1. 29 Jan, 2019 3 commits
  2. 28 Jan, 2019 5 commits
  3. 25 Jan, 2019 1 commit
  4. 18 Jan, 2019 2 commits
  5. 16 Jan, 2019 1 commit
  6. 15 Jan, 2019 1 commit
  7. 09 Jan, 2019 2 commits
  8. 02 Jan, 2019 1 commit
  9. 27 Dec, 2018 2 commits
  10. 20 Dec, 2018 7 commits
  11. 19 Dec, 2018 3 commits
  12. 11 Dec, 2018 1 commit
    • Sébastien Villemot's avatar
      Make histval compatible with diff operator · 38152c34
      Sébastien Villemot authored
      The idea is to make use of the dynamic_set_auxiliary_dseries.m file to generate
      the initial conditions for all auxiliary variables, including the diffs.
      
      Also remove the check done by the preprocessor for the lags in histval, since
      it does not work correctly with the diff operator.
      38152c34
  13. 10 Dec, 2018 2 commits
  14. 05 Dec, 2018 2 commits
    • Sébastien Villemot's avatar
      Improve consistency of ExprNode methods for calculating max lead/lag · 82b14670
      Sébastien Villemot authored
      - ExprNode::maxLag() and ExprNode::maxLead() now take into account exogenous
        deterministic variables, for consistency with M_.maximum_{lead,lag}
      
      - ExprNode::maxLag() no longer behaves as if diff() operators were
        expanded (i.e. it now returns 1 on diff(x(-1))), for consistency with
        maxEndoLag() and maxExoLag()
      
      - New ExprNode::maxLagWithDiffsExpanded() method, that behaves as maxLag() used
        to behave (except that it also takes exogenous deterministic into account)
      82b14670
    • Sébastien Villemot's avatar
      Modify semantics of ExprNode::countDiffs() · fe6d4e9b
      Sébastien Villemot authored
      Previously, this function was counting the total number of diff() operators in
      an expression. But this is not very useful, and is potentially misleading,
      because in practice we use this function to compute the maximum lag on
      variables in levels.
      
      This function now returns the maximum number of nested diffs.
      
      For example, on diff(x)+diff(diff(y)), this function was returning 3, and it
      now returns 2.
      fe6d4e9b
  15. 04 Dec, 2018 2 commits
  16. 03 Dec, 2018 2 commits
  17. 30 Nov, 2018 1 commit
  18. 29 Nov, 2018 1 commit
  19. 28 Nov, 2018 1 commit