Houtan Bastani
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e25b6a0a18
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Merge branch 'master' into ecb-master
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2018-08-23 10:58:54 +02:00 |
Houtan Bastani
|
ee93d9ddd1
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preprocessor: update submodule
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2018-08-23 10:53:32 +02:00 |
Houtan Bastani
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6ec9758313
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update var_expectation code and tests for change in field name
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2018-08-23 10:38:39 +02:00 |
Houtan Bastani
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50fbc8026c
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preprocessor: submodule update
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2018-08-23 10:38:39 +02:00 |
Stéphane Adjemia (Scylla)
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e3a9a8675e
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Updated preprocessor submodule.
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2018-08-22 16:19:25 +02:00 |
Houtan Bastani
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0a7083d6a6
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preprocessor: submodule update
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2018-08-22 12:18:55 +02:00 |
Stéphane Adjemia (Scylla)
|
cd05b9ba8f
|
Cosmetic changes.
|
2018-08-22 11:49:30 +02:00 |
Stéphane Adjemia (Scylla)
|
2b6ee881a4
|
Efficiency changes.
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2018-08-22 11:49:15 +02:00 |
Stéphane Adjemia (Scylla)
|
442a70e905
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Added missing semicolon.
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2018-08-21 21:56:01 +02:00 |
Stéphane Adjemia (Scylla)
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4a0b3ffe7e
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Adapted matlab code to new TREND_COMPONENT auxiliary model.
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2018-08-21 21:49:58 +02:00 |
Stéphane Adjemia (Scylla)
|
38b2593e31
|
Efficiency changes.
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2018-08-21 21:02:20 +02:00 |
Houtan Bastani
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322682635f
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get_ar_ec_matrices: fix bug in ordering of ec matrix
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2018-08-20 14:58:52 +02:00 |
Houtan Bastani
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b27267da9b
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get_ar_ec_matrices: changes for introduction of trend_component_model statement
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2018-08-20 10:57:26 +02:00 |
Houtan Bastani
|
7c541b3bba
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preprocessor: submodule update
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2018-08-20 10:52:06 +02:00 |
Stéphane Adjemia (Scylla)
|
7580153599
|
Updated preprocessor submodule.
|
2018-08-20 09:39:09 +02:00 |
Stéphane Adjemia (Scylla)
|
7d6296f7a6
|
Fixed bug introduced by 42bba08887 .
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2018-08-17 21:42:09 +02:00 |
Stéphane Adjemia (Scylla)
|
e50bb1566e
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Updated dseries submodule.
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2018-08-16 16:42:25 +02:00 |
Stéphane Adjemian(Charybdis)
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822446c043
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Added missing copyright headers.
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2018-08-15 22:05:47 +02:00 |
Stéphane Adjemian(Charybdis)
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42bba08887
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Make the code robust to the order of declaration of the estimated parameters.
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2018-08-15 22:03:33 +02:00 |
Stéphane Adjemian(Charybdis)
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15ad3cebcf
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Fixed indexation bug (last autoregressive parameter was missing).
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2018-08-15 22:03:01 +02:00 |
Stéphane Adjemian(Charybdis)
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c0d3cfde23
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Merge branch 'master' into ecb-master
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2018-08-14 16:51:35 +02:00 |
Stéphane Adjemian(Charybdis)
|
57c6eaad07
|
Updated preprocessor submodule.
|
2018-08-14 16:50:30 +02:00 |
Stéphane Adjemian(Charybdis)
|
702e6d4cc7
|
Fixed lag number in PAC equation.
The number of autoregressive parameters has to be equal to the number of lags
in the PAC equation.
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2018-08-13 12:41:37 +02:00 |
Stéphane Adjemian(Charybdis)
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f70712d086
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Merge branch 'master' into ecb-master
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2018-08-13 12:36:40 +02:00 |
Stéphane Adjemian(Charybdis)
|
e1a20dfb92
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Updated preprocessor submodule.
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2018-08-13 12:35:32 +02:00 |
Stéphane Adjemian(Charybdis)
|
8b3ba814c7
|
Fixed PAC index for target variable in companion VAR.
|
2018-08-10 15:42:13 +02:00 |
Stéphane Adjemian(Charybdis)
|
8a6d23f471
|
Merge branch 'master' into ecb-master
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2018-08-10 15:37:26 +02:00 |
Stéphane Adjemian(Charybdis)
|
451385774b
|
Cosmetic changes.
|
2018-08-10 15:36:41 +02:00 |
Stéphane Adjemian(Charybdis)
|
86445832fd
|
Added routine returning true iff a variable is an auxiliary variable.
|
2018-08-10 14:52:22 +02:00 |
Houtan Bastani
|
ca9633f79a
|
Merge remote-tracking branch 'origin/master' into ecb-master
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2018-08-09 14:08:14 +02:00 |
Houtan Bastani
|
25f19c3d32
|
preprocessor: submodule update
|
2018-08-09 14:05:23 +02:00 |
Stéphane Adjemian(Charybdis)
|
349cd25b8a
|
Added an integration test for VAR_EXPECTATION_MODEL.
+ small cosmetic changes.
|
2018-08-09 09:05:39 +02:00 |
Stéphane Adjemian(Charybdis)
|
f8f8ce5120
|
Added integration tests for VAR_EXPECTATION_MODEL.
|
2018-08-08 22:58:27 +02:00 |
Stéphane Adjemian(Charybdis)
|
c28c8187e8
|
Fixed typo.
|
2018-08-08 16:23:15 +02:00 |
Stéphane Adjemian(Charybdis)
|
8033b2737e
|
Added routines for VAR_EXPECTATION_MODEL.
|
2018-08-08 15:53:55 +02:00 |
Stéphane Adjemian(Charybdis)
|
988015e6a3
|
Merge branch 'master' into ecb-master
|
2018-08-08 15:46:49 +02:00 |
Stéphane Adjemian(Charybdis)
|
1eb9fad16e
|
Updated preprocessor submodule.
|
2018-08-08 15:45:35 +02:00 |
Stéphane Adjemian(Charybdis)
|
6a5b92ffe7
|
Merge branch 'master' into ecb-master
|
2018-08-06 21:40:07 +02:00 |
Stéphane Adjemian(Charybdis)
|
447c5f8b96
|
Updated preprocessor submodule.
|
2018-08-06 21:38:41 +02:00 |
Stéphane Adjemian(Charybdis)
|
c9a38c4de7
|
Merge branch 'master' into ecb-master
Fixed conflicts:
- tests/run_block_byte_tests_octave.m
|
2018-08-04 21:08:08 +02:00 |
Stéphane Adjemian(Charybdis)
|
5b30ed34ae
|
Allow calls to get_companion_matrix routine with only one argument.
|
2018-08-04 20:15:52 +02:00 |
Stéphane Adjemian(Charybdis)
|
dc026329a7
|
Cosmetic change.
|
2018-08-04 20:14:28 +02:00 |
Stéphane Adjemian(Charybdis)
|
28a1d6086d
|
Updated preprocessor submodule.
|
2018-08-04 20:10:24 +02:00 |
Sébastien Villemot
|
13526bcbce
|
Octave now has the same graphical waitbar as MATLAB (for MCMC progress)
|
2018-08-02 15:33:18 +02:00 |
Sébastien Villemot
|
d03cc56587
|
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
The gmres() function has been implemented (actually since Octave 3.4.1!).
|
2018-08-02 15:20:39 +02:00 |
Sébastien Villemot
|
fda021855c
|
Fix forecast command with deterministic exogenous and linear option
Closes #1608
|
2018-08-02 14:20:51 +02:00 |
Sébastien Villemot
|
b055f63faf
|
Update preprocessor submodule
|
2018-08-01 19:45:33 +02:00 |
Stéphane Adjemian(Charybdis)
|
f830fb7d53
|
Updated dseries submodule.
|
2018-07-31 12:55:17 +02:00 |
Stéphane Adjemian(Charybdis)
|
2ffa2b2403
|
Merge branch 'master' into ecb-master
|
2018-07-30 15:39:55 +02:00 |
Stéphane Adjemian(Charybdis)
|
42e8a779bf
|
Updated preprocessor submodule.
|
2018-07-30 15:38:13 +02:00 |