 12:56:01 +01:00
c9469a3626
Buikd the tree of future shocks in setup_stochastic_perfect_foresight_model_solver routine.
2012-11-29 12:56:01 +01:00
74c856b727
Cosmetic change. Redifinition of the nodes (removed the division by the square root of two) so that the routine is specialized for the integration of functions with gaussian weights.
2012-11-29 12:56:01 +01:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Michel Juillard
Houtan Bastani
Marco Ratto