0459d1bcd4
Fixed bug in Weibull prior.
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Fixed inconsistencies in the ordering of the hyperparameters (shape and scale).
2016-02-11 21:35:29 +01:00
3c7e60b744
Bug related to the steady state of aux. variables.
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Appears in CMR's model where the steady state of the auxiliary variables
is not correct if set_auxiliary_variables routine is only called once.
Added a debug mode (false by default) to check that the mapping defined
by set_auxiliary_variables routine is invariant.
2016-02-05 00:13:20 +01:00
34bc1ab9de
Do not call set_auxiliary_variables routine before evaluating the steady state file.
2016-02-05 00:13:20 +01:00
c969edcd63
Updated dseries submodule (Allow objects with NaNs in cumsum and cumprod overloaded methods).
2015-12-23 19:42:31 +01:00
f546368252
preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs)
2015-12-18 17:13:50 +01:00
4976b2b335
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
aec2159ea7
submodule update: reporting
2015-12-17 14:17:04 +01:00
846a391eb1
Fixed bug.
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Test the existence of field var_exo in estim_params_. This field does
not exist if one runs a smoother on a calibrated model.
2015-12-15 22:37:08 +01:00
f28a7a62bb
Only test non-zero measurement error covariance entries for positive definiteness
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Otherwise, not having measurement error on one variable is not allowed during estimation
2015-12-15 22:37:08 +01:00
313ffb5f32
Merge pull request #1116 from JohannesPfeifer/Latex_cosmetics
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Various improvements to LaTeX output
2015-12-15 17:22:00 +01:00
74283c45d2
Added unit test for priordens routine.
2015-12-15 09:14:50 +01:00
adb5a2359d
Cosmetic change.
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Replaced 1/0 by booleans in priordens routine.
2015-12-15 08:45:13 +01:00
944ed4b42b
Fixed bug.
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Forgot to change the name of the routine for the inverse CDF of the
Weibull distribution.
2015-12-14 23:51:50 +01:00
e53f3a67fa
Fixed unit test for prior_draw routine.
2015-12-14 23:50:56 +01:00
29a0765a48
Removed globals from prior_draw routine.
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When initializing the persistent variables, bayestopt_ and
options_.prior_trunc need to be passed as input arguments.
2015-12-14 23:50:56 +01:00
e5894c4157
Add eps-loaders to GSA output
2015-12-14 14:09:37 +01:00
877b2cbb80
Use longtable for collinearity pattern table
2015-12-14 11:27:00 +01:00
4f9b141c76
Add eps-loaders to identification codes
2015-12-14 11:26:33 +01:00
9cea813249
Add missing packages to collect_LaTeX_Files.m and manual
2015-12-13 16:57:25 +01:00
246ea146d1
Use booktabs package for neater table output
2015-12-13 16:43:25 +01:00
aafa3e15b9
Modularize display_estimation_results_table.m
2015-12-13 16:42:52 +01:00
df4bc5c5c8
Use TeX-name for caption in shock decomposition graphs
2015-12-13 16:42:20 +01:00
482f2bdd2c
Add LaTeX output to Geweke convergence diagnostics
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Also allows for custom header part in dyn_latex_table.m
2015-12-13 16:41:41 +01:00
837916f45b
Add LaTeX-capacities for trace_plot.m
2015-12-13 16:40:20 +01:00
88858a1fde
Cosmetic change.
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Use logicals instead of 0/1.
2015-12-11 19:11:47 +01:00
dc1df09519
Fixed bug.
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Wrong number of input arguments when calling gamma_specification.
2015-12-11 18:50:54 +01:00
f185d15c36
Fixed bug introduced in ed114ee8f047ee823b4dff1fe514ea4b2de180ae.
2015-12-11 18:50:54 +01:00
4670ecb9d6
Cosmetic changes.
2015-12-11 18:50:54 +01:00
d1020e6170
Fixed GSA for Weibull prior.
2015-12-11 18:50:54 +01:00
5834ed4446
Added checks for the input arguments of wblinv routine.
2015-12-11 18:50:54 +01:00
d676c67f03
Added CDF for the Weibull distribution.
2015-12-11 18:50:54 +01:00
d9cb5da148
Added unit test.
2015-12-11 18:50:54 +01:00
32475c90b0
Fixed typo in unit test.
2015-12-11 18:50:54 +01:00
1a07f95218
Fixed bug in the unit test for the mode of beta density.
2015-12-11 18:50:54 +01:00
0a4b9bfb3d
Added missing semicolon.
2015-12-11 18:50:54 +01:00
09498d30eb
Updated header doc.
2015-12-11 18:50:54 +01:00
3c42f7e362
Added try-catch blocks in unit tests.
2015-12-11 18:50:54 +01:00
8c9736f93f
Add unit tests for compute_prior_mode.m
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(cherry picked from commit 7d9c3ee365aba25c131b423596a1446eafd9c6ec)
2015-12-11 18:50:54 +01:00
09b4928ca8
Added lower bound as an argument.
2015-12-11 18:50:54 +01:00
cfefa6951c
Changed inputs of inverse_gamma_specification routine and added unit tests.
2015-12-11 18:50:54 +01:00
887e44f2b0
Cosmetic change. Removed loop.
2015-12-11 18:50:54 +01:00
85a4a082ad
Added a routine for computing the hyperparameters of the Beta distribution from the expectation and the variance (with unit tests).
2015-12-11 18:50:54 +01:00
24848a2ba4
Added a routine for computing the hyperparameters of the Gamma density from the expectation and the variance (with unit tests).
2015-12-11 18:50:54 +01:00
02d53b5d1d
Use statistics toolbox if available for the Weibull inverse CDF.
2015-12-11 18:50:54 +01:00
a1aa2bcd6e
Changed second input of prior_bounds routine.
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Do not pass options_ structure but only the required field (prior_trunc).
2015-12-11 18:50:54 +01:00
a859861e19
Fixed Bug.
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Forgot to rename calls to the routine generating Weibull deviates.
2015-12-04 18:42:26 +01:00
5ef86416bf
Merge branch 'cmr-prior'
2015-12-04 15:06:28 +01:00
5fb1b1cc23
Added Weibull prior.
2015-12-04 14:50:44 +01:00
954e57c421
reporting: submodule update
2015-12-02 12:39:51 +01:00
b7e7d73177
reporting: submodule update
2015-12-01 14:34:26 +01:00
Stéphane Adjemian (Hermes)
Houtan Bastani
Johannes Pfeifer