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11249 Commits (f1ed81aae27c2e7e835fd05ea0c3ef1be5f2a299)

Author SHA1 Message Date
Houtan Bastani ce62f689f2 pac_expectation: accept exogenous variables for growth argument 2018-02-15 15:34:15 +01:00
Houtan Bastani 9cd279bd4f preprocessor: pac_expectation: fix typo 2018-02-15 13:44:45 +01:00
Houtan Bastani 27e1f7885d README: further fixes associated with 84ed3ee51f 2018-02-13 17:45:42 +01:00
Houtan Bastani 84ed3ee51f update readme for homebrew changes 2018-02-13 17:31:50 +01:00
Houtan Bastani 46619280cc preprocessor: add PAC equation parameter info to pac_expectation output 2018-02-12 17:37:53 +01:00
Houtan Bastani b617060dff preprocessor: initialize value to suppress warning 2018-02-12 15:34:04 +01:00
Houtan Bastani fb037b77cd preprocessor: pac_expectation: add equation number info 2018-02-12 15:21:36 +01:00
Houtan Bastani 7d98fe84a5 preprocessor: pac_expectation: make growth parameter optional 2018-02-12 11:46:02 +01:00
Stéphane Adjemian (Charybdis) 3a052f500c Merge branch 'master' into ecb-master 
Fixed conflict in dseries submodule.
 2018-02-10 12:53:34 +01:00
Stéphane Adjemian (Charybdis) 350b8fb529 Updated dseries submodule (prevent initialization crash if unable to install X13 binary). 2018-02-10 12:24:20 +01:00
Stéphane Adjemian (Charybdis) c54d7dc55e Fixed timing issue in pac_expectation expansion. 2018-02-09 18:25:44 +01:00
Stéphane Adjemian (Charybdis) d857a78ca7 Fixed the test for the leaded variables in declared VAR model. 2018-02-09 18:15:50 +01:00
Stéphane Adjemian (Charybdis) c7bbcf6e8b Fixed header doc. 2018-02-09 17:57:14 +01:00
Houtan Bastani 90cde20e7e preprocessor: fix eval function 2018-02-09 17:24:21 +01:00
Houtan Bastani 93e6458b9a pac_expectation: fix substitution 2018-02-09 16:57:12 +01:00
Houtan Bastani 590f1cc42f preprocessor: fix typo 2018-02-09 15:49:55 +01:00
Houtan Bastani a2da797423 get_ar_matrices: handle ECM part if it exists 2018-02-09 15:22:25 +01:00
Houtan Bastani 8e7506736c preprocessor: remove extraneous print statement 2018-02-09 14:09:47 +01:00
Houtan Bastani c40d58d7c3 preprocessor: add equation info for RHS variables 2018-02-09 14:09:34 +01:00
Houtan Bastani b24286fad7 get_ar_matrices: take care of aux_diff 2018-02-09 12:32:06 +01:00
Houtan Bastani cb89727680 preprocessor: provide orig_symb_id and orig_lag if diff operator used on one variable 2018-02-09 12:30:55 +01:00
Houtan Bastani f012bc1069 preprocessor: fix bug in obtaining diff info 2018-02-09 12:17:07 +01:00
Houtan Bastani f3032370a9 get_ar_matrices: fix columns 2018-02-09 11:13:18 +01:00
Stéphane Adjemian (Charybdis) 8be229497a Added routine for evaluating the companion matrix of a VAR model. 2018-02-09 10:57:29 +01:00
Stéphane Adjemian (Charybdis) 3ece9c6c1e Updated header. 2018-02-09 10:45:52 +01:00
Stéphane Adjemian (Charybdis) 47fa23c0f6 Remved trailing empty matrices. 
Which are present if the model block has more lags than the VAR model.
 2018-02-09 10:41:43 +01:00
Stéphane Adjemian (Charybdis) 2161fed90f Check that there is no contemporaneous variables on rhs. 
And remove first element in the cell oo_.var.<MODEL_NAME>.ar if the check is passed.
 2018-02-09 10:37:03 +01:00
Stéphane Adjemian (Charybdis) 605c20d539 Removed artime field (which is not used). 2018-02-09 10:29:50 +01:00
Houtan Bastani eb70efca1a preprocessor: temporarily remove check to allow diff operator on RHS of VAR 2018-02-08 19:03:26 +01:00
Houtan Bastani f35403b694 get_ar_matrices: remove dependence on JSON 2018-02-08 18:29:10 +01:00
Houtan Bastani 4b772104d8 preprocessor: pac_expectation fixes 2018-02-08 18:17:08 +01:00
Houtan Bastani d253b1fccb get_ar_matrices: fix bug in column size 2018-02-08 17:50:12 +01:00
Houtan Bastani 715fdef667 preprocessor: remove extraneous write statement 2018-02-08 16:01:47 +01:00
Houtan Bastani d70af41c2c preprocessor: var_model: pac_expectation: add more information to var_model 2018-02-08 13:07:15 +01:00
Johannes Pfeifer 224ccb7bab sim1_linear.m: change hard-coded tolerance to option 
The tolerance for the steady state check should depend on the accuracy of the steady state computation
 2018-02-07 18:42:12 +01:00
Houtan Bastani 04a4a3973d preprocessor: remove extraneous print statements 2018-02-07 16:52:11 +01:00
Houtan Bastani 3a81d5670f pac_expectation: modify syntax 2018-02-07 16:50:49 +01:00
Houtan Bastani 2aac42420f pac_expectation: streamline writing 2018-02-07 14:42:44 +01:00
Houtan Bastani 940c2b6066 pac_expectation_operator: change subst_table to more specific type 2018-02-07 10:05:32 +01:00
Houtan Bastani 7bdd2995bd get_ar_matrices: remove useless continue statements 2018-02-06 15:08:21 +01:00
Houtan Bastani 7571ed388a preprocessor: to_string() not compatible with older versions of C++ compiler 2018-02-06 15:04:12 +01:00
Houtan Bastani b78c1bd624 preprocessor: pac_expectation operator 2018-02-06 14:55:06 +01:00
Stéphane Adjemian (Charybdis) 4adebd4419 Fixed copyright header. 2018-02-01 22:51:23 +01:00
Marco Ratto cf5f556f4a Do not re-set auxiliary variables if they are already available in the input info [i.e. smoothed variables]. 
This makes the function robust when one provides info using UpdatedVariables, instead, for faster realtime exercises.
 2018-02-01 19:17:59 +01:00
Marco Ratto e45acc11cc fix error in documentation of presample in realtime shock decomposition 2018-02-01 19:15:07 +01:00
Marco Ratto a7bc6414f5 fixed bug to logical if condition 2018-02-01 19:14:13 +01:00
Johannes Pfeifer 127a543b65 prior bounds: make sure that lower and upper bounds only affect mode-finding 
99dbc8c74d introduced a bug by disabling the resetting of the prior bounds used for the MCMC. The manual clearly states the bounds are only operational during mode-finding, but not during MCMC (and therefore prior sampling)
 2018-02-01 10:16:47 +01:00
Stéphane Adjemian (Charybdis) fe7da22853 Fixed copyright header. 2018-02-01 10:05:03 +01:00
Johannes Pfeifer da48dea37c identification_analysis.m: remove transformation to char when cell is expected 2018-02-01 09:58:31 +01:00
Stéphane Adjemian (Charybdis) 410f8bd07c Cosmetic change and fixed copyright header. 2018-02-01 09:53:23 +01:00