Commit Graph

16637 Commits (new-samplers)

Author SHA1 Message Date
Stéphane Adjemian (Ryûk) 60c0ed0180
Add Sequential Monte Carlo sampler. 2023-12-13 15:30:38 +01:00
Stéphane Adjemian (Ryûk) 2fbbe66c0a
Add member to dprior class.
Name of the parameter.
2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk) 61498e644a
One file per method. 2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk) 3606b10f05
Add methods for computing moments.
- prior mean
 - prior mode
 - prior median
 - prior variance
2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk) 5077969aad
Add members to @dprior class. 2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk) 3d50844ae4
Make last input argument optional. 2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk) 3c3353b7ed
Add methods to dprior (density and densities).
Will be used as a replacement for priordens.
2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk) 03a68ddb89
Cosmetic changes. 2023-12-12 18:18:38 +01:00
Sébastien Villemot b1aa88e8da
Add clang-tidy configuration file
[skip ci]
2023-12-12 17:32:43 +01:00
Sébastien Villemot d3aac5e2d7
Fix typo
[skip ci]
2023-12-12 17:28:52 +01:00
Sébastien Villemot 62b31aa279
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2218
2023-12-12 17:15:38 +01:00
Sébastien Villemot 9d6a25e368
dseries: update to CI configuration 2023-12-12 17:10:42 +01:00
Sébastien Villemot 43b24facb9
Configuration file: new default location; new default value for GlobalInitFile
Under Linux and macOS, the default location for the configuration file is now
dynare/dynare.ini under the configuration directories as defined by the XDG
specification. Under Windows, the default configuration file is now
%APPDATA%\dynare\dynare.ini.

There is now a default value for the global initialization file (GlobalInitFile
option of the configuration file): the global_init.m in the Dynare
configuration directory.
2023-12-12 17:09:55 +01:00
Sébastien Villemot cc15281b1f
Emacs mode: add missing keywords
– “bvar_irf” added to statements
– “target”, “auxname_target_nonstationary”, “component”, “growth”, “auxname”,
  “kind” added to statements-like
– “filter_initial_state” added to blocks
2023-12-12 10:54:03 +01:00
Sébastien Villemot c99230825f
Windows package: bump dependencies 2023-12-12 10:54:03 +01:00
Sébastien Villemot b7805cc667 Merge branch 'remove_files' into 'master'
Remove various unused files

See merge request Dynare/dynare!2217
2023-12-11 20:38:06 +00:00
Johannes Pfeifer ec76bda254 Remove obsolete Sylvester options
dr_block has been removed
2023-12-11 18:04:43 +01:00
Johannes Pfeifer 021b9dbb25 identication.checks.m: remove wrong condition 2023-12-11 18:04:43 +01:00
Johannes Pfeifer daecd1f720 DsgeSmoother.m: remove unnecessary space 2023-12-11 18:04:42 +01:00
Johannes Pfeifer 5a3d545db2 var_sample_moments.m: cosmetic changes 2023-12-11 18:04:42 +01:00
Johannes Pfeifer ed80c4ff3f load_last_mh_history_file.m: cosmetic changes 2023-12-11 18:04:42 +01:00
Johannes Pfeifer 678bd7aca9 dyn_forecast.m: cosmetic header fix 2023-12-11 18:04:42 +01:00
Johannes Pfeifer 97f6a4219b smirnov_test.m: update call to histc under Matlab 2023-12-11 18:04:41 +01:00
Johannes Pfeifer 31c91080e1 Remove shiftS.m, which is a duplicate of the one in dseries 2023-12-11 18:01:34 +01:00
Johannes Pfeifer 62e8b275a0 Remove further unused function from matlab folder 2023-12-11 18:01:33 +01:00
Johannes Pfeifer 435b103cf5 Remove unused functions, mostly related to old analytical derivatives 2023-12-11 18:01:33 +01:00
Sébastien Villemot d844043877
Merge branch 'plot_shock_decomposition' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2215
2023-12-08 15:49:19 +01:00
Sébastien Villemot a31c76403d
Windows and macOS packages: move meson native/cross files to OS-specific directory 2023-12-08 14:34:14 +01:00
Sébastien Villemot 4ef9245a95
MEX files: remove calls to virtual method during construction
Such calls may bypass virtual dispatch.

Automatically detected by clang-tidy with
clang-analyzer-optin.cplusplus.VirtualCall check.
2023-12-07 18:34:38 +01:00
Sébastien Villemot 91c677ca7f
MEX files: drop C++ preprocessor directives now obsolete
Dynare++ is no longer distributed as a standalone binary.
2023-12-07 17:57:01 +01:00
Sébastien Villemot 56289c72d0
Drop obsolete Dynare++ example
[skip ci]
2023-12-07 16:04:33 +01:00
Sébastien Villemot 1f5f668313
Move docker folder below the scripts folder
[skip ci]
2023-12-07 16:02:33 +01:00
Johannes Pfeifer 54c4e9df09 plot_shock_decomposition.m: filter out case where data to plot is empty and writing the Excel file will crash 2023-12-07 13:50:18 +01:00
Stéphane Adjemian (Guts) 8d8176fc30
Remove unused (saved on disk) vector of indices. 2023-12-07 12:29:28 +01:00
Sébastien Villemot 40ef192e37
Merge branch 'dynare-ident_globals'
Ref. !2213
2023-12-07 12:19:04 +01:00
Johannes Pfeifer 1e5a04c2c5
filt_mc_.m: clarify R2 concept 2023-12-07 12:18:00 +01:00
Johannes Pfeifer f3a1ba56e3
GSA: removed non-working UI context menu and associated functions
Decision taken in Town Square
2023-12-07 12:18:00 +01:00
Johannes Pfeifer af53c65172
dynare_sensitivity.m: update header 2023-12-07 12:18:00 +01:00
Johannes Pfeifer c3b9c499ba
GSA: more fixes to LaTeX output 2023-12-07 12:18:00 +01:00
Johannes Pfeifer 7f027d8f5e
dyn_table.m: reduce white space in output 2023-12-07 12:18:00 +01:00
Johannes Pfeifer 9efb784763
GSA: remove some unused functions and move other to inline ones 2023-12-07 12:18:00 +01:00
Johannes Pfeifer 19b2619d06
Remove unused gsa/gsa_speed.m 2023-12-07 12:17:59 +01:00
Johannes Pfeifer 5d07ff9f8b
GSA: decrease waitbar refresh frequency 2023-12-07 12:11:38 +01:00
Johannes Pfeifer fca782f8e4
Correct LaTeX output by disentangling purpose of input arguments 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 43fc6263af
dyn_latex_table.m: make code robust to including dollar signs in labels and headers 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 37ab539a10
testsuite: provide meaningful output in case of LaTeX errors 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 6adf1c2639
Various cosmetic changes to functions 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 709ef9230f
get_the_name.m: do not pass full options structure as input 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 0ba91259d8
GSA: cosmetic fixes to log_trans_.m and gsa_skewness.m 2023-12-07 12:11:38 +01:00
Johannes Pfeifer dce0967deb
GSA: replace deprecated hist() syntax under MATLAB 2023-12-07 12:11:38 +01:00