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
17f4546447
Fix YAML
2018-12-06 12:37:01 +01:00
d727e8ab87
Ensure that jobs are run on the right runners (now that we have several runner classes)
2018-12-06 12:35:44 +01:00
9c75f6e913
Updated the preprocessor submodule.
2018-11-30 21:30:08 +01:00
efec664667
Preprocessor update + corresponding change in parameters derivatives
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In the *_params_derivs.m files, in the "hp" matrix, the preprocessor now fully
outputs the symmetric elements, so getH needs to be adapted.
By the way, also clean up code for "rpp" and "gpp", were full symmetric
elements were also already present (and therefore do not need to be duplicated
in getH).
2018-11-22 17:53:39 +01:00
6995e24863
The testsuite can now be run from Windows
2018-11-21 16:21:59 +01:00
59d4dd185e
Merge branch 'ident_test' into 'master'
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kim2.mod: trigger case where estim_params_block is not detected
See merge request Dynare/dynare!1638
2018-11-16 17:55:39 +00:00
a7a46a6b75
Add missing file in c407b63e84
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Ref Dynare/preprocessor#13
2018-11-16 18:37:20 +01:00
c407b63e84
Update preprocessor submodule + add test
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Ref Dynare/preprocessor#13
2018-11-16 18:34:37 +01:00
33d35d8fcc
kim2.mod: trigger case where estim_params_block is not detected
2018-11-16 17:56:13 +01:00
981e2e247a
Fix MATLAB version number in announcement
2018-11-16 17:51:11 +01:00
635aa65665
Merge branch 'ident_plot_bug' into 'master'
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identification_analysis.m: Fix bug introduced in 60d95b65f2Dynare/dynare!1637
2018-11-16 16:21:14 +00:00
b615d2d795
identification_analysis.m: Fix bug introduced in 60d95b65f2
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We already used a variable called offset
2018-11-16 16:20:27 +01:00
7cbd3ecbf7
Merge branch 'cmr_steady_issue_2' into 'master'
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evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables
Closes #1175
See merge request Dynare/dynare!1635
2018-11-16 14:28:23 +00:00
4ecbcbb136
evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables
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The original problems seems to have been fixed by #1133
Essentially reverts 3c7e60b744closes #1175
2018-11-16 14:12:55 +01:00
3b69635200
Merge branch 'cmr_steady_issue_1' into 'master'
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evaluate_steady_state_file.m: fix two bugs in debugging mode
See merge request Dynare/dynare!1634
2018-11-16 11:36:25 +00:00
f947a31b80
evaluate_steady_state_file.m: fix two bugs in debugging mode
2018-11-16 09:24:43 +00:00
60d95b65f2
Identification strength: make plotting consistent
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1. Rely on actually computed standard deviations in bayestopt_ instead of potentially unset estim_params_
2. Remove arbitrary normalizations/omitted normalization in case of division by 0 in normalization
3. Distinguish between 0 identification and division by 0 due to normalization in plots
(cherry picked from commit 7341e21a381850c47fbed018bf6a7acdda4fa92e)
2018-11-16 10:17:30 +01:00
3acdcd3657
Update preprocessor submodule
2018-11-15 18:00:20 +01:00
ad451ad224
Merge branch 'prior_dens_info' into 'master'
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Deal with info returned by priordens being a vector
See merge request Dynare/dynare!1629
2018-11-15 09:39:11 +00:00
513f3ec68e
Merge branch 'evaluate_steady_state' into 'master'
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evaluate_steady_state.m: consistently use params
Closes #1627
See merge request Dynare/dynare!1630
2018-11-15 09:22:09 +00:00
6e5465c0ff
Merge branch 'gsa_plot' into 'master'
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Fixes to GSA plots
See merge request Dynare/dynare!1631
2018-11-15 09:12:29 +00:00
30361ccb49
GSA scatter plots: Correctly pass LaTeX-names to figure
2018-11-14 18:37:54 +01:00
022913579a
map_calibration.m: Fix bug that prevented display of restrictions
2018-11-14 18:37:05 +01:00
c16c2fb894
evaluate_steady_state.m: consistently use params
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Prevents erroneously relying on stale parameters from M.params (thanks to Tom Holden); closes #1627
2018-11-14 16:01:55 +01:00
09a166f4e7
Revert "adding missing any()"
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This reverts commit a5b97a28a0
2018-11-14 15:04:27 +01:00
c1b0bb5ee3
initial_estimation_checks.m: Turn vector info into scalar
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Related to a5b97a28a0
2018-11-14 15:02:15 +01:00
7b0ef3d080
Merge branch 'doc_references' into 'master'
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Cosmetic fixes to reference in manual
See merge request Dynare/dynare!1628
2018-11-14 11:33:49 +00:00
bb1642b5b8
Cosmetic fixes to reference in manual
2018-11-14 12:15:59 +01:00
18faa9733c
Further updates related to minimal MATLAB version bump
2018-11-13 18:29:20 +01:00
Johannes Pfeifer
Stéphane Adjemia (Scylla)
Sébastien Villemot
Houtan Bastani