Sébastien Villemot
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Johannes Pfeifer
f717712ed6
Fix trace plots with measurement errors and their correlations
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Problem was introduced when transitioning to cell arrays
2020-07-15 14:34:04 +02:00
Sébastien Villemot
49dc997073
Global reindentation of MATLAB code (excluding submodules)
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Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
Johannes Pfeifer
2ba9a8e10b
Prevent inconsistent specification in estim_params-block
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Also documents the behavior
2018-12-15 18:49:53 +01:00
Stéphane Adjemian (Scylla)
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis)
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
Johannes Pfeifer
87fc09863d
Add warning if prior has an asymptote
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Can happen with beta and gamma distribution. Closes #1401
2017-03-10 15:16:33 +01:00
Johannes Pfeifer
df8ad833fb
Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
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Closes #503
2016-08-22 16:27:32 +02:00
Stéphane Adjemian (Charybdis)
dc1df09519
Fixed bug.
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Wrong number of input arguments when calling gamma_specification.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
09b4928ca8
Added lower bound as an argument.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
cfefa6951c
Changed inputs of inverse_gamma_specification routine and added unit tests.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
887e44f2b0
Cosmetic change. Removed loop.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis)
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
Stéphane Adjemian (Charybdis)
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
Stéphane Adjemian (Charybdis)
5fb1b1cc23
Added Weibull prior.
2015-12-04 14:50:44 +01:00
Stéphane Adjemian (Charybdis)
b01867c47e
Bug fix. Closes issue #1094 .
2015-10-17 17:44:25 +02:00
Johannes Pfeifer
3d9f12d769
Add check whether prior mean violates Generalized (Inverse) Gamma
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Performs check as for generalized beta distribution
2015-07-24 15:08:52 +02:00
Johannes Pfeifer
9c3c0d727f
Add check for point priors and force user to fix this parameter.
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Traps Inf-prior
2015-04-01 16:29:18 +02:00
Stéphane Adjemian (Charybdis)
04ae10434c
Beta prior. Do not return the prior mean of the prior density has two
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modes (return the first mode).
2015-02-26 12:07:40 +01:00
Stéphane Adjemian (Karaba)
f48566aeae
Fixed prior bounds (according to the doc in master branch).
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* Second and third positional arguments after the name of the
estimated parameter in the estimated_params block are only
considered in the optimization stage (not in the MCMC)
* Do not store bounds in bayestopt_, because bounds do not always
reflect restrictions implied by prior shapes.
* prior_bounds routine returns a structure (with fields lb and ub)
instead of a matrix.
2014-10-20 16:18:54 +02:00
Stéphane Adjemian (Karaba)
2d61c39276
Cosmetic changes.
2014-10-16 15:25:51 +02:00
Stéphane Adjemian (Scylla)
38df13bb92
Fixed bug (options_.varobs is a row cell array of strings).
2014-06-25 14:49:49 +02:00
Stéphane Adjemian (Scylla)
0cb1b6795b
Fixed bug in set_prior routine (options_.varobs is a cell array of strings).
2014-06-23 12:24:17 +02:00
Stéphane Adjemian (Scylla)
66d08ac3bf
Merge branch 'master' into use-dynSeries
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Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Stéphane Adjemian (Scylla)
db24d02694
Removed useless line.
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(cherry picked from commit 7482c9b8208635f6049d945a404c925aa8b2e6d4)
2014-03-20 15:27:53 +01:00
Stéphane Adjemian (Scylla)
7b83a39342
Fixed bug. Concerns a hidden feature (initialization of the posterior kernel from the prior mode instead of the prior mean).
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(cherry picked from commit 90dc33764de443ee7c1063f8d165510756d70f89)
2014-03-20 14:52:42 +01:00
Johannes Pfeifer
d5446e734a
Add comments to make clear distinction between generalized distribution and user-imposed bound
2014-01-28 18:41:07 +01:00
Johannes Pfeifer
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804b
Fixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
Stéphane Adjemian (Charybdis)
907e087ea9
Consider options_.varobs as a cell of strings.
2013-09-07 16:39:04 +02:00
Johannes Pfeifer
7518072e77
Fix several bugs related to estimated measurement errors
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1. The first call to set_prior overwrote the first column of
estim_params_.var_endo storing the position of the variable with
measurement error in M_.endo_names with the position in
options_.var_obs. All subsequent calls to set_prior then lead to
crashes.
2. At the same time, for correlations of ME, the first column of
estim_params_.corrn still stored the position of the variable with
measurement error in M_.endo_names. But subsequent calls to it were done
as if it stored the position in options_.var_obs
I introduced two new variables in estim_params_ storing the respective
positions in var_obs so as to not necessitate changes in the
preprocessors.
3. For cases of calibrated measurement error correlations, the
covariance matrix was not updated.
4. Fixing a lot of smaller bugs related to measurement errors, including
some copy and paste errors
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2013-03-21 20:51:12 +01:00
Johannes Pfeifer
c2ce75aa45
Fixed bug in set_prior.m when correlations are estimated. Corrected description in header of prior_bounds.m
2012-09-14 18:00:12 +02:00
Michel Juillard
a5d84a90c3
fixing bug in initialization of bayestopt_.name
2012-06-14 13:04:51 +02:00
Michel Juillard
9f161ff339
fixing lower bound for priors on correlation coefficients
2012-06-13 15:55:01 +02:00
Michel Juillard
3ff832ddcc
added test for too large standard deviation in beta distribution;
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cleaned up error messages related to priors; set error trap for
initilial likelihood Nan or complex
2012-06-13 15:47:01 +02:00
Michel Juillard
7408714ea1
added dname as argument to CheckPath function and changed all calls to
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this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Charybdis)
418382b364
Fixed bug (trac#225). Added texinfo header and unitary test.
2011-11-14 12:04:23 +01:00
Michel Juillard
89e66dfd98
fixing problem with bayestopt_.p5 (prior mode)
2011-07-24 23:01:50 +02:00
Stéphane Adjemian (Sedna)
690607c08c
Fixed bug introduced in previous commit (4783f9118848abec7e947dc9fabbca12a3e217b0): missing transposition for xparam1.
2011-05-06 15:10:42 +02:00
Stéphane Adjemian (Sedna)
50e9422c34
Added the possibility to initialize the estimated parameters to the prior mode instead of the (default) prior mean.
2011-05-06 14:39:00 +02:00
Sébastien Villemot
5c64b027e6
More explicit error message when an endogenous with measurement error is not
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declared as observable
2011-05-02 12:45:23 +02:00
Stéphane Adjemian (Gpm)
947ac4281a
Added an error message when the declared mean of beta shaped priors is outside the domain of the beta density.
2011-05-02 12:34:39 +02:00
Stéphane Adjemian (Gpm)
b15cac0047
Added error message when an infinite std. is used with a Gamma shaped prior.
2011-04-28 12:33:01 +02:00
Stéphane Adjemian (Scylla)
72c2a343b1
Fixed bug.
2011-04-28 12:00:13 +02:00
Michel Juillard
d0b68189da
improved warning message when a beta prior has two modes
2011-03-26 10:31:54 +01:00
Michel Juillard
b247c329d8
replaced expressions X == 0 by more efficient and robust isequal(X,0) when X is a matrix
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porting earlier changes from DsgeLikelihood.m to DsgeLikelihood_hh.
cleaning code
2011-02-09 06:23:27 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Sébastien Villemot
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
Houtan Bastani
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00