Commit Graph

6834 Commits (f6f167ada77357541b3ac7f2ba4b56c39144791c)

Author SHA1 Message Date
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 27f525e1e4 Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
Closes #515
2013-11-04 16:02:28 +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
Houtan Bastani 15534c171d add commands for package installations 2013-11-04 15:16:13 +01:00
Houtan Bastani 5bdc73541f add missing package to OS X install 2013-11-04 15:14:44 +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
Houtan Bastani d6108caf52 Update build from source for OS X (homebrew science) 2013-10-31 15:13:41 +01:00
Houtan Bastani b79f7e5559 Merge pull request #513 from JohannesPfeifer/improved_messages
Add more explicit information in case of singularity problem
2013-10-31 02:17:07 -07:00
Johannes Pfeifer 8282e76d61 Add more explicit information in case of singularity problem 2013-10-31 08:14:35 +01:00
Johannes Pfeifer e1b92dc588 Add unit test for initialization from calibrated model 2013-10-30 21:35:53 +01:00
Stéphane Adjemian (Charybdis) 63f8a731d9 Cosmetic changes. 2013-10-30 09:32:51 +01:00
Houtan Bastani 07137e804b preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392 2013-10-29 15:02:07 +01:00
Houtan Bastani 9230a1ea0d fix header to remove compilation warning 2013-10-29 12:47:40 +01:00
Houtan Bastani 2d4a42c01f missing semicolon 2013-10-29 12:38:28 +01:00
Sébastien Villemot 9b22dc8096 Refuse non-stationary endogenous variables in deflators.
It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
Sébastien Villemot f889760f61 Reactivate and fix the test for the balanced growth path.
If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).

Closes #506
2013-10-29 18:46:54 +08:00
Sébastien Villemot 4e7806d71c Merge pull request #510 from FerhatMihoubi/master
Various fixes by Ferhat
2013-10-28 23:25:05 -07:00
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
ferhat 37876b2c2b Comment the trend test for a balance growth path => problematic with eLogTrend 2013-10-28 16:41:21 +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
ferhat f4cee9d5e5 Corrects a bug in the way to test for the presence of the global variables 2013-10-28 14:26:42 +01:00
ferhat 051213f798 Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +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
Houtan Bastani 5565e13cd4 preprocessor: allow anything of the form dates(*) to be accepted as a valid date by the preprocessor 2013-10-23 16:09:32 +02:00
Houtan Bastani 3d57c1e5e9 simplify flex code 2013-10-23 15:28:16 +02:00
Houtan Bastani 4f93207a30 macroprocessor: copy anything within "dates()" straight to preprocessing stage 2013-10-22 16:32:53 +02:00
Houtan Bastani 9eb34cee4a macroprocessor: if you encounter dates(date), insert quotes 2013-10-22 14:06:57 +02:00
Houtan Bastani 858159a4f5 disallow -0 year 2013-10-22 14:06:57 +02:00
Houtan Bastani 7894e8eee7 preprocessor: only accept dates of the form: dates('date') in mod file 2013-10-22 14:06:57 +02:00
Houtan Bastani 9be1d084fd macroprocessor: substitute dates, don't substitute dates preceded by $ or dates(' 2013-10-22 14:06:57 +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
Sébastien Villemot f3b8ab806a Merge pull request #502 from JohannesPfeifer/predetermined_var_documentation
Improve on documentation regarding treatment of predetermined variables
2013-10-22 05:04:59 -07:00
Johannes Pfeifer 0d8fce0847 Improve on documentation regarding treatment of predetermined variables 2013-10-22 11:20:05 +02:00
Stéphane Adjemian (Charybdis) 6128338a15 Added missing tag for triggering the unitary tests in @dates/double. 2013-10-21 11:53:33 +02:00