IRIS Toolbox Release 20150226 MINOR BKWC ISSUES

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Downloads: 13
Released: Feb 26, 2015
Updated: Feb 26, 2015 by jaromirbenes
Dev status: Stable Help Icon

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Source Code IRIS_Tbx_20150226.zip
source code, 7533K, uploaded Feb 26, 2015 - 13 downloads

Release Notes

Minor Backward Compatibility Issues
  • Method nonlinearize(...) removed from the simulation plan object, plan. Use options in the function model/simulate(...) to set up nonlinear simulations.
  • Issue 79 (Bug in Panel Var Code?), default value for option 'fixedEffect=' in panel VAR/estimate(...) changed to true.
  • Functions qreport/qplot and qreport/qstyle, and the q-file language are now obsolete, scheduled for removal, and have been removed from documentation. Use dbase/dbplot instead of qreport/qplot, and grfun/style instead of qreport/qstyle.
Regular Updates
  • New global nonlinear simulation method for backward-looking models (models with not leads/expectations). A new option 'method=' in model/simulate(...) controls the method used to simulate the model:
'firstOrder' (default, already available prior to this release) is first-order approx simulation,
'selective' (already available prior to this release, see Minor Backward Compatibility Issues) is equation-selective nonlinear simulation; see also new options 'nonlinPer' and 'solver=' in documentation.
'global' (newly introduced in this release) is global nonlinear simulation using Optim Tbx to solve the model as a system of nonlinear equations period by period; see also the option 'solver=' in documentation.
  • New syntax for dbase/dbplot. The input arguments List and/or Range can be now omitted. In that case, List is filled in with all time series names from the input database, and Range is determined by calling the function dbase/dbrange.
  • New option 'maxPerFigure=' in dbase/dbplot. The option specifies the max number of graphs in each figure window. If exceeded, the option 'subplot=' adjusts automatically.
  • Function model/assign now throws an error if an invalid name is being attempted to be assigned, except calls with databases or other model objects as second input arguments.
  • New function tseries/flipud. The function flips the time series data vector or matrix up to down (using the standard Matlab function flipud).
  • New function plan/reset. The function removes all exogenized, endogenized, autoexogenized, and conditioned upon data points from the simulation plan.
  • Kalman filter now throws an error when the common variance estimate becomes `0` (which happens when 'relative=' true and all observations match their one-step-ahead predictions). Run the filter with 'relative=' false instead.
  • Issue 107 (bug in diffsrf) closed, bug fixed in model/diffsrf. The bug caused an error when model/diffsrf was run for more than one shock or parameter.
  • Bug fixed in report/band. The bug caused an error when band objects were used in reports.
  • Bug fixed in tseries/x12. The 5th output argument, i.e. the input series with X12 forecasts and backcasts appended, was set up incorrectly whenever the X12 range was different from the input time series range.

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