Commit Graph

3963 Commits (e36516f76699d9df18344df92f73d62ca681538a)

Author SHA1 Message Date
Stéphane Adjemian (Penelope) e36516f766 Same as commit #92adc85d04217c05af1288bb77806ed9c73fd85f for ygrowth and ydiff methods. 2013-11-14 14:30:19 +01:00
Stéphane Adjemian (Penelope) 61cf9899e1 Fixed bug (dates member was not updated). 2013-11-14 14:29:29 +01:00
Stéphane Adjemian (Penelope) 98dde877ab Cosmetic changes. 2013-11-14 13:43:31 +01:00
Stéphane Adjemian (Penelope) 18749508e4 Fixed bug in @dseries/save.
The default value of the file name (without extension) was wrong when the method was called with the dot notation.
2013-11-14 12:55:11 +01:00
Stéphane Adjemian (Penelope) 92adc85d04 Change renaming of the variables to be more consistent (qgrowth(X) instead of QGROWTH_X). 2013-11-14 10:04:10 +01:00
Stéphane Adjemian (Penelope) 400a4da434 Access the @dseries/pop method with dot notation. Fixed bug. 2013-11-14 00:13:31 +01:00
Stéphane Adjemian (Penelope) 824d1ed74d Cosmetic changes in unitary tests for @dseries/mtimes (initialize t in the try/catch block). 2013-11-14 00:03:34 +01:00
Stéphane Adjemian (Penelope) 844936cdc4 Fixed bug (wrong calling sequence to isdseries function). 2013-11-14 00:02:17 +01:00
Stéphane Adjemian (Penelope) d56ae08ccc Changed behaviour of @dseries/pop method. If only one argument is provided, remove the last variable. 2013-11-13 22:10:50 +01:00
Stéphane Adjemian (Scylla) 0d97252570 Fixed bug in @dseries/insert method when more than one variable has to be inserted. 2013-11-13 12:16:37 +01:00
Stéphane Adjemian (Scylla) b38082c558 Fixed header. 2013-11-13 12:15:02 +01:00
Stéphane Adjemian (Scylla) e0c4c937f3 Fixed bug (vobs member was not updated). 2013-11-13 11:24:27 +01:00
Stéphane Adjemian (Scylla) b43bfec85f Fixed typos. 2013-11-13 11:24:01 +01:00
Stéphane Adjemian (Scylla) 280825a3ca Access the @dseries/insert method with dot notation. 2013-11-13 11:00:22 +01:00
Stéphane Adjemian (Scylla) 6d4b6f6e67 Added missing unitary tests in the testsuite. 2013-11-13 10:59:44 +01:00
Stéphane Adjemian (Scylla) 9dd03751e2 Changed generated plots in unitary tests. 2013-11-12 18:42:07 +01:00
Stéphane Adjemian (Scylla) 7c91adadd5 Changed density (1200dpi->300dpi) for pdf, png and jpg outputs. 2013-11-12 18:19:37 +01:00
Stéphane Adjemian (Scylla) 14f306a0cf Fixed typos. 2013-11-12 17:19:33 +01:00
Stéphane Adjemian (Scylla) 1046089cef Rewrote @dseries/extract method. 2013-11-12 16:52:51 +01:00
Stéphane Adjemian (Charybdis) 9a72beceed Removed some restrictions in @dseries/eq overload operator: the variables in the compared dseries object need not to have the same names. 2013-11-08 15:19:13 +01:00
Stéphane Adjemian (Charybdis) 1d939bf685 Fixed typo. 2013-11-08 14:21:05 +01:00
Stéphane Adjemian (Charybdis) 0333629cb9 Changed x-labels in plot (with dates). Added commands for saving the generated plot in the unitary test of @dseries/baxter_king_filter. 2013-11-08 14:20:43 +01:00
Stéphane Adjemian (Charybdis) bcb6b5293a Fixed error messages in @dseries/align. 2013-11-08 09:45:10 +01:00
Stéphane Adjemian (Charybdis) 69525be77f Fixed bug in @dseries/align (update dates member of the second input argument). 2013-11-08 09:44:34 +01:00
Stéphane Adjemian (Charybdis) b9af2f31fb Fixed bug appearing if FREQ__ is not specified but INIT__ is (wrong default). Note that we never need to specify FREQ__ which is deduced from INIT__. 2013-11-07 15:03:18 +01:00
Stéphane Adjemian (Scylla) 34e5f48752 Use isdseries and fixed bug introduced in commit fbb38d5576. 2013-11-06 22:43:43 +01:00
Stéphane Adjemian (Scylla) fbb38d5576 Renamed time member as dates (in dseries class) to avoid confusion with dates class' time member. 2013-11-06 17:41:11 +01:00
Stéphane Adjemian (Scylla) 805d4dda67 Added isdseries routine. Returns 1 if the input is a dseries object, 0 otherwise. 2013-11-06 17:15:19 +01:00
Stéphane Adjemian (Scylla) 92679a463f Check that the second input is a dseries object in @dseries/merge. 2013-11-06 16:59:32 +01:00
Stéphane Adjemian (Scylla) 4a2a9af021 Removed useless condition. 2013-11-06 16:56:21 +01:00
Stéphane Adjemian (Scylla) cecd56e457 Renamed getDatesCellStringArray routine as strings. Factorized code. 2013-11-06 14:53:36 +01:00
Stéphane Adjemian (Scylla) 8429321547 Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
Stéphane Adjemian (Scylla) 7e779ed506 Removed debugging info in unitary test. 2013-11-06 10:58:59 +01:00
Stéphane Adjemian (Scylla) e6a18c8209 Added checks for octave and matlab version.
Behaviour of unique has changed after R2012b. We force the old behaviour to keep compatibility with Octave's implementation of the unique function.

Also removed useless condition.
2013-11-06 10:47:24 +01:00
Stéphane Adjemian (Scylla) 1f80af75c1 Rewrote header. 2013-11-06 10:01:47 +01:00
Stéphane Adjemian (Scylla) 71045299a4 Rewrote @dates/union more compactly (code factorization). 2013-11-06 09:42:18 +01:00
Stéphane Adjemian (Scylla) 1ac115ac2b Fixed typo in header. 2013-11-06 09:16:40 +01:00
Stéphane Adjemian (Scylla) e4ae889886 Cosmetic change. 2013-11-06 08:39:55 +01:00
Stéphane Adjemian (Scylla) f98ef6b3fb Rewrote header and removed useless condition. 2013-11-06 08:39:06 +01:00
Johannes Pfeifer 8dc13c12d8 Add missing function check_for_calibrated_covariances.m 2013-11-06 07:13:35 +01:00
Sébastien Villemot a72cc3ff48 Merge remote-tracking branch 'github/master' 2013-11-05 17:17:53 +01:00
Stéphane Adjemian (Scylla) d6a6c42054 Removed useless condition (first argument has to be a dates object). 2013-11-05 17:00:02 +01:00
Stéphane Adjemian ead332ed97 Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
Bugfixes for correlated shocks
2013-11-05 07:49:37 -08:00
Stéphane Adjemian (Scylla) 7e70af88a9 Removed useless condition (first argument has to be a dates object). 2013-11-05 16:28:23 +01:00
Stéphane Adjemian (Scylla) 9795edd892 Removed useless condition (first argument has to be a dates object). 2013-11-05 16:27:16 +01:00
Stéphane Adjemian (Scylla) e8be29e97c Removed comments. 2013-11-05 16:26:16 +01:00
Sébastien Villemot 8a6e23845b Merge remote-tracking branch 'jpfeifer/mode_compute' 2013-11-05 16:20:04 +01:00
Johannes Pfeifer fddee8e1db Bugfixes for correlated shocks
Uses preprocessing capabilities introduced in 07137e804b

Fixes #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
Sébastien Villemot be983fa363 Merge pull request #518 from JohannesPfeifer/check_covariance
Add function to check covariances for consistency
2013-11-05 06:42:08 -08:00
Johannes Pfeifer 68a33a76d8 Add function to check covariances for consistency in stochastic simulations 2013-11-05 15:36:06 +01:00