e333f8970d
fix comments
2018-01-19 14:41:28 +01:00
c9b787f684
pooled_sur_common: fix error messages
2018-01-19 12:52:40 +01:00
c42311de12
simplify getEquationsByTags
2018-01-19 12:51:51 +01:00
c17f648b39
pooled_ols: remove unnecessary call to dbstack
2018-01-19 11:38:13 +01:00
34cf18a96a
dyn_ols: fix bug in assignment to M_.params
2018-01-18 17:22:23 +01:00
7e4f5abfa5
dyn_ols: modify dictionary to take eqtags as first argument and allow for transformations on fitted values
2018-01-17 17:19:35 +01:00
a002388fd0
add tags to equations in test file
2018-01-17 16:17:15 +01:00
ad1d779559
pooled_ols: only return argument if called from pooled_fgls
2018-01-17 12:57:58 +01:00
b0b75d1c2c
pooled_ols: simplify calling structure
2018-01-17 12:50:22 +01:00
d392738412
pooled_ols, pooled_fgls: add eqtags option
2018-01-17 12:45:44 +01:00
ead8e1011a
sur, surgibbs: add possibility to select subset of equations
2018-01-16 18:42:15 +01:00
8f738d9eb4
get_ar_matrices: improve assertion
2018-01-16 17:45:52 +01:00
702ffb207e
get_ar_matrices: simplify code
2018-01-16 17:05:07 +01:00
d5ace05281
dyn_ols: take care of trailing underscore when LHS var ends with )
2018-01-16 16:33:15 +01:00
f01210085f
dyn_ols: control the number of input arguments
2018-01-16 16:13:38 +01:00
7a4c9a64c3
introduce function to get autoregressive matrices for specified equations
2018-01-15 23:01:58 +01:00
86680365b7
preprocessor: var_model: adjust checks and functionality for various option combinations
2018-01-15 12:46:46 +01:00
4017d00c9e
preprocessor: store string vectors as cellar
2018-01-15 12:46:45 +01:00
c936100cb8
preprocessor: remove requirement to have symbol list after var_model statement
2018-01-15 12:46:40 +01:00
055ffb0b9e
Added second input argument to missing/nanmean routine.
...
This additional argument is optional and can be used to specify along which
dimension the mean has to be computed.
Fixes the bug introduced in b4204f8b9e
2018-01-13 00:10:50 +01:00
a0b88f35a5
preprocessor: add eqtags option to var_model
2018-01-12 16:55:58 +01:00
82a01c251e
surgibbs: add thinning option
2018-01-12 14:43:39 +01:00
23a251e7d7
plot_contributions: fix bug
2018-01-12 12:04:58 +01:00
aceeef876b
ols: modify ols-style estimation routines to account for change in 7be8f10e0e
2018-01-12 11:45:50 +01:00
ec35210e06
- bug fix for when NO parameter is detected below pvalue threshold
...
- fix to the case when no plot is done when there are too few behavioral/non-behavioral runs [as it already happens when one of the two sets is empty]
- added more explicit messages on screen
2018-01-12 10:04:57 +01:00
b4204f8b9e
Make sure that mean and covariance of data are correctly computed with only one observation
...
Need to always compute mean along first dimension
(cherry picked from commit 2d371b1997f5fa07fcbbf47e5923d7817d07c6b9)
2018-01-12 09:48:14 +01:00
0d11246c35
Add fast_realtime option to integration test
2018-01-12 09:48:14 +01:00
911ca2a54f
Add preprocessor interface for fast_realtime option of
2018-01-12 09:48:14 +01:00
fe8dfba59d
Merge branch 'master' into ecb-master
...
# Conflicts:
# examples/NK_baseline_steadystate.m
# matlab/backward/backward_model_irf.m
# matlab/modules/dseries
# matlab/occbin/setss.m
# preprocessor/SymbolList.cc
# tests/identification/as2007/as2007_steadystate.m
# tests/identification/kim/kim2_steadystate.m
# tests/particle/dsge_base2_steadystate.m
# tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
049be61ef5
surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name
2018-01-11 14:15:10 +01:00
70452bbeea
preprocessor: list nonlinear equations in .m file
2018-01-11 12:55:36 +01:00
f4867d30b1
Cosmetic changes and fixed cell/chararray issues.
2018-01-10 17:14:59 +01:00
b1d8e7aafa
Moved test files.
2018-01-10 16:04:19 +01:00
f4b25efc5a
bug fix with initial_date for conditional shock decomposition
2018-01-10 15:12:39 +01:00
a63bc5b7f0
fixed bugs with dating of AOA decompositions
2018-01-10 15:12:39 +01:00
3e589d2440
Bug fixes in
...
1) definition of annualized_realtime_conditional_shock_decomposition
2) making plots when vintage is not Q4. The latter required some restructuring and factorization of the code
2018-01-10 15:12:39 +01:00
6c5fc8d0fe
new options fast_realtime, that runs the smoother only twice: for the last in-sample and for the last out-of-sample data points.
2018-01-10 15:10:55 +01:00
fd8a69d97b
bug fix in setting realtime_conditional_shock_decomposition field
2018-01-10 15:06:13 +01:00
a04b2876f2
bug fixes:
...
- set xind_tick for very short time intervals in plots
- provisions for change in behavior of matlab bar function since R2017b
2018-01-10 15:06:13 +01:00
5d6b688f38
Bug fixes:
...
- wrong output list of evaluate_smoother (M missing_)
- realtime option must be forced to be zero
- wrong name of option fig_names
2018-01-10 15:06:13 +01:00
45166aba81
Bug fix for undefined yr variable
2018-01-10 13:14:27 +01:00
dfcb9df58d
Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}.
2018-01-10 10:35:17 +01:00
270246acb0
dynare_estimation_init.m: Add debugging info on NaN and Inf parameters
2018-01-10 10:21:23 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
61ff77c7ba
fix typos
2018-01-05 17:19:33 +01:00
c1de50bbc2
surgibbs: draft change and test
2018-01-05 17:13:46 +01:00
27819954d0
fix typo
2018-01-05 15:13:58 +01:00
2be12bd50d
Provide data to integration test.
...
This test, which is not run by the testsuite, fails.
2017-12-29 13:47:36 +01:00
09444882aa
sur: bug fix, missing chol
2017-12-18 09:01:09 -05:00
875b1eec22
sur: change output type for sur gibbs
2017-12-18 08:35:04 -05:00
Houtan Bastani
Stéphane Adjemian(Charybdis)
Marco Ratto
Johannes Pfeifer
Houtan