805d4dda67
Added isdseries routine. Returns 1 if the input is a dseries object, 0 otherwise.
2013-11-06 17:15:19 +01:00
92679a463f
Check that the second input is a dseries object in @dseries/merge.
2013-11-06 16:59:32 +01:00
4a2a9af021
Removed useless condition.
2013-11-06 16:56:21 +01:00
cecd56e457
Renamed getDatesCellStringArray routine as strings. Factorized code.
2013-11-06 14:53:36 +01:00
0fdc18e7fb
Merge branch 'ifc'
...
Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
b03697b342
Add possibility to initialize parameters from calibrated model
2013-11-06 13:50:46 +01:00
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
7e779ed506
Removed debugging info in unitary test.
2013-11-06 10:58:59 +01:00
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
1f80af75c1
Rewrote header.
2013-11-06 10:01:47 +01:00
71045299a4
Rewrote @dates/union more compactly (code factorization).
2013-11-06 09:42:18 +01:00
1ac115ac2b
Fixed typo in header.
2013-11-06 09:16:40 +01:00
e4ae889886
Cosmetic change.
2013-11-06 08:39:55 +01:00
f98ef6b3fb
Rewrote header and removed useless condition.
2013-11-06 08:39:06 +01:00
8dc13c12d8
Add missing function check_for_calibrated_covariances.m
2013-11-06 07:13:35 +01:00
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
d6a6c42054
Removed useless condition (first argument has to be a dates object).
2013-11-05 17:00:02 +01:00
ead332ed97
Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
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Bugfixes for correlated shocks
2013-11-05 07:49:37 -08:00
7e70af88a9
Removed useless condition (first argument has to be a dates object).
2013-11-05 16:28:23 +01:00
9795edd892
Removed useless condition (first argument has to be a dates object).
2013-11-05 16:27:16 +01:00
e8be29e97c
Removed comments.
2013-11-05 16:26:16 +01:00
8a6e23845b
Merge remote-tracking branch 'jpfeifer/mode_compute'
2013-11-05 16:20:04 +01:00
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804bFixes #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
be983fa363
Merge pull request #518 from JohannesPfeifer/check_covariance
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Add function to check covariances for consistency
2013-11-05 06:42:08 -08:00
68a33a76d8
Add function to check covariances for consistency in stochastic simulations
2013-11-05 15:36:06 +01:00
42453b4887
Rewrote @dates/min function more compactly (as in commit 88389316fa).
2013-11-05 14:46:00 +01:00
ac8303ed59
dynSeries: add possibility to merge with an empty series
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adding comments
2013-11-05 12:46:30 +01:00
88389316fa
Rewrote more compactly @dates/max function.
2013-11-04 19:21:00 +01:00
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
d8f1201a84
Fixed bug (undefined object).
2013-11-04 19:12:17 +01:00
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
8f93af16e1
Added method likecode for @dates/length.
2013-11-04 18:26:45 +01:00
a88a7a0ac5
Added method like call for @dates/isempty.
2013-11-04 18:02:15 +01:00
1a8bba6393
Allow a custom function named 'prior' as a value for 'mode_compute' option
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Closes #507
2013-11-04 15:42:59 +01:00
2078e06b16
Take care of matlab's version when using builtin intersect function.
2013-11-04 10:55:46 +01:00
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
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
b81159f12c
adding comments
2013-11-03 11:40:36 +01:00
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +01:00
63f8a731d9
Cosmetic changes.
2013-10-30 09:32:51 +01:00
6b09ef8760
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
(cherry picked from commit 8ce11bc848
2013-10-28 18:58:40 +01:00
9df1b8548e
Merge branch 'master' into remove-dynDate-class
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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
8ce11bc848
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
2013-10-27 10:56:11 +01:00
70969e4e46
Use @dates/double as a method.
2013-10-24 14:55:37 +02:00
ed9babae26
Added missing constructor for dates of the form dates(DATES, DATES, DATES, ...).
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Calls hozcat method.
2013-10-24 09:47:59 +02:00
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
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
84dd46d9e5
Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
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Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
6128338a15
Added missing tag for triggering the unitary tests in @dates/double.
2013-10-21 11:53:33 +02:00
d31a2674e8
Renamed dynDates2decimal as double, added doc/header and unitary tests.
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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
9a07e5c49d
Fixed unitary test.
2013-10-18 22:55:53 +02:00
d86d713cf4
Renamed dynSeries class as dseries.
2013-10-18 17:38:43 +02:00
0056751215
Fixed bug relatated with tex names.
2013-10-18 16:44:18 +02:00
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
95fea041ef
reporting: fix typo
2013-10-18 15:20:44 +02:00
1b7d2e1d10
reporting: change table class name to report_table to avoid conflict with matlab function table
2013-10-18 15:20:38 +02:00
14640275d8
Cosmetic change.
2013-10-18 15:06:36 +02:00
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
8f3e10ea1b
Merge branch 'master' into remove-dynDate-class
2013-10-17 16:33:19 +02:00
b77d37d83b
Fixed typo in unitary tests numbering.
2013-10-17 16:30:35 +02:00
29cbe5dfb4
Added overloaded cumsum function for dynSeries objects.
2013-10-17 15:59:29 +02:00
1cf174bdb4
Fixed typo in error and warning messages.
2013-10-17 14:26:12 +02:00
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
5b59ff42b1
Changed behaviour of the overload eq (==) method for dynSeries objects (see header).
2013-10-17 11:37:15 +02:00
69f7e2468c
Fixed bug in display of the dynSeries objects.
2013-10-17 11:36:22 +02:00
bf733d50c4
Added missing semicolon.
2013-10-17 11:36:03 +02:00
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
66143e4749
dynDate -> dates in dynSeries.
2013-10-16 16:16:26 +02:00
529a94e329
Rewrote @dynSeries/horzcat method.
2013-10-16 15:51:07 +02:00
7de84a4767
Fixed typo.
2013-10-16 15:47:56 +02:00
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
306d8d6f88
Fixed bug (wrong use of inputname function).
2013-10-16 14:56:23 +02:00
46db51b479
Updated @dynSeries/extract method.
2013-10-16 13:16:07 +02:00
2bb66c38f0
Updated dynSeries class' constructor.
2013-10-16 13:09:11 +02:00
eb25a54ee9
Added unitary tests for the dates class' constructor.
2013-10-16 13:07:41 +02:00
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
f28bc166f6
dynDate --> dates in load_xls_file_data.
2013-10-16 12:30:14 +02:00
73df682eb8
Added consistency test between INIT__ and FREQ__.
2013-10-16 12:05:39 +02:00
fb08f5c133
dynDate --> dates in load_mat_file_data routine. Fixed unitary test.
2013-10-16 12:03:39 +02:00
d0220e8685
Rewrote headers.
2013-10-16 11:56:36 +02:00
97580b84bb
dynDate --> dates in load_m_file_data routine. Fixed unitary test.
2013-10-16 11:40:55 +02:00
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
Stéphane Adjemian (Scylla)
Houtan Bastani
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot
Michel Juillard