24eb3bcb34
remove unnecessary brackets from strings
2019-01-02 17:56:35 +01:00
b20a9536b8
Fix Texinfo error introduced in previous commit
2019-01-02 16:45:51 +01:00
7e9669c71a
Doc: the preprocessor no longer accepts a mod-file as a string as 1st argument
2019-01-02 16:40:35 +01:00
dcac799289
Fix check for QZ eigenvalue criterium
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The criterium was previously incorrectly applied to the square absolute value of
eigenvalues. Rather apply it to the absolute value itself (as done in
mjdgges.m and the AIM solver).
Closes #1632
2019-01-02 16:37:30 +01:00
4aa4b7f25f
update year
2019-01-02 13:37:33 +01:00
123ba261b4
doc: fix typo
2018-12-31 11:36:03 +01:00
7bf555b9aa
preprocessor: submodule update
2018-12-27 19:10:26 +01:00
05525f084b
preprocessor: submodule update
2018-12-27 12:29:43 +01:00
6d5f86b464
Updated dseries submodule (fix for macOS).
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X13 binary was not detected.
[ci-skip]
2018-12-27 10:59:38 +01:00
c7988c0717
Updated dseries submodule (moved dates class into dseries submodule).
2018-12-24 10:37:26 +01:00
0e9bd5b33c
Update preprocessor submodule
2018-12-20 17:46:36 +01:00
f546eb67ed
Update preprocessor and dseries submodules
2018-12-20 17:10:22 +01:00
f363c3da6b
Restore behavior of 'nolog' option
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The option had been broken by 0e77815ece
2018-12-20 17:10:22 +01:00
3dcfb986a1
Updated preprocessor submodule.
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Set gcc compiler for macOS.
[ci-skip]
2018-12-20 14:40:54 +01:00
14305851a9
Updated dates submodule.
2018-12-19 17:24:00 +01:00
fa7931e125
preprocessor: submodule update
2018-12-19 16:22:59 +01:00
0e77815ece
Options list at the top of the mod-file now parsed by the preprocessor
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Closes #1630
2018-12-19 16:15:48 +01:00
7527cb8391
Merge branch 'prior_m' into 'master'
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Use global instead of local variable
See merge request Dynare/dynare!1639
2018-12-18 13:00:28 +00:00
5db86aaf7f
Use global instead of local variable
2018-12-18 12:44:08 +01:00
fc74dded42
Increase tolerance in quantile.m unit test
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The failure appeared because of (seemingly unrelated) changes in gamrnd, which
have modified the random seed when entering this test.
2018-12-17 12:38:41 +01:00
70011983e3
Changed test.
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Epilogue should also be able to simulate backward models.
[ci skip]
2018-12-17 12:28:55 +01:00
f2b5a909f3
Update dseries submodule.
2018-12-17 10:50:39 +01:00
6460a3a1e5
Document prior moments(distribution) option
2018-12-15 19:23:06 +01:00
68d3852cbf
Correctly update covariance matrix of exogenous shocks during prior simulation
2018-12-15 19:23:06 +01:00
463e42a18f
Fix description of oo_.conditional_variance_decomposition
2018-12-15 19:23:06 +01:00
32b9853277
Add unit test for correctness of posterior moments
2018-12-15 19:23:05 +01:00
b333f6bf2b
Correctly update covariance matrix of shocks for posterior draws
2018-12-15 19:23:05 +01:00
0f5940ab1f
kim/kim2.mod: fix inconsistent prior specification
2018-12-15 18:49:53 +01:00
2ba9a8e10b
Prevent inconsistent specification in estim_params-block
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Also documents the behavior
2018-12-15 18:49:53 +01:00
1880a34d2f
Provide error message if unsupported endogenous prior restriction is used
2018-12-15 18:44:53 +01:00
fec7455555
Make prior.m function account for endogenous prior restrictions
2018-12-15 18:44:53 +01:00
d5bdc19e19
Added unit tests for gamrnd algorithms.
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Only tests first order moemnt, second order moment and Cumulative Distribution
Function (should also add some tests for independance).
2018-12-15 16:48:25 +01:00
e32b87d4b3
Streamlined gamrnd routine.
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Give access to all the implemented algorithms through the third argument. The
last argument is a structure with two fields `large` and `small`. The first
field specifies the algorithm to be used for α>1 while the second field defines
the algorithm to be used for α ∈ (0,1).
Default algorithms are:
- Cheng (1977) for α>1,
- Johnk (1964) α ∈ (0,1).
2018-12-15 16:48:24 +01:00
d628b078ab
Fixed typo.
2018-12-15 16:48:24 +01:00
4206cabe52
Streamlined gamrnd algorithms.
2018-12-15 16:48:24 +01:00
8ac4860150
Fixed Weibull rejection algorithm.
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The description given by Devroye (1986) is clearly wrong, this implementation
is based on the original paper Väduva (Series Statistics, 1977).
2018-12-15 16:48:24 +01:00
79ad4e952b
Bug fixes in Cheng (1977)'s gamrnd algorithm.
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- Definition of Y was wrong (error in Devroye's book).
- Definition of X was wrong.
Also simplified the code w.r.t. update of the vector of indices.
2018-12-15 16:48:24 +01:00
162c8ab7d0
Set default value for the second hyperparameter.
2018-12-15 16:48:24 +01:00
426c63a735
Created namespace for gamrnd routines.
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Also fixed implementation of Jonk's algorithm.
2018-12-15 16:48:23 +01:00
71667846e5
For the time being, allow failures in Octave testsuite
2018-12-12 15:11:50 +01:00
552c40cfc4
Update dseries and m-unit-tests submodules
2018-12-12 14:48:50 +01:00
139e922c0f
No longer downoald x13 binary within CI
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The binary is now picked from the Debian package.
2018-12-12 11:06:20 +01:00
d2c10f216b
Update dseries submodule
2018-12-12 10:36:17 +01:00
8f5ba227d1
Updated dseries submodule.
2018-12-11 19:38:29 +01:00
89a8331eb6
Updated dseries submodule.
2018-12-10 23:00:52 +01:00
6f3a4ce806
modify epilogue test
2018-12-10 16:31:42 +01:00
e6c378efd4
preprocessor: submodule update
2018-12-10 16:31:33 +01:00
ecad43085c
Added integration test (epilogue block).
2018-12-10 16:16:15 +01:00
ae2dafb6ec
preprocessor: submodule update
2018-12-10 12:41:02 +01:00
540e3c2c41
Remove runner tags, actually not needed
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We rather rely on the Gitlab setting that prevents some runners from accepting
jobs without tags.
2018-12-06 15:56:37 +01:00
Houtan Bastani
Sébastien Villemot
Stéphane Adjemia (Scylla)
Johannes Pfeifer