c4667fedbb
Replaced instantiation of dynDate objects by instantiation of dates objects in load/csv_file_data (initial date of the dataset).
2013-10-16 11:34:45 +02:00
c8d4949c52
Rewrote header.
2013-10-16 11:33:23 +02:00
f30b88f50c
Changed default options_.initial_period (has to be a dates object).
2013-10-15 16:18:46 +02:00
d588fce95d
Fixed unitary test #4 in @dates/dates (constructor).
2013-10-15 15:53:16 +02:00
667e895a26
Fixed unitary test in @dates/colon.
2013-10-15 15:51:33 +02:00
786ad2b6eb
Fixed typo in comments (unitary testof @dates/isempty).
2013-10-15 15:50:17 +02:00
24d68dceab
Fixed unitary test in @dates/union.
2013-10-15 15:48:02 +02:00
abdf266608
Fixed unitary test in @dates/intersect.
2013-10-15 15:45:55 +02:00
63430a54ea
dynSeries: replacing strmatch by strcmp
2013-10-15 15:39:15 +02:00
e681fff99f
Oups! Rename the constructor also...
2013-10-15 15:39:14 +02:00
868c3c6a5e
Renamed dynDates class as dates.
2013-10-15 15:36:21 +02:00
aec191c825
Removed @dynDate class.
2013-10-15 15:13:43 +02:00
f836e485f9
Rewrote @dynDates/subsref method. Added unitary tests.
2013-10-15 15:06:32 +02:00
f813702b32
Added a routine to test if an integer (a vector of integers) can be interpreted as a subperiod (a vector of subperiods).
2013-10-15 15:03:43 +02:00
13bd1622e2
Fix variable name and document saving of conditional forecasts
2013-10-15 13:31:11 +02:00
ff292fa67b
Use new version of isdate routine.
2013-10-14 22:43:11 +02:00
068564628d
Added condition (input must be a string) in isyearly, isquaterly, ismonthly and isweekly functions.
2013-10-14 18:17:32 +02:00
941d7b7c5d
Use isfreq function in constructor.
2013-10-14 18:13:21 +02:00
db7f431010
Added routine.
2013-10-14 18:12:50 +02:00
264e0851ae
Rewrote @dynDates/append and @dynDates/pop (without dynDate objects).
2013-10-13 09:39:27 +02:00
7e6fbb1752
Code factorization.
2013-10-12 23:52:21 +02:00
04c206a9b6
Routine string2freq should not be case sensitive. Character 'A' is allowed for yearly (annual) dates.
2013-10-12 23:47:51 +02:00
49a6e265e3
Changed methods used to display dynDates objects (do not use dynDate objects).
2013-10-12 23:44:06 +02:00
5ba5556004
Removed @dynDate/format function.
2013-10-12 23:43:12 +02:00
586aa13e41
Added routines for manipulating dates.
2013-10-12 23:42:12 +02:00
ff53b55603
Removed @dynDate/max and @dynDate/min methods.
2013-10-12 17:38:38 +02:00
4001918210
Added @dynDates/min and @dynDates/max methods.
2013-10-12 17:36:33 +02:00
9e282140fb
Removed dynDate/colon method.
2013-10-12 16:15:11 +02:00
a20740d1de
Added @dynDates/colon method, overloads the colon operator (:) for dynDates objects.
2013-10-12 16:13:50 +02:00
91a69e7905
Merged @dynDates/minus and @dynDate/minus. Removed dynDate/minus.
...
This commit changes the behaviour of @dynDates/minus that was
previously returning the relative complement of B in A. I will
implement a setdiff function for dynDates objects later...
2013-10-12 13:15:15 +02:00
cce8b1adc6
Fixed bug (returned argument not assigned).
2013-10-12 13:07:41 +02:00
5c8d335b0e
Added @dynDates/mtimes method, overload the * operator. Acts like the repmat matlab's function for matrices.
2013-10-12 13:01:26 +02:00
8eded4251a
Added @dynDates/isequal function. Returns 1 if dynDates A and B (the inputs) are equal, 0 otherwise.
2013-10-12 12:33:07 +02:00
6ebc967197
Changed the behaviour of @dynDates/eq overloaded method. The size of the returned argument must be consistent with the size of the inputs. If the inputs have more than one element, then the boolean output must also have more than one element.
2013-10-12 12:32:08 +02:00
87c8083b16
Fixed bug (return wrong type when one of the argument is an integer).
2013-10-12 11:42:13 +02:00
fe24f80066
Add debugging information for not displayed IRFs due to size
2013-10-12 10:42:16 +02:00
65a16fd293
Allow users to determine the threshold below which IRFs are suppressed.
...
- Prepares moving future IRF options to a substructure
- Adds new option for determining threshold
- Harmonizes threshold values across estimation and stoch_simul
- Fixes some header typos
2013-10-12 10:38:47 +02:00
f9315f1409
Added missing commented string (first line) for triggering the unitary tests.
2013-10-11 23:36:29 +02:00
e192f739b7
Filter out shocks specified twice for IRF generation
2013-10-11 19:32:52 +02:00
ffe6b792da
Rewrote header of dynDates/plus.
2013-10-11 18:47:20 +02:00
d17ed416dc
Merged @dynDate/plus and @dynDates/plus methods (overload the plus operator). Removed @dynDate/plus.
2013-10-11 18:41:26 +02:00
d6ddc61281
Added @dynDates/length to overload length function for dynDates objects.
2013-10-11 18:39:56 +02:00
fe28887409
Added new (low level) routine to add periods to a date or vector of dates (using the internal representation of dates).
2013-10-11 17:49:42 +02:00
45ec7c6953
Added unitary tests in @dynDates/uplus and @dynDates/uminus methods.
2013-10-11 14:15:56 +02:00
31af73f4e3
Added @dynDates/uminus method to overload the unary minus operator. Removed @dynDate/minus method.
2013-10-11 14:08:12 +02:00
d8e03ff805
Added @dynDates/uplus to overload unary addition. Removed @dynDate/uplus.
2013-10-11 13:59:19 +02:00
6280f35842
Added @dynDates/ge method to overload >= operator. Removed @dynDate/ge method.
2013-10-11 13:42:16 +02:00
1543a380c6
Expanded unitary test in compare_vectors routine to cover more cases.
2013-10-11 13:39:16 +02:00
af4005f836
Fixed bugs.
2013-10-11 13:38:19 +02:00
6fff2fe75b
Changed logic in the routine performing lexicographic comparison of vectors.
2013-10-11 12:09:31 +02:00
be32e645af
Fixed typo.
2013-10-11 10:58:35 +02:00
f431e6ac90
Added @dynDates/le method to overload the <= operator. Removed the @dynDate/le method.
2013-10-11 10:56:32 +02:00
563ffdcd15
Deactivated unitary tests #2 and #3 in @dynDates/subsref, changed unitary test #1 (do not use colon operator to instantiate a dynDates object) and added a new unitary test (to test the selection of one element in a dynDates object).
2013-10-11 10:20:08 +02:00
049ba8d527
Changed @dynDates/subsref so that the selection of a single element in a dynDates object returns a dynDates object with one element (not a dynDate object).
2013-10-11 10:17:48 +02:00
153fe1ca82
Changed unitary test for @dynDates/eq (do not use the colon operator to instantiate the dynDates object). Added unitary test for the case where dynDates objects have only one element.
2013-10-11 09:59:02 +02:00
4118165b88
Removed @dynDate/isempty.
2013-10-11 09:51:26 +02:00
b98c390ed8
Only test the value of ndat member in @dynDates/isempty function.
2013-10-11 09:48:55 +02:00
18a19f3200
Added @dynDates/gt method to overload the > operator. Deleted @dynDate/gt method.
2013-10-11 09:44:42 +02:00
a2534c5bbc
Added unitary test.
2013-10-11 09:37:20 +02:00
b957545c73
Removed @dynDate/lt method.
2013-10-11 09:37:05 +02:00
c3e06c70bc
Added dynDates::lt method. Overloads < opterator.
2013-10-10 18:28:26 +02:00
c37c34a102
Fixed typo.
2013-10-10 18:27:31 +02:00
a22852afad
Added routine to compare vectors of common length by lexicographical order.
2013-10-10 16:56:42 +02:00
55cf9ebde1
Replaced texinfo header by a plain text header.
2013-10-10 16:01:37 +02:00
21fa2b949d
Rewrote @dynDates::eq method so that it handles correctly objects with only one element.
2013-10-10 15:52:50 +02:00
74d7bcbc71
Changed dynDates constructor.
2013-10-10 15:13:50 +02:00
294356db22
Fixed unitary test #3 in dynDates constructor.
2013-10-10 15:13:12 +02:00
e9bb2ba77f
Deactivated unitary test #4 in dynDates constructor.
2013-10-10 14:58:15 +02:00
22144ef359
Added a routine for converting a string into a date structure.
...
A date structure has two fields:
o freq, an integer scalar (=1, 4, 12, 52) specifying the frequency.
o time, a 1*2 matrix of integers, time(1) is the year and time(2) the subperiod number.
2013-10-10 14:33:31 +02:00
adcc218a0d
Added new routine to test if a string can be interpreted as a date.
2013-10-10 14:30:38 +02:00
5a1b5aaf73
Fixed bug (month number 10 was missing).
2013-10-10 14:05:12 +02:00
f4e32dbd6f
Efficiency improvements. Rewrote some routines using regular expressions.
2013-10-10 12:52:27 +02:00
f3334357a5
Merge branch 'master' into maxit
2013-10-09 15:43:43 +02:00
6d71f76762
Renamed options_.solve_maxit as options_.simul.maxit
2013-10-09 15:38:35 +02:00
969fe3c209
Renamed options_.solve_maxit as options_.steady.maxit.
2013-10-09 15:38:07 +02:00
bde961feca
Renamed options_.solve_maxit as options_.dp.maxit.
2013-10-09 15:37:21 +02:00
99b6326540
Same as 38712d987c.
2013-10-09 15:31:48 +02:00
38712d987c
Renamed options_.solve_maxit as options_.simul.maxit in det_cond_forecast.
...
Probably needs another option name...
2013-10-09 15:21:32 +02:00
d08fdb675d
reporting: fix syntax for dynSeries change
2013-10-09 14:43:43 +02:00
5625900214
Changed name of some occurences of options_.solve_maxit as options_.simul.maxit.
2013-10-09 14:07:15 +02:00
0264a6b055
adding a function dynDates@decimal(dd) that transforms dynDates into a vector of double
...
where the integer part represents the period and the fractional part
the subperiod. Maybe we could think of a better name for the function.
2013-10-09 13:43:27 +02:00
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
28740370e6
Removed general maxit from options_ (maxit_).
2013-10-09 12:32:37 +02:00
0ac8f4e5b1
dynSeries: fixed size of 'time' field
2013-10-09 12:29:45 +02:00
af62f3e35d
dynSeries: update 'time' field in align()
2013-10-09 12:28:52 +02:00
8997ae8a70
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
40a4678afd
Merge pull request #490 from JohannesPfeifer/more_explicit_message_file_not_found
...
Add more explicit error message if mod-file cannot be located of file in...
2013-10-09 01:41:52 -07:00
3dd62b37c6
Add more explicit error message if mod-file cannot be located of file in different folder is called
2013-10-09 10:22:44 +02:00
c660219188
Fixes #493 .
2013-10-08 17:37:36 +02:00
90d8efd147
Added unitary test.
2013-10-08 17:21:17 +02:00
2967328bb0
Changed behaviour of dynSeries objects.
...
Let ts be a dynSeries object. The following syntaxes are equivalent:
a = ts.lead
a = ts(1)
b = ts.lag(2)
b = ts(-2)
Advantage: If (some of) the variables used in the model block are known as dynSeries in matlab's workspace, then we can create new dynSeries objects with simple copy/pastes of the model's equations (because dynSeries objects understands leads and lags as Dynare's preprocessor).
2013-10-08 17:21:07 +02:00
3a7fa012a8
Merge branch 'master' into set-optimization-options
2013-10-08 16:29:25 +02:00
1f884db8ea
If TolX is set to any negative number, let cmaes choose the value of TolX.
2013-10-08 16:18:54 +02:00
6a250f894d
Removed interface for H0 (cmaes).
2013-10-08 16:18:00 +02:00
8d8407f906
Changed default options for cmaes (reduced tolfun and tolx).
2013-10-08 15:56:14 +02:00
0f12404246
Added interface for some options of cmaes.
2013-10-08 15:53:55 +02:00
334d9976d6
Add interface to the main options of the simpsa optimization algorithm.
2013-10-08 15:18:14 +02:00
36b69355f2
Added a routine to copy options organized in struct into a cell.
2013-10-08 15:17:18 +02:00
60e1d1b75e
Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm.
2013-10-08 12:55:11 +02:00
b01aee4daf
Changed the default value for the maximum number of iterations (defined in the dynare'es implementation of the simplex optimization algorithm).
2013-10-08 12:53:19 +02:00
f5c9621ca9
Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8).
2013-10-08 11:11:35 +02:00
842277447c
Added comment.
2013-10-08 11:06:23 +02:00
c7d82e0bf0
Do not print H0.
2013-10-08 11:02:46 +02:00
5f483c7d2c
the field 'time' was not updated when adding two time series
2013-10-07 17:17:05 +02:00
878ce60f51
Take care of NaN or Inf in residuals or endogenous values
...
Also adds more debugging information. Closes #491
2013-10-07 15:41:38 +02:00
51be957fb6
Changed the organization of the options for gmhmaxlik (mode_compute=6) so that options can be set using the optim option of the estimation command. Added an option (targeted acceptance rate).
2013-10-04 16:12:14 +02:00
36e3fb496c
Do not crash if an unknown optimization option is declared (replaced an error by a warning).
2013-10-04 12:17:30 +02:00
05946cd684
Changed names of some options for csminwel (mode_compute=4).
2013-10-04 11:59:35 +02:00
b2db159cdd
Added the possibility to pass options for csminwell (mode_compute=4) through the optim option (in the estimation command).
2013-10-03 12:35:06 +02:00
49989504ea
Cosmetic changes.
2013-10-03 11:06:07 +02:00
62cad6ff44
Cosmetic changes.
2013-10-03 11:01:11 +02:00
d9e6985e5b
Fix license info for simpsa
2013-10-02 18:42:36 +02:00
979a55a334
Added missing semicolon.
2013-10-02 18:26:57 +02:00
5d07145411
Merge branch 'master' into add-simpsa-optimization-routine
2013-10-02 17:48:46 +02:00
581f97bada
Linked simpsa's tolerance options to dynare's defaults.
2013-10-02 17:09:05 +02:00
1ff6b2de7b
Fixed bug caused by the size of the vector of parameters (transposition needed).
2013-10-02 17:08:04 +02:00
ab7f0ddedc
Removed the seed set on clock. Changed default values for the options.
2013-10-02 17:07:00 +02:00
fb0ccdd5d2
Provide more sensible lower and upper bounds for simpsa algorithm.
2013-10-02 16:45:16 +02:00
3f16129e49
mode_compute = 10 calls simpsa algorithm.
2013-10-02 15:30:55 +02:00
9428007bcb
Added simpsa routines (new optimization algorithm)
2013-10-02 15:29:56 +02:00
4b060c47d2
Add more information when IRFs are not displayed due to explosive simulations
2013-10-02 09:50:31 +02:00
45942b244c
stop dynare.m if onlymacro is passed, closes #487
2013-10-01 15:13:18 +02:00
e043966906
Merge pull request #486 from JohannesPfeifer/prior_check
...
Check initial values for violation of inverse gamma prior
2013-09-30 08:23:08 -07:00
ad73d1fd93
Fixes bug in display of parameters at prior bound
2013-09-30 17:10:39 +02:00
7e7cadb878
Check initial values for violation of inverse gamma prior
...
The inverse gamma distribution does not allow for the value 0, but the current check at the lower bound set LB=0 and tested for <LB instead of <=0.
Also fixes
2013-09-30 17:10:16 +02:00
1f8b4d9a86
Fix bug in display of parameter names violating the bounds condition
2013-09-30 17:02:25 +02:00
48c428d748
reporting: make tableSubSectionHeader prettier when vlineAfterEndOfPeriod is true
2013-09-27 11:14:00 +02:00
d1c012d289
reporting: annualAverages option for addTable
2013-09-26 16:34:36 +02:00
79d62d85d0
reporting: fix hline for table
2013-09-26 16:08:13 +02:00
ff3774a4a2
reporting: table: remove unused variable
2013-09-26 15:21:08 +02:00
34b3b94c5f
reporting: series: tableRowColor add missing check
2013-09-26 14:48:59 +02:00
a9eb95ff2a
reporting: series: fix spacing of table cell separators and eol's
2013-09-26 14:45:46 +02:00
79f03773d7
reporting: add new series option tableSubSectionHeader
2013-09-26 14:43:13 +02:00
90fa92f8a9
Adds chi2cdf function if Statistics toolbox is missing
2013-09-26 10:19:05 +02:00
b3d835bd48
Provisions for MATLAB 8.2 (R2013b)
2013-09-25 16:00:07 +02:00
6a9e9dfdea
reporting: new table option vlineAfterEndOfPeriod
2013-09-25 15:28:34 +02:00
4522c011d6
reporting: default value bug fix
2013-09-25 15:28:34 +02:00
cfea63b4de
Merge pull request #474 from houtanb/geweke
...
Geweke
2013-09-25 05:54:31 -07:00
2fbd75d11c
reporting: add series option tableRowColor
2013-09-25 14:11:58 +02:00
db485235b5
data, name and tex of the dynSeries class are also private members that cannot be overwritten.
...
(cherry picked from commit 609f94881f
2013-09-24 16:47:52 +02:00
3dee1674d5
Added unitary tests.
...
(cherry picked from commit 667e308585
2013-09-24 16:47:52 +02:00
2ae0812012
Added the possibility to overwrite the time and init member of a dynSeries object (not allowed for freq, nobs and vobs).
...
(cherry picked from commit b0d6e2b7b6
2013-09-24 16:47:52 +02:00
d369b8ad0e
front end for maxit: ref #293 , #262
2013-09-24 15:40:13 +02:00
941cda7655
Merge remote-tracking branch 'johannes/geweke_convergence' into geweke
2013-09-23 14:17:58 +02:00
0cdfe4d6c7
Added new routines for computing gradients (options 13 and 15).
2013-09-20 23:17:18 +02:00
cdc7e6b945
Changed logic in numgrad3 and numgrad5 (same as for numgrad2) + Cosmetic and efficiency changes.
2013-09-20 23:17:18 +02:00
4c9153650f
Cosmetic and efficiency changes.
2013-09-20 23:17:17 +02:00
15825c9034
Changed logic in numgrad2.
...
Do not compute the left derivative if the evaluation of the objective function at x+h returns a non zero cost_flag (ie a problem with BK, steady state, ...).
2013-09-20 23:17:17 +02:00
d116fea0d9
Removed useless routines for gradient evaluation (called by csminwell).
2013-09-20 23:17:17 +02:00
22968497ad
Fixed bug manifesting if a model is first estimated with cova_compute=0 and if the resulting mode file is loaded after.
...
Added condition on the existence of hh in the mode_file.
2013-09-19 15:25:23 +02:00
b95f000d8f
Added new routine to generate strings randomly.
2013-09-19 14:43:35 +02:00
9f63c4081f
Fixed bug affecting fs2000/fs2000_calib.mod and shock_decomp_calibrated_model/example1_calib_shock_decomp.mod.
2013-09-18 11:38:58 +02:00
7dc6013eaa
Added headers.
2013-09-18 11:34:10 +02:00
a51d8bfe31
Added Baxter and King (1999) band pass filter for dynSeries objects.
2013-09-18 11:34:10 +02:00
07b50fd8b8
Added missing tag for triggering unitary tests.
2013-09-18 11:34:10 +02:00
52e5e44b1c
Do not produce plot in dynSeries::hpcycle unitary test.
2013-09-18 11:34:10 +02:00
ce4fe4113d
Added methods in dynSeries class for filtering (hptrend and hpcycle).
2013-09-18 11:34:10 +02:00
a29db4175d
fixed bug with calibrated models in dyn_estimation_init.m introduced
...
in commit 952139b
2013-09-18 11:23:47 +02:00
241fd07424
Add Geweke 1992 convergence diagnostics
2013-09-16 18:47:15 +02:00
ea69f50134
Improve display of posterior parameters and clarify use of HPD
2013-09-16 17:11:25 +02:00
e123670675
Fix bug introduced in 952139b
...
The 'hh' variable is now always defined, so we now test if it is empty.
2013-09-13 18:23:24 +02:00
743252a571
Fixed typo.
...
Solves failing tests for dynSeries' constructor reported here:
http://www.dynare.org/stepan/dynare/tests/report-de590fb2f7dbe41b25097e12b09037a595f1b6d0.log
2013-09-12 10:56:05 +02:00
de590fb2f7
bug fix: include nofunctions in global_initialization.m
2013-09-11 14:09:22 -04:00
0ed35166de
Added unitary tests (instantiation of the dynSeries class form an excel file).
...
(cherry picked from commit 84075cab81
2013-09-11 17:25:07 +02:00
109066de2b
Added the possibility to instantiate the dynSeries class from an excel (xls or xlsx) file.
...
Closes #348
(cherry picked from commit b7b4a9afdc
2013-09-11 17:24:12 +02:00
952139bbc9
Changes related to the treatment of the (optionally) provided mode file.
...
(1) Added more checks on the content of the provided mode file compared the the list of declared parameters (the condition on the number of parameters is not strong enough).
(2) Added a mechanism to adapt the content of the mode file if possible. For instance, if the estimated parameters are a subset of the parameters in the mode file, we only need to discard some of the parameters in the mode file.
(3) Added output argument in dynare_estimation_init, which returns the hessian matrix (hh) with the estimated mode.
2013-09-10 22:25:16 +02:00
afed204526
Cosmetic. Renamed hh (figure handle not to be confused hessian matrix) as fh.
2013-09-10 22:25:16 +02:00
ea5ee4722b
Reintroduces nofunctions option mentioned in the manual that got somehow lost
2013-09-10 16:35:50 +02:00
2e2315611c
Fixed bug (conversion of variable names in tex).
...
(cherry picked from commit 80218a1b65
2013-09-09 12:16:19 +02:00
f337c2b072
Fixed bugs (misuse of inputname function, as in commit #4ce2c3644af333733d802383559de8c0340213bd).
2013-09-07 14:31:50 +02:00
6b237eb6c2
Added method dynTimeIndex::mpower -> lead-lag operators à la G-M ;-).
...
This method can be used to apply the lead and lag methods an arbitrary number of times to a dynSeries object. For instance, if ts is a dynSeries object, and if we define
>> B = dynTimeIndex()-1;
>> F = dynTimeIndex()+1;
B and F can be used as lag and lead operators and the following syntax:
>> us = ts(F^2);
is equivalent to
>> us = ts.lead(2)
or
>> us = ts.lead.lead
2013-09-06 16:49:40 +02:00
f14db386c6
Added missing case for set_names in subsref. This commit and the previous one fix the bug in @dynSeries::set_names method reported at http://www.dynare.org/stepan/dynare/tests/report-f4c01a43bc2882e7fd18f3cd82344fff9644088c.log .
2013-09-06 16:27:25 +02:00
e641cdd455
Fixed unitary tests. If not specified, the name a variable in a dynSeries object is not '--NaN--' but 'Variable_xx' where x is the number of the variable.
2013-09-06 16:27:25 +02:00
4ce2c3644a
Fixed bug (The argument of inputname must be the input argument number not the input argument itself).
2013-09-06 12:01:53 +02:00
23a6ad22dd
Fixed bug causing unitary tests for dynSeries::plus and dynSeries::minus to fail.
...
See http://www.dynare.org/stepan/dynare/tests/report-f4c01a43bc2882e7fd18f3cd82344fff9644088c.log
2013-09-06 10:33:50 +02:00
f4c01a43bc
Introduce new syntax for shifting backward or forward a dynSeries object.
...
Suppose that ts is a dynSeries object and let
t = dynTimeIndex();
Then
us = ts.lag(); <=> us = ts(t-1);
us = ts.lag(2); <=> us = ts(t-2);
us = ts.lead(); <=> us = ts(t+1);
Added corresponding unitary test.
2013-09-05 17:46:04 +02:00
fecb61421f
Added new class (dynTimeIndex).
2013-09-05 17:38:51 +02:00
feff44fe79
Added dynSeries::lead method.
2013-09-05 16:51:10 +02:00
1edb4c6d9a
Added condition on dynSeries::lag method (input must be positive).
2013-09-05 16:50:27 +02:00
2975350319
Fixed typo (cosmetic).
2013-09-05 16:49:44 +02:00
c9c0a25538
Added missing semicolon and deleted trailing whitespaces.
2013-09-05 12:31:37 +02:00
12fc7a4241
Cosmetic changes. Removed useless curly braces and deleted trailing white spaces.
2013-09-05 12:17:55 +02:00
02eb19fb49
Fixed bug. Added missing case for calls to the dynSeries::lag method.
2013-09-05 12:16:07 +02:00
b76b0c8add
Moved the commented first line, used to declare that the routine has unitary tests, after the declaration of the function, otherwise help is not displayed.
2013-09-05 11:34:19 +02:00
61c4244410
Added unitary test.
2013-09-05 10:14:02 +02:00
56be6eb463
Added new interface to dynDate. The constructor accepts a character ('Y', 'A', 'Q', 'M' or 'W') as the second input to specify the frequency instead of an integer (1, 4, 12, or 52). The following expressions are equivalent:
...
a = dynDate([1945 3],4);
a = dynDate([1945 3],'Q');
2013-09-05 10:14:02 +02:00
d44732a8ca
Fixed copy/paste typo in unitary test.
2013-09-05 10:14:02 +02:00
9a5749343c
Added tests in dynDate constructor (when dynDate is called with two input arguments: time and frequency).
2013-09-05 10:14:02 +02:00
a2d5873a3f
Fixed typo (useless space).
2013-09-05 10:14:02 +02:00
c47131f052
Cosmetic change.
2013-09-05 10:14:02 +02:00
ce400706ef
Added test for integer input (dynDate constructor with one numeric input).
2013-09-05 10:14:02 +02:00
0f10880d07
Added 'Y' or 'A' for yearly data in dynDate class.
...
Follwing expressions are equivalent:
a = dynDate('2009');
a = dynDate('2009y');
a = dynDate('2009a');
a = dynaDate(2009);
2013-09-05 10:14:02 +02:00
4dced05d1d
Fixed typo.
2013-09-05 10:14:02 +02:00
d0fed77f97
Added routine for testing if a string contains letter(s).
2013-09-05 10:14:02 +02:00
6183679fd9
Merge pull request #465 from JohannesPfeifer/conditional_variance_decomp
...
Bugfix for conditional variance decomposition
2013-09-04 02:21:40 -07:00
c2e6feeb75
Deletion of unused definition of H_is_diagonal
...
Cosmetic fix
2013-09-04 11:11:29 +02:00
e1a0fd0524
Bugfix for conditional variance decomposition
...
sigma_e_is_diagonal was erroneously set to 0 if the covariance matrix was diagonal, but contained a 0 on the main diagonal.
2013-09-04 11:11:14 +02:00
5d5f6257d5
Do not display all the observations if a dynSeries object has more than forty observations.
2013-09-03 17:54:18 +02:00
686e3322e9
Added unitary test.
2013-09-03 16:39:13 +02:00
7dfbb903ea
Check that size and save methods (dynSeries) come in last position.
2013-09-03 16:39:02 +02:00
Stéphane Adjemian (Charybdis)
Michel Juillard
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot
Sébastien Villemot