81f7f8a4d4
reporting: check user input for table class
2013-03-14 19:15:00 +01:00
12b2b96ab0
reporting: allow selection of series in table
2013-03-14 18:45:10 +01:00
2116ab0f4c
reporting: xrange & yrange
2013-03-14 18:37:31 +01:00
1d3dc37781
Allow declaration of dates with lowercase frequencies.
2013-03-14 18:35:35 +01:00
f3f985dd37
Removed useless addpath command from unitary test.
2013-03-14 18:35:35 +01:00
8328be5b8d
Fixed bug (missing time member).
2013-03-14 18:35:35 +01:00
862b4e1b6c
Removed isint function in @dynSeries/private.
2013-03-14 18:35:35 +01:00
4e67db9339
Added missing header license.
2013-03-14 18:35:35 +01:00
5bdce2db3e
Changed unitary test.
2013-03-14 18:35:35 +01:00
87e7bc042d
Cosmetic change.
2013-03-14 18:35:35 +01:00
ae789516c1
Added unitary test.
2013-03-14 18:35:35 +01:00
7e057d1711
Changed unitary test.
2013-03-14 18:35:35 +01:00
846aff99fd
Removed useless addpath command from unitary tests.
2013-03-14 18:35:35 +01:00
a18766d676
Cosmetic change.
2013-03-14 18:35:35 +01:00
2152453c7d
Added unitary test.
2013-03-14 18:35:35 +01:00
e4cad0762a
Cosmetic change.
2013-03-14 18:35:35 +01:00
1e4fd736ee
Added unitary test. Removed useless addpath commands from unitary test.
2013-03-14 18:35:35 +01:00
2ee2f0df93
Removed commented lines of code.
2013-03-14 18:35:35 +01:00
c023fdd71c
Rewrote @dynSeries/subsref recursively. Improved error messages. Fixed bugs (missing time member).
2013-03-14 18:35:35 +01:00
52b0f6db00
Added missing header (license).
2013-03-14 18:29:42 +01:00
0b2fd4c8da
Fixed header.
2013-03-14 18:29:42 +01:00
4dfd6bfbdf
dynSeries bug fix: add time to date slice
2013-03-14 15:05:09 +01:00
b1abf17050
reporting: change way to create temporary file
2013-03-14 14:46:32 +01:00
6541ce2325
Fixed bug in @dynSeries/extract method (missing time member).
2013-03-14 14:48:36 +01:00
59f436dc44
Fixed unitary tests for @dynDate/subsref method.
2013-03-14 14:48:36 +01:00
2ca26ca89a
Rewrote @dynDate/subsref method recursively. Improved error messages.
2013-03-14 14:48:36 +01:00
46e965f3ec
reporting: code cleanup
2013-03-14 11:26:33 +01:00
41efff0d7b
reporting: simplified commands
2013-03-14 11:26:33 +01:00
6b397e1dd8
Fixed unitary tests. @dynDates/sort and @dynDates/unique methods have to be called without (empty) parenthesis.
2013-03-14 11:08:34 +01:00
d3ba208e8d
Rewrote @dynDates/subsref method recursively. Improved error messages.
2013-03-14 11:08:34 +01:00
919ee41c23
Completed header.
2013-03-14 11:08:34 +01:00
551971dc50
Moved shiftS function.
2013-03-14 11:08:34 +01:00
6d86ed7c3e
Added the possibility to create a sub dynDates object. Added unitary test.
...
*Example* Let dd be a dynDate object:
d1 = dynDate('1966Q4');
d2 = dynDate('2013Q1');
dd = d1:d2;
then dd(2:5) is also dynDates object for the dates 1967Q1, 1967Q2, 1967Q3 and 1967Q5.
2013-03-14 11:08:34 +01:00
4444075530
Fixed bug.
2013-03-14 11:08:34 +01:00
ca0168e254
Added the possibility to extract a dynDate object from a dynDates object.
...
*Example* If a dynDates object is built as follows
d1 = dynDate('1966Q4');
d2 = dynDate('2013Q1');
dd = d1:d2;
then dd(2) is a dynDate object (should be equal to dynDate('1967Q1')).
2013-03-14 11:08:34 +01:00
2dad114eec
Added a new interface to instantiate dynDate objects.
...
Call dynDate constructor with two arguments: teh first one is a 2*1 vector of integers (for time), the second one is a scalar integer (for freq).
2013-03-14 11:08:34 +01:00
96f8716be6
Removed useless addpath commands in unitary tests.
2013-03-14 11:08:34 +01:00
5492f88bee
Added the possibility to return a subsample from a dynSeries.
...
If ts is a dynSeries object, then the following syntax is valid:
t0 = dynDate('1950Q1') ;
t1 = dynDate('2000Q3') ;
range = t0:t1 ;
ds = ts(range);
Note that the dates in range do not need to be contiguous or sorted in increasing order.
2013-03-14 11:08:34 +01:00
64ddca513d
dynSeries: making possible to concatanate empty series; fixing bugs
2013-03-13 12:58:40 +01:00
ebf93d672f
stochastic extended path: additional changes
2013-03-12 09:36:58 +01:00
dd75baa9b4
stochastic extended path: new algorithm with leaner tree, new hybrid
...
option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
2013-03-11 16:09:08 +01:00
195ed8baac
Make storage of moments consistent with manual
...
The deciles of some posterior moments were erroneously saved in a field
Distribution, while the manual specifies they are name deciles.
2013-03-10 19:46:31 +01:00
18ed9daafe
reporting: make errors more clear
2013-03-08 19:25:24 +01:00
8d36cc802c
reporting: table
2013-03-08 18:59:26 +01:00
22caa866b7
Allows syntax like db = A.data(:,3:15), where A is a dynSeries object.
2013-03-08 17:50:04 +01:00
1c29970c6d
Call merge method, added unitary tests.
2013-03-08 17:50:04 +01:00
cefbf45a9c
Fixed bug + Cosmetic changes.
2013-03-08 17:50:04 +01:00
be57a4b0be
Added merge method to dynSeries class.
2013-03-08 17:50:04 +01:00
5c8efaae6c
More explicit error message when posterior mode file is outdated
2013-03-08 14:31:15 +01:00
578368954e
reporting (WIP)
2013-03-07 16:40:12 +01:00
8d941931a0
Fix bug introduced in ae82c28
2013-03-05 10:31:39 +01:00
ae82c284dc
Deleting redundant line and initializing arrays
...
Deleted redundant global statement and initialized arrays used
2013-03-01 11:52:11 -05:00
69b385ccd4
Bugfix in PosteriorIRFs
...
Fixed ancient copy and paste mistake from stoch_simul for relative IRFs
in Posterior IRFs
2013-02-28 12:00:40 -05:00
46a59423f2
Revert "Remove unused options_.verbosity"
...
This reverts commit cacb0470f8#295 .
2013-02-28 12:20:21 +01:00
0219301e23
reporting (WIP)
2013-02-27 13:18:53 +01:00
a64ec3b156
Reorganization of warnings
...
- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
cacb0470f8
Remove unused options_.verbosity
2013-02-26 15:14:33 +01:00
bbd95b3a60
adding Ed Herbst fast implementation of the Kalman filter and test
...
cases with timing. Still needs preprocessor interface (option) and documentation.
2013-02-21 17:47:16 +01:00
78f8f04598
reporting (WIP)
2013-02-18 18:16:44 +01:00
4fa141762d
fix copyright dates
2013-02-15 11:58:30 +01:00
3c69ee04eb
new file that returns only the index for resampling particles
2013-02-15 10:35:32 +01:00
22a29ab068
modification of the resampling procedure: only one call for all methods
2013-02-15 10:35:32 +01:00
155f6f3bf7
modification in the call of resampling: only one call now
2013-02-15 10:35:32 +01:00
9df3857966
Huge modification of the file: uses now the PCA to orthogonalize the state variables to resample
...
in order to use independent smooth resampling; modification of the input of the procedure since
now no partition is required
2013-02-15 10:32:58 +01:00
d440767b03
minor modification in the call of the smooth resampling procedure
2013-02-15 10:32:58 +01:00
fefb3528c4
modification to make it comformable with the changes in resample.m
2013-02-15 10:32:58 +01:00
51c5363850
modification of the output to make it conformable with the modification in resample.m
2013-02-15 10:32:58 +01:00
920d2af8d3
modification of the resampling procedure: only one call for all
2013-02-15 10:32:58 +01:00
1d1137bf4f
reporting (WIP)
2013-02-14 18:14:44 +01:00
fe5f61db61
reporting (WIP)
2013-02-12 14:53:36 +01:00
73218bd88e
bug fix to properly trap different reasons why unique solution is not obtained
2013-02-08 14:31:49 +01:00
012c1743dd
bug fixes for when run_smoother==0
2013-02-08 14:30:40 +01:00
931b22cb26
option kalman_algo was not properly managed by gsa toolbox
2013-02-08 14:29:52 +01:00
fac7319284
@dynDate.display(): simplify the code by reusing format()
2013-02-07 15:28:43 +01:00
cfa28a58d3
Add display method for dynDate and dynDates classes
2013-02-05 14:49:30 +01:00
3a599aee84
Add subsasgn methods to dynDate and dynDates
...
The rationale is that, in the absence of a subsasgn method, MATLAB and Octave
behave differently. The former refuses any data member update, while the latter
allows all. Providing an implementation is therefore required to have uniform
behavior.
2013-02-05 14:32:08 +01:00
53f7ab33f3
Remove obsolete dynTime class
2013-02-05 14:30:49 +01:00
597b850890
Fix typo
2013-02-05 12:49:41 +01:00
68dff500ca
bug fix: typo
2013-02-05 11:18:43 +01:00
f0ef6c930a
Removed call to gaussian_filter_bank routine in sequantial_importance_particle_filter.
2013-02-05 10:37:11 +01:00
aa9bbf8f06
Add missing semicolons
2013-01-30 16:58:15 +01:00
bb9c9c566d
Bug fix when there are no shocks estimated.
2013-01-23 11:53:07 +01:00
af6bc73695
Stores the status of a deterministic simulation using bytecode in oo_.deterministic_simulation.status
2013-01-18 17:05:10 +01:00
fb6762a972
Considers a pathological case where a static model is dynamically simulated
2013-01-18 17:03:12 +01:00
47022b12c3
Considers a pathological case where the dynamic model is simulated on one period
2013-01-18 17:02:15 +01:00
fb127d010e
Correction of a bug in controlled exogenous variables indexation
2013-01-18 17:00:04 +01:00
eed3651d6e
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
14ed3d94a9
Ensure that running check without stoch_simul still sets oo_.dr.eigval
...
This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
00485425c1
Fix crash in conditional_forecast
2013-01-15 12:48:56 +01:00
9334d762e1
* matlab/@dynSeries/private/horzcat2.m: added missing update of 'time' member
2013-01-13 11:01:32 +01:00
a74069c91d
* matlab/@dynDates/append.m: added the possibility to append a
...
dynDates object. Duplicate dates are permitted and not checked for.
2013-01-13 10:53:23 +01:00
842b8875f2
* matlab/@dynDates/subsref.m: adding sub_sample subsref to dynDates
2013-01-13 10:24:16 +01:00
e6541dabcc
* matlab/@dynSeries/subsref.m: removed spurious code introduced in
...
previous commit
2013-01-13 09:14:57 +01:00
4f7606f5a1
* matlab/@dynDate: started changing references to dynTime by
...
dynDates; dynDate can be initialized with a single dynDate
2013-01-12 21:39:54 +01:00
15fa7fc840
* matlab/@dynDate/colon.m: fixed bug when there is only one series
2013-01-12 21:36:01 +01:00
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
a4681b5092
Don't fail when all values are NaN/Inf
2013-01-07 17:03:47 +01:00
5c88338965
Fix mode_compute=3 under Octave
2013-01-07 15:40:48 +01:00
8c7e3d46ed
Document when mode_compute={1,3,7} are available, and error with an informative message if not
2013-01-07 15:40:45 +01:00
ad8b615771
Use maximum_endo_lag instead of maximum_lag
...
Closes : #292
2013-01-07 10:40:49 +01:00
Houtan Bastani
Stéphane Adjemian (Ulysses)
Michel Juillard
Johannes Pfeifer
Sébastien Villemot
Frédéric Karamé
Marco Ratto
Ferhat Mihoubi