Commit Graph

5338 Commits (e0018f8bca66263eabface151347cfa70d6989f7)

Author SHA1 Message Date
Frédéric Karamé a96850a090 fix bugs on sorting variables.
test different cases before doing resampling
2012-11-16 12:25:44 +01:00
Frédéric Karamé f0fcfa3b62 fix bugs in the univariate smooth resampling approach. 2012-11-16 12:25:44 +01:00
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