Commit Graph

11392 Commits (f84a6fefb76e7723df4f686e2a5e732ca89ace6a)

Author SHA1 Message Date
Stéphane Adjemian(Charybdis) f84a6fefb7 Efficiency changes. 2018-06-19 15:40:17 +02:00
Stéphane Adjemian(Charybdis) 4710e68555 Fixed bug.
The  get_companion_matrix routine  was crashing  if the  model block  contained
variables exogenous w.r.t the auxiliary model used for the PAC expectations (in
the trend component model case), before the equations of the auxiliary model.
2018-06-19 14:11:10 +02:00
Stéphane Adjemian(Charybdis) 5e1c872610 Merge remote-tracking branch 'ecb/master' into ecb-master (fix for JSON output). 2018-06-15 15:02:07 +02:00
Stéphane Adjemian(Charybdis) 1a3c42c251 Updated preprocessor submodule (added missing write method for JSON output). 2018-06-15 14:59:13 +02:00
Sébastien Villemot b0dbc1ec54 Update preprocessor submodule 2018-06-14 17:22:55 +02:00
Stéphane Adjemian(Charybdis) e3727db6a4 Updated particles submodule. 2018-06-14 11:50:55 +02:00
Stéphane Adjemian(Charybdis) 701633769d Removed hack that is not needed anymore. 2018-06-11 18:22:31 +02:00
Houtan Bastani 36f7111c0f modify get_ar_matrices for change in lag info 2018-06-11 16:18:24 +02:00
Houtan Bastani c7fe3770df Merge branch 'master' into ecb-master 2018-06-11 15:35:24 +02:00
Houtan Bastani f91cc1b0da submodule update: preprocessor 2018-06-11 15:26:51 +02:00
Stéphane Adjemian(Charybdis) eacb6eb498 Updated dseries submodule (bug fix). 2018-06-09 18:34:09 +02:00
Stéphane Adjemian(Charybdis) 8270386d0b Updated dseries submodule. 2018-06-09 18:32:40 +02:00
Johannes Pfeifer 6607d3907a disp_identification.m: Account for jweak_pair generally being a matrix 2018-06-09 08:59:43 +02:00
Stéphane Adjemian(Charybdis) 447d4ff561 Allow for non diagonal A0 matrix in Error Correction Models. 2018-06-08 12:17:29 +02:00
Sébastien Villemot 1e5fab3881 Fix tests for stack_solve_algo=7
Completes commit db0cf1b8ea from PR #1616.
2018-06-08 10:29:53 +02:00
Sébastien Villemot 48488e6e87
Merge pull request #1618 from JohannesPfeifer/Identification_message
Correct display of identification message if parameters are only coll…
2018-06-08 10:16:22 +02:00
Stéphane Adjemian 6f777f6185
Merge pull request #1619 from JohannesPfeifer/doc
Correct name in manual
2018-06-08 07:00:37 +02:00
Johannes Pfeifer fa363f7e4b Correct name in manual 2018-06-07 23:15:24 +02:00
Stéphane Adjemian f3fec841c0
Merge pull request #1617 from JohannesPfeifer/exo_lead_lag_test
Add unit tests for perfect foresight simulations with exogenous leads…
2018-06-07 21:25:45 +02:00
Johannes Pfeifer db0cf1b8ea Add unit tests for perfect foresight simulations with exogenous leads and lags
Closes #1616
2018-06-07 20:46:30 +02:00
Johannes Pfeifer b8094a2e84 Correct display of identification message if parameters are only collinear
Closes #1614
2018-06-07 19:29:24 +02:00
Stéphane Adjemian(Charybdis) c5b7d57ca1 Updated NEWS for 4.5.5. 2018-06-07 19:05:03 +02:00
Houtan Bastani ec0f5ad701 fix indexing bug 2018-06-07 18:48:32 +02:00
Houtan Bastani e9c631de7d Merge branch 'master' into ecb-master 2018-06-07 18:47:36 +02:00
Houtan Bastani 856fc060a2 submodule update: preprocessor 2018-06-07 17:41:54 +02:00
Sébastien Villemot 79484607a7 Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
Complete the fix started in 8913791ff0.

Change the test case to prevent regressions.
2018-06-07 16:14:02 +02:00
Sébastien Villemot 33c45ee8b9
Merge pull request #1615 from JohannesPfeifer/options_ident_ar
identification_analysis.m: make sure that increase in options_.ar is …
2018-06-07 14:43:18 +02:00
Johannes Pfeifer 09ac7f6249 identification_analysis.m: make sure that increase in options_.ar is passed back via options_ident 2018-06-07 13:17:42 +02:00
Michel Juillard 8913791ff0 fixes bug for solve_algo = 10 and lags on exogenous variables 2018-06-07 12:21:58 +02:00
Sébastien Villemot b080e5d7b1 Convert the ramst.mod example to new perfect foresight syntax 2018-06-06 16:43:16 +02:00
Sébastien Villemot a71e0ebee4 Add a compile-time check for MATLAB version, as we already do for Octave 2018-06-06 14:31:25 +02:00
Sébastien Villemot 88e89dfb21 Refactor test for Octave version
Distinguish between a minimal version required (from a source code perspective,
applicable on all platforms) and an exact version requirement (from a binary
package perspective, in practice used only for our Windows package).
2018-06-06 14:27:53 +02:00
Sébastien Villemot 57f6183d2f Move some functions out of missing/stats/, since they are only needed for MATLAB 2018-06-06 13:02:42 +02:00
Sébastien Villemot 9211d902a0 Update dseries 2018-06-05 19:56:42 +02:00
Sébastien Villemot 933ed45ead Octave 4.4 no longer includes statistics functions
Those have been moved to the statistics package. If that package is not there,
use a fallback.
2018-06-05 19:53:06 +02:00
Sébastien Villemot 7cbac0c989 Fix user_has_octave_forge_package
Packages are no longer autoloaded, so testing whether they are "Loaded" does
not work in all cases.

The function now ensures that the package is loaded.
2018-06-05 19:53:02 +02:00
Houtan Bastani 6f6ef8fb30 Merge branch 'master' into ecb-master 2018-06-05 18:47:55 +02:00
Houtan Bastani b6355776a0 submodule update: preprocessor 2018-06-05 18:45:22 +02:00
Sébastien Villemot 0b2828af8a Fix typo 2018-06-05 17:27:22 +02:00
Sébastien Villemot e8ade6a187 Fix display of Dynare command arguments 2018-06-05 17:27:03 +02:00
Sébastien Villemot 8cadb2ac59 Silence Octave:classdef-to-struct warning 2018-06-05 17:24:52 +02:00
Sébastien Villemot c7a57e5906 corrcoef is included in Octave 4.4 2018-06-05 17:14:41 +02:00
Sébastien Villemot e1a3c40ef0 Fix compilation of MS-SBVAR DLL under Octave 4.4 2018-06-05 17:07:45 +02:00
Stéphane Adjemian(Charybdis) 28bd362329 Updated preprocessor. 2018-06-05 11:52:32 +02:00
Sébastien Villemot e669321eec Require C++14 for MEX files
Needed because bytecode DLL uses some preprocessor code which is C++14.
2018-06-05 11:34:41 +02:00
Houtan Bastani 35320e2f93 submodule update: preprocessor 2018-06-05 11:14:56 +02:00
Sébastien Villemot fec0947c7b Testsuite: clean files generated by move to temporary terms array 2018-06-04 18:08:28 +02:00
Sébastien Villemot f30126ea69 Update preprocessor, following temporary terms array optimization and partial C++14 modernization 2018-06-04 18:08:28 +02:00
Stéphane Adjemian a76a7f9680
Merge pull request #1613 from JohannesPfeifer/datatomfile_char
datatomfile: Consistently replace char by cell arrays
2018-06-04 14:05:11 +02:00
Johannes Pfeifer 2dd940dc1a datatomfile: Consistently replace char by cell arrays
Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00