8a6e23845b
Merge remote-tracking branch 'jpfeifer/mode_compute'
2013-11-05 16:20:04 +01:00
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804bFixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
be983fa363
Merge pull request #518 from JohannesPfeifer/check_covariance
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Add function to check covariances for consistency
2013-11-05 06:42:08 -08:00
68a33a76d8
Add function to check covariances for consistency in stochastic simulations
2013-11-05 15:36:06 +01:00
42453b4887
Rewrote @dates/min function more compactly (as in commit 88389316fa).
2013-11-05 14:46:00 +01:00
ac8303ed59
dynSeries: add possibility to merge with an empty series
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adding comments
2013-11-05 12:46:30 +01:00
88389316fa
Rewrote more compactly @dates/max function.
2013-11-04 19:21:00 +01:00
8568292fcd
Fixed bug that pops up when adding an empty dates object with a non empty dates object.
2013-11-04 19:13:53 +01:00
d8f1201a84
Fixed bug (undefined object).
2013-11-04 19:12:17 +01:00
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
8f93af16e1
Added method likecode for @dates/length.
2013-11-04 18:26:45 +01:00
a88a7a0ac5
Added method like call for @dates/isempty.
2013-11-04 18:02:15 +01:00
27f525e1e4
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
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Closes #515
2013-11-04 16:02:28 +01:00
1a8bba6393
Allow a custom function named 'prior' as a value for 'mode_compute' option
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Closes #507
2013-11-04 15:42:59 +01:00
15534c171d
add commands for package installations
2013-11-04 15:16:13 +01:00
5bdc73541f
add missing package to OS X install
2013-11-04 15:14:44 +01:00
2078e06b16
Take care of matlab's version when using builtin intersect function.
2013-11-04 10:55:46 +01:00
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
7518a46de0
Fixed bug. Function isdates should not be located in @dates folder, otherwise the function is not found if the input argument is not a dates object (which makes the function useless).
2013-11-04 08:18:18 +01:00
b81159f12c
adding comments
2013-11-03 11:40:36 +01:00
d6108caf52
Update build from source for OS X (homebrew science)
2013-10-31 15:13:41 +01:00
b79f7e5559
Merge pull request #513 from JohannesPfeifer/improved_messages
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Add more explicit information in case of singularity problem
2013-10-31 02:17:07 -07:00
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +01:00
63f8a731d9
Cosmetic changes.
2013-10-30 09:32:51 +01:00
07137e804b
preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392
2013-10-29 15:02:07 +01:00
9230a1ea0d
fix header to remove compilation warning
2013-10-29 12:47:40 +01:00
2d4a42c01f
missing semicolon
2013-10-29 12:38:28 +01:00
9b22dc8096
Refuse non-stationary endogenous variables in deflators.
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It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
f889760f61
Reactivate and fix the test for the balanced growth path.
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If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
4e7806d71c
Merge pull request #510 from FerhatMihoubi/master
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Various fixes by Ferhat
2013-10-28 23:25:05 -07:00
6b09ef8760
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
(cherry picked from commit 8ce11bc848
2013-10-28 18:58:40 +01:00
37876b2c2b
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
9df1b8548e
Merge branch 'master' into remove-dynDate-class
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Conflicts:
matlab/reports/@report_series/getLine.m
matlab/reports/@report_series/write.m
matlab/reports/@report_table/report_table.m
matlab/reports/@report_table/write.m
2013-10-28 15:04:21 +01:00
f4cee9d5e5
Corrects a bug in the way to test for the presence of the global variables
2013-10-28 14:26:42 +01:00
051213f798
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
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- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
8ce11bc848
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
2013-10-27 10:56:11 +01:00
70969e4e46
Use @dates/double as a method.
2013-10-24 14:55:37 +02:00
ed9babae26
Added missing constructor for dates of the form dates(DATES, DATES, DATES, ...).
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Calls hozcat method.
2013-10-24 09:47:59 +02:00
901ab2758c
Fixed bug (dates constructor of the form dates(FREQ, YEAR, SUBPERIOD) when FREQ is given by a character).
2013-10-24 09:42:15 +02:00
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
84dd46d9e5
Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
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Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
f3b8ab806a
Merge pull request #502 from JohannesPfeifer/predetermined_var_documentation
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Improve on documentation regarding treatment of predetermined variables
2013-10-22 05:04:59 -07:00
0d8fce0847
Improve on documentation regarding treatment of predetermined variables
2013-10-22 11:20:05 +02:00
6128338a15
Added missing tag for triggering the unitary tests in @dates/double.
2013-10-21 11:53:33 +02:00
d31a2674e8
Renamed dynDates2decimal as double, added doc/header and unitary tests.
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The advantage of this change is that we can put dates in an array of
doubles. For instance, assuming that A is a 2*1 vector, the following
syntax is allowed:
A(1) = dates('1945Q3');
A(2) = dates('1938Q4');
Matlab/Octave calls the overload double function to convert the dates as
a double.
2013-10-21 11:50:21 +02:00
bfb5421182
Removed useless routine.
2013-10-18 22:58:47 +02:00
9a07e5c49d
Fixed unitary test.
2013-10-18 22:55:53 +02:00
6de19c16ab
dynSeries --> dseries.
2013-10-18 17:56:18 +02:00
d86d713cf4
Renamed dynSeries class as dseries.
2013-10-18 17:38:43 +02:00
0056751215
Fixed bug relatated with tex names.
2013-10-18 16:44:18 +02:00
Sébastien Villemot
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Michel Juillard
Houtan Bastani
ferhat