 Stéphane Adjemian (Ryûk)
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d841fc7cc2
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Do not run integration tests for NLS with Octave.
Also moved some integration tests.
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2021-12-19 17:20:15 +01:00 |
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Stéphane Adjemian (Ryûk)
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24c817afa7
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Add integration tests for NLS estimation.
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2021-12-17 18:02:24 +01:00 |
Sébastien Villemot
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49a396030b
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Yet another batch of Octave compatibility fixes
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2021-09-16 18:25:00 +02:00 |
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Sébastien Villemot
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7cbb86bb64
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Testsuite: rename estimation/univariate/ols/ols.mod
Under Octave, the +ols folder conflicts with the builtin ols() function.
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2021-02-09 16:58:07 +01:00 |
Houtan Bastani
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d242ed88a2
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dyn_ols: add date range option
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2019-03-26 15:04:16 +01:00 |
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Houtan Bastani
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9ab4c6f80d
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ols-style equations: handle additive elements separated by + and -
use same algorithm as in preprocessor to facilitate future changes
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2019-03-26 11:06:30 +01:00 |
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Houtan Bastani
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d7246b3489
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ols-style routines: allow user to specify parameters to be estimated
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2019-03-08 11:15:33 +01:00 |
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Houtan Bastani
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59ab4f4b34
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update tests
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2019-03-04 15:08:19 +01:00 |
Stéphane Adjemia (Scylla)
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0d5b310207
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Added integration tests (for constrained OLS).
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2018-12-07 19:54:33 +01:00 |
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Stéphane Adjemia (Scylla)
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bbf437bebd
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Replaced histograms by non parameteric density estimators + other cosmetic changes.
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2018-12-07 19:54:32 +01:00 |
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Stéphane Adjemia (Scylla)
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bfd9680f85
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Fixed encoding.
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2018-12-07 19:54:32 +01:00 |
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Houtan Bastani
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44e5a88ddd
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dyn_ols: use AST instead of regex to parse equations
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2018-12-07 19:54:32 +01:00 |
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Houtan Bastani
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8a2c38cf6c
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olsgibbs: save fitted values in dataset; allow use of dictionary as in dyn_ols
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2018-10-24 17:17:01 +02:00 |
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Stéphane Adjemia (Scylla)
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9a84129707
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Added integration for the bayesian estimation of a single equation.
Uses a Gibbs sampling algorithm.
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2018-10-06 16:59:00 +02:00 |