Johannes Pfeifer
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19fdb309ac
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Fix computation of prior mode for uniform distribution
While this code is never actually used, we return the prior mean, which is directly given by the first hyperparameter.
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2015-07-27 10:19:02 +02:00 |
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Johannes Pfeifer
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8b49b30f91
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Add unit tests for prior sampling
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2015-07-24 16:32:05 +02:00 |
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Johannes Pfeifer
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b5aeefe526
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Make prior_draw.m check for uniform distribution violation of bounds
Follows the logic for all other distributions
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2015-07-24 16:23:40 +02:00 |
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Johannes Pfeifer
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560d9719db
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Correct copy and paste mistake in prior_draw.m for inverse gamma II
In case of bound violations, it was instead sampled from inverse gamma I
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2015-07-24 15:59:40 +02:00 |
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Johannes Pfeifer
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3d9f12d769
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Add check whether prior mean violates Generalized (Inverse) Gamma
Performs check as for generalized beta distribution
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2015-07-24 15:08:52 +02:00 |
MichelJuillard
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3fdda5412f
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Merge pull request #993 from JohannesPfeifer/tex
Correct case-sensitive spelling in unit tests that stops testsuite in…
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2015-07-24 09:01:32 +02:00 |
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Johannes Pfeifer
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126e04da20
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Correct case-sensitive spelling in unit tests that stops testsuite in Linux
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2015-07-24 08:34:16 +02:00 |
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MichelJuillard
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61d514c9eb
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Merge pull request #991 from JohannesPfeifer/marginal_density
marginal_density.m: performance improvements
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2015-07-23 18:26:06 +02:00 |
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Johannes Pfeifer
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5d775d3d76
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marginal_density.m: Rely on already computed inverse of SIGMA
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2015-07-23 18:18:31 +02:00 |
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Johannes Pfeifer
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4202dff6c9
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marginal_density.m: only compute determinant once
Uses log(det(SIGMA*increase))=log(increase^npar*det(SIGMA))=npar*log(increase)+log(det(SIGMA))
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2015-07-23 18:13:15 +02:00 |
Houtan Bastani
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efd9a563f4
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preprocessor: clean up code
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2015-07-23 18:10:44 +02:00 |
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Johannes Pfeifer
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9e3f89fd3b
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marginal_density.m: move inversion out of loop
Related to #270
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2015-07-23 17:54:46 +02:00 |
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MichelJuillard
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a156f2b42c
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Merge pull request #990 from JohannesPfeifer/mode_file
Delete mode-file option after completing estimation
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2015-07-23 17:22:48 +02:00 |
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Johannes Pfeifer
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08b42f9adb
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Add disclaimer to manual regarding reset of mode-file.
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2015-07-23 17:19:09 +02:00 |
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MichelJuillard
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e79968d5ad
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Merge pull request #989 from JohannesPfeifer/test_condition
Correct check condition in dynare_estimation_init.m introduced in b20…
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2015-07-23 17:08:14 +02:00 |
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Johannes Pfeifer
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7f0318856a
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Delete mode-file option after completing estimation
Prevents the recursive estimation from altering the option and closes #378
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2015-07-23 16:52:21 +02:00 |
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Johannes Pfeifer
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d67e003e03
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Correct check condition in dynare_estimation_init.m introduced in b2017ffece
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2015-07-23 16:45:40 +02:00 |
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MichelJuillard
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d82524ad1d
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Merge pull request #987 from JohannesPfeifer/mixed_estimation
Prevent mixed ML/Bayesian estimation
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2015-07-23 15:57:03 +02:00 |
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MichelJuillard
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f21e02f6b9
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Merge pull request #986 from JohannesPfeifer/foresight_auxvar_tests
Add unit tests for dealing with multiple leads and lags
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2015-07-23 15:56:19 +02:00 |
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MichelJuillard
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5791e15007
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Merge pull request #985 from JohannesPfeifer/display_jacobian
Change display_problematic_vars_Jacobian.m to use number of auxiliary…
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2015-07-23 15:55:48 +02:00 |
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MichelJuillard
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13cb9930f4
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Merge pull request #983 from JohannesPfeifer/lyap_fix
Two fixes regarding solution of lyapunov equations
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2015-07-23 15:55:12 +02:00 |
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Michel Juillard
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53fef04e29
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Merge branch 'new_ep'
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2015-07-23 15:46:09 +02:00 |
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Johannes Pfeifer
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244462adb6
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Add unit test for disallowing mixed ML/Bayesian estimation
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2015-07-23 14:44:26 +02:00 |
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Johannes Pfeifer
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b2017ffece
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Check whether estimation is fully ML or fully Bayesian
Closes #754
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2015-07-23 14:44:25 +02:00 |
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Michel Juillard
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e8f318ff50
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fixed problems in extended path
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2015-07-23 14:27:55 +02:00 |
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Michel Juillard
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b8194f7845
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histval: replaced initialization with NaN by zeros
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2015-07-23 14:25:18 +02:00 |
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Johannes Pfeifer
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9f21d2724f
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Add unit tests for dealing with multiple leads and lags
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2015-07-23 14:05:58 +02:00 |
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Michel Juillard
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0d7e349187
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removed useless statement
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2015-07-23 11:41:47 +02:00 |
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Johannes Pfeifer
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33f4fa9f48
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Change display_problematic_vars_Jacobian.m to use number of auxiliary equations stored by preprocessor
Closes #972
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2015-07-23 09:53:02 +02:00 |
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Johannes Pfeifer
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0fd76e0c6f
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Assigning unique function for each input argument of lyapunov_symm.m
The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
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2015-07-22 15:11:39 +02:00 |
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Johannes Pfeifer
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aee579ecc1
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Add iteration maximum to disclyap_fast.m prevent infinite loops
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2015-07-22 15:08:25 +02:00 |
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Houtan Bastani
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5f7a8a6b0e
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Merge pull request #982 from JohannesPfeifer/TeX_unit_test
TeX unit test
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2015-07-22 13:57:18 +02:00 |
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Johannes Pfeifer
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83352e688a
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Restore compatibility of collect_LaTeX_Files.m with recently introduced _content.TeX files
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2015-07-22 13:47:08 +02:00 |
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Johannes Pfeifer
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bccadf7b03
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Add compilation of TeX-binder to unit test
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2015-07-22 13:46:57 +02:00 |
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Michel Juillard
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7ff165f8b2
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Merge branch 'master' into new_ep
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2015-07-22 09:31:22 +02:00 |
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Houtan Bastani
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f95b5021bc
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add logo to README.md
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2015-07-21 18:29:08 +02:00 |
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Houtan Bastani
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f1a5217a64
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preprocessor: remove comments associated with c604d9da38
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2015-07-21 17:50:33 +02:00 |
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Houtan Bastani
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c604d9da38
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move external file write functions to class definitions
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2015-07-21 17:35:06 +02:00 |
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Houtan Bastani
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46c5d5d4db
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Merge pull request #980 from JohannesPfeifer/master
Further fixes after PR
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2015-07-21 17:17:26 +02:00 |
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Johannes Pfeifer
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06bd20214e
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Replace strmatch by strcmp
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2015-07-21 16:40:40 +02:00 |
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Johannes Pfeifer
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3c5705d8d4
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Make covariance matrix in example positive definite
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2015-07-21 16:18:45 +02:00 |
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Johannes Pfeifer
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319f73434c
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Fix copy and paste error introduced in 3c9b031bd1
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2015-07-21 16:18:15 +02:00 |
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Johannes Pfeifer
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2d8e6e2c83
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Account for strmatch returning empty array instead of 0 if nothing is found
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2015-07-21 16:00:00 +02:00 |
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Michel Juillard
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995c0d7c66
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fixing typo
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2015-07-21 15:32:33 +02:00 |
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MichelJuillard
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1fd63b0dd2
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Merge pull request #977 from JohannesPfeifer/calib_smoother_fix
Account for unset options/fields after yesterday's PR
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2015-07-21 14:48:45 +02:00 |
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Michel Juillard
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808fc067e2
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Merge branch 'master' into new_ep
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2015-07-21 14:05:47 +02:00 |
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Johannes Pfeifer
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386225d4e6
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Delete redundant steady_state_model block (was present twice).
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2015-07-21 11:49:48 +02:00 |
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Johannes Pfeifer
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68af0a4e65
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Account for potentially unset M_.dname in forecast_graphs.m
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2015-07-21 11:46:47 +02:00 |
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Johannes Pfeifer
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15b47ef50b
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Account for cases where estim_params_ is empty or has only been filled with field full_calibration_detected
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2015-07-21 11:41:39 +02:00 |
Sébastien Villemot
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1a2dbdc4d8
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license.txt: fix license name non-uniqueness.
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2015-07-21 11:23:10 +02:00 |