Commit Graph

10 Commits (237aa465d23fb3113a27cf2d8f9932bd3c2e2e8f)

Author SHA1 Message Date
Stéphane Adjemia (Scylla) d5bdc19e19
Added unit tests for gamrnd algorithms.
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
Stéphane Adjemia (Scylla) e32b87d4b3
Streamlined gamrnd routine.
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
Stéphane Adjemia (Scylla) 162c8ab7d0
Set default value for the second hyperparameter. 2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla) 426c63a735
Created namespace for gamrnd routines.
Also fixed implementation of Jonk's algorithm.
2018-12-15 16:48:23 +01:00
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Sébastien Villemot 02fd6e668c Add error message for non-implemented features of gamrnd.m 2011-01-13 12:28:44 +01:00
sebastien c0c0d48fed Fix gamrnd.m: for big integer values of parameter a, the gaussian approximation was incorrect (closes #67)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3281 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 11:08:59 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
sebastien 4e9b23363a Reorganized the way we deal with functions which exist under only some versions of MATLAB and/or some versions of Octave:
* Created a directory matlab/missing to store them under subdirectories
* Add the needed subdirectories to the path from dynare_config.m
* Moved content of matlab/matlab/ and matlab/octave/ to matlab/missing/*/
* matlab/missing/ordeig/ordeig.m: new name of matlab/my_ordeig
* matlab/missing/ordschur/ordschur.m: fake replacement, displays an error message
* Removed old matlab/matlab/ and matlab/octave/ directories


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2805 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 10:20:42 +00:00