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
Houtan Bastani
63eec83efe
ms-sbvar: add load_flat_file.m. closes #505
2013-11-12 15:48:15 +01:00
Sébastien Villemot
ea6ee19402
More Octave compatibility fixes wrt catch
2013-11-08 16:35:52 +01:00
Sébastien Villemot
ecdbc42319
Fix error message when initial values of estimation are not suitable.
...
Ref #512
2013-11-08 16:09:16 +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
Sébastien Villemot
179af0e4ab
Octave compatibility fix: catch does not accept an argument
2013-11-08 15:02:30 +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
Johannes Pfeifer
f2b75aa3b3
Fix typo in model_diagnostics.m
2013-11-08 08:27:29 +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
Johannes Pfeifer
a0da47758f
Filters out error due to model being purely static.
...
First step in #526
2013-11-07 10:22:24 +01:00
Johannes Pfeifer
57b33889bb
Fix typo in field naming
2013-11-07 07:59:12 +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
Houtan Bastani
0fdc18e7fb
Merge branch 'ifc'
...
Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
Johannes Pfeifer
b03697b342
Add possibility to initialize parameters from calibrated model
2013-11-06 13:50:46 +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
Stéphane Adjemian (Charybdis)
42453b4887
Rewrote @dates/min function more compactly (as in commit 88389316fa
).
2013-11-05 14:46:00 +01:00
Michel Juillard
ac8303ed59
dynSeries: add possibility to merge with an empty series
...
adding comments
2013-11-05 12:46:30 +01:00
Stéphane Adjemian (Charybdis)
88389316fa
Rewrote more compactly @dates/max function.
2013-11-04 19:21:00 +01:00
Stéphane Adjemian (Charybdis)
8568292fcd
Fixed bug that pops up when adding an empty dates object with a non empty dates object.
2013-11-04 19:13:53 +01:00
Stéphane Adjemian (Charybdis)
d8f1201a84
Fixed bug (undefined object).
2013-11-04 19:12:17 +01:00
Johannes Pfeifer
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
...
Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
Stéphane Adjemian (Charybdis)
8f93af16e1
Added method likecode for @dates/length.
2013-11-04 18:26:45 +01:00
Stéphane Adjemian (Charybdis)
a88a7a0ac5
Added method like call for @dates/isempty.
2013-11-04 18:02:15 +01:00
Sébastien Villemot
1a8bba6393
Allow a custom function named 'prior' as a value for 'mode_compute' option
...
Closes #507
2013-11-04 15:42:59 +01:00
Stéphane Adjemian (Charybdis)
2078e06b16
Take care of matlab's version when using builtin intersect function.
2013-11-04 10:55:46 +01:00
Stéphane Adjemian (Charybdis)
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
Stéphane Adjemian (Charybdis)
7518a46de0
Fixed bug. Function isdates should not be located in @dates folder, otherwise the function is not found if the input argument is not a dates object (which makes the function useless).
2013-11-04 08:18:18 +01:00
Michel Juillard
b81159f12c
adding comments
2013-11-03 11:40:36 +01:00
Johannes Pfeifer
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +01:00
Stéphane Adjemian (Charybdis)
63f8a731d9
Cosmetic changes.
2013-10-30 09:32:51 +01:00
Johannes Pfeifer
6b09ef8760
Take care of user-supplied function by checking whether mode_compute is numeric
...
Fixes #508
(cherry picked from commit 8ce11bc848
)
2013-10-28 18:58:40 +01:00
Stéphane Adjemian (Charybdis)
9df1b8548e
Merge branch 'master' into remove-dynDate-class
...
Conflicts:
matlab/reports/@report_series/getLine.m
matlab/reports/@report_series/write.m
matlab/reports/@report_table/report_table.m
matlab/reports/@report_table/write.m
2013-10-28 15:04:21 +01:00
Johannes Pfeifer
8ce11bc848
Take care of user-supplied function by checking whether mode_compute is numeric
...
Fixes #508
2013-10-27 10:56:11 +01:00
Stéphane Adjemian (Charybdis)
70969e4e46
Use @dates/double as a method.
2013-10-24 14:55:37 +02:00
Stéphane Adjemian (Charybdis)
ed9babae26
Added missing constructor for dates of the form dates(DATES, DATES, DATES, ...).
...
Calls hozcat method.
2013-10-24 09:47:59 +02:00
Stéphane Adjemian (Charybdis)
901ab2758c
Fixed bug (dates constructor of the form dates(FREQ, YEAR, SUBPERIOD) when FREQ is given by a character).
2013-10-24 09:42:15 +02:00
Houtan Bastani
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
Sébastien Villemot
84dd46d9e5
Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
...
Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
Stéphane Adjemian (Charybdis)
6128338a15
Added missing tag for triggering the unitary tests in @dates/double.
2013-10-21 11:53:33 +02:00
Stéphane Adjemian (Charybdis)
d31a2674e8
Renamed dynDates2decimal as double, added doc/header and unitary tests.
...
The advantage of this change is that we can put dates in an array of
doubles. For instance, assuming that A is a 2*1 vector, the following
syntax is allowed:
A(1) = dates('1945Q3');
A(2) = dates('1938Q4');
Matlab/Octave calls the overload double function to convert the dates as
a double.
2013-10-21 11:50:21 +02:00
Stéphane Adjemian (Charybdis)
9a07e5c49d
Fixed unitary test.
2013-10-18 22:55:53 +02:00
Stéphane Adjemian (Charybdis)
d86d713cf4
Renamed dynSeries class as dseries.
2013-10-18 17:38:43 +02:00
Stéphane Adjemian (Charybdis)
0056751215
Fixed bug relatated with tex names.
2013-10-18 16:44:18 +02:00
Houtan Bastani
600ae070fb
reporting: change series class name to report_series to avoid conflict with control systems toolbox function series
2013-10-18 15:20:44 +02:00
Houtan Bastani
95fea041ef
reporting: fix typo
2013-10-18 15:20:44 +02:00
Houtan Bastani
1b7d2e1d10
reporting: change table class name to report_table to avoid conflict with matlab function table
2013-10-18 15:20:38 +02:00
Stéphane Adjemian (Charybdis)
14640275d8
Cosmetic change.
2013-10-18 15:06:36 +02:00
Stéphane Adjemian (Charybdis)
ca04453e81
Fixed unitary test in @dynSeries/pop (bug caused by the change of behaviour of the eq method introduced in commit 5b59ff42b1
).
2013-10-17 17:31:17 +02:00
Stéphane Adjemian (Charybdis)
8f3e10ea1b
Merge branch 'master' into remove-dynDate-class
2013-10-17 16:33:19 +02:00
Stéphane Adjemian (Charybdis)
b77d37d83b
Fixed typo in unitary tests numbering.
2013-10-17 16:30:35 +02:00
Stéphane Adjemian (Charybdis)
29cbe5dfb4
Added overloaded cumsum function for dynSeries objects.
2013-10-17 15:59:29 +02:00
Stéphane Adjemian (Charybdis)
1cf174bdb4
Fixed typo in error and warning messages.
2013-10-17 14:26:12 +02:00
Stéphane Adjemian (Charybdis)
f3a54ed79b
Added overloaded method @dynSeries/ne (~=) and @dynSeries/isequal function (reproduce old behaviour of the eq operator, changed in commit 5b59ff42b1
).
2013-10-17 11:38:44 +02:00
Stéphane Adjemian (Charybdis)
5b59ff42b1
Changed behaviour of the overload eq (==) method for dynSeries objects (see header).
2013-10-17 11:37:15 +02:00
Stéphane Adjemian (Charybdis)
69f7e2468c
Fixed bug in display of the dynSeries objects.
2013-10-17 11:36:22 +02:00
Stéphane Adjemian (Charybdis)
bf733d50c4
Added missing semicolon.
2013-10-17 11:36:03 +02:00
Stéphane Adjemian (Charybdis)
a8a9ec1957
Fixed bug in the definition of init when extracting a subsample with a vector of integers.
2013-10-16 16:17:43 +02:00
Stéphane Adjemian (Charybdis)
66143e4749
dynDate -> dates in dynSeries.
2013-10-16 16:16:26 +02:00
Stéphane Adjemian (Charybdis)
529a94e329
Rewrote @dynSeries/horzcat method.
2013-10-16 15:51:07 +02:00
Stéphane Adjemian (Charybdis)
7de84a4767
Fixed typo.
2013-10-16 15:47:56 +02:00
Stéphane Adjemian (Charybdis)
08f693dffd
Added @dates/horzcat and @dates/vertcat methods. Added a function to test if an object is a dates object.
2013-10-16 15:24:42 +02:00
Stéphane Adjemian (Charybdis)
306d8d6f88
Fixed bug (wrong use of inputname function).
2013-10-16 14:56:23 +02:00
Stéphane Adjemian (Charybdis)
46db51b479
Updated @dynSeries/extract method.
2013-10-16 13:16:07 +02:00
Stéphane Adjemian (Charybdis)
2bb66c38f0
Updated dynSeries class' constructor.
2013-10-16 13:09:11 +02:00
Stéphane Adjemian (Charybdis)
eb25a54ee9
Added unitary tests for the dates class' constructor.
2013-10-16 13:07:41 +02:00
Stéphane Adjemian (Charybdis)
2f7e9959f0
Changed dates constructor so that an object can be instantiated by passing the freq and time member or the freq member, the first column of the time member and the second column of the time member (mandatory only for non annual frequency).
2013-10-16 13:04:48 +02:00
Stéphane Adjemian (Charybdis)
f28bc166f6
dynDate --> dates in load_xls_file_data.
2013-10-16 12:30:14 +02:00
Stéphane Adjemian (Charybdis)
73df682eb8
Added consistency test between INIT__ and FREQ__.
2013-10-16 12:05:39 +02:00
Stéphane Adjemian (Charybdis)
fb08f5c133
dynDate --> dates in load_mat_file_data routine. Fixed unitary test.
2013-10-16 12:03:39 +02:00
Stéphane Adjemian (Charybdis)
d0220e8685
Rewrote headers.
2013-10-16 11:56:36 +02:00
Stéphane Adjemian (Charybdis)
97580b84bb
dynDate --> dates in load_m_file_data routine. Fixed unitary test.
2013-10-16 11:40:55 +02:00