Sébastien Villemot
a44fa426c4
Simplify logic of test since Octave 3.2 is now the minimal requirement
2012-04-04 22:16:39 +02:00
Sébastien Villemot
339d88220d
qz() has changed between Octave 3.2 and 3.4
2012-04-04 22:13:34 +02:00
Michel Juillard
9bcb1883bd
fixing bug related to use of QZ decomposition in Octave
2012-04-04 21:46:24 +02:00
Marco Ratto
d4723038be
1) fixed infinite loop
...
2) fixed names of sylvester functions
2012-04-04 16:43:44 +02:00
Marco Ratto
32de0fd675
fixed typos
2012-04-04 16:41:49 +02:00
Marco Ratto
f455557376
compact all sylvester routines, with generic dimension of d argument
2012-04-04 16:38:22 +02:00
Marco Ratto
76093094a6
Force precision in sylvester equation solution, particularly useful for different behaviour of the function schur under octave
2012-04-04 10:39:19 +02:00
Marco Ratto
a49e550448
typo fixed
2012-04-04 10:36:54 +02:00
Marco Ratto
fe6aa88c27
1) check if AHess is positive semi-definite;
...
2) fix memory issues related to chh
3) fix issue for the rare case of empty indok (octave)
2012-04-04 10:36:32 +02:00
Marco Ratto
3ca9485edd
bug fix when calling gsa
...
set default order=1
set analytic derivation =1
2012-04-04 10:35:18 +02:00
Houtan Bastani
28d985433b
bug fix: wrong index used in test
2012-04-03 18:33:24 +02:00
Houtan Bastani
08bcf39fe7
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
Houtan Bastani
7e6bd80f17
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
Houtan Bastani
31e0bc2e1e
estimation: simplify global_initialization
2012-04-03 18:33:23 +02:00
Sébastien Villemot
2057365143
Require at least Octave 3.2.2 (and therefore drop rcond.m and bicgstab.m)
...
Octave 3.2 has been around for a long time, and is included in most
distributions.
2012-04-03 17:57:38 +02:00
Sébastien Villemot
90cb2ffb59
Under Octave >= 3.4, don't sleep for 2 seconds
2012-04-03 17:46:48 +02:00
Stéphane Adjemian (Charybdis)
3be6b610c8
Merge remote-tracking branch 'houtanb/master'
2012-04-02 15:18:12 +02:00
Michel Juillard
a35e0cb3e3
fixed bug in initial estimation checks when mode_compute == 5
2012-03-31 11:01:32 +02:00
Houtan Bastani
9741b3b3ec
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
Houtan Bastani
93db8937ab
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
Houtan Bastani
2be333da55
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
Stéphane Adjemian (Charybdis)
be33621ca5
Fixed texinfo header + Cosmetic changes.
2012-03-30 12:08:13 +02:00
Stéphane Adjemian (Charybdis)
9bfc3f6ec6
Fixed bugs and typos.
2012-03-30 12:00:08 +02:00
Stéphane Adjemian (Charybdis)
2db0c98b9b
Fixed texinfo header.
2012-03-30 11:55:01 +02:00
Stéphane Adjemian (Charybdis)
795d0fce16
Cosmetic changes.
2012-03-30 11:48:23 +02:00
Stéphane Adjemian (Charybdis)
6c6b62937f
Added smooth resampling.
2012-03-30 11:47:24 +02:00
Stéphane Adjemian (Charybdis)
294dbdc52c
Fixed bug in the evaluation of the likelihood.
2012-03-30 11:21:24 +02:00
Stéphane Adjemian (Charybdis)
9cc4661942
Fixed bug in initial_estimation_checks + Cosmetic changes.
2012-03-30 11:12:59 +02:00
Houtan Bastani
7feb27fe1c
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
Houtan Bastani
d54e4c4b17
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
Houtan Bastani
46a655fbd5
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
Sébastien Villemot
90e5c6e7c6
Replace str2mat (deprecated in MATLAB, removed in Octave 3.6) by char
2012-03-21 10:11:17 +01:00
Michel Juillard
a899594f3d
initializing globals ys0_ ex0_ ex_det0_
2012-03-17 20:34:58 +01:00
Michel Juillard
41db06f5ae
removing dr1.m
2012-03-15 16:50:41 +01:00
Michel Juillard
8fa6a9883a
replacing call to dr1() by call to stochastic_solvers()
2012-03-15 16:45:25 +01:00
Michel Juillard
d6f8e252e5
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-15 16:18:37 +01:00
Michel Juillard
5d4d318bc7
fixing bug in estimation by maximum likelihood
2012-03-15 15:33:02 +01:00
Sébastien Villemot
5954cf2011
Disable more warnings under Octave
2012-03-14 16:39:34 +01:00
Sébastien Villemot
e62613e6cb
Fix string warnings for Octave 3.6
2012-03-14 16:35:20 +01:00
Stéphane Adjemian (Charybdis)
c5fa0b82a9
Merge remote-tracking branch 'marco/master'
2012-03-14 12:49:56 +01:00
Sébastien Villemot
ebfeae2ccf
Provisions for MATLAB 7.14 (R2012a)
2012-03-13 17:43:30 +01:00
Stéphane Adjemian (Charybdis)
75675d3677
Code simplification, do not pass endo_simul and exo_simul to bytecode through the global structure oo_.
2012-03-12 10:34:28 +01:00
Stéphane Adjemian (Charybdis)
4aedf7e9c0
Added a commented line to print the effective number of particles if needed.
2012-03-12 10:29:25 +01:00
Michel Juillard
1fcf708b80
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-10 18:21:14 +01:00
Sébastien Villemot
4ba016cc16
Merge remote-tracking branch 'ferhat/master'
2012-03-09 20:13:22 +01:00
Stéphane Adjemian (Charybdis)
323e6fdf4f
Added a second gstep option used as a parameter for the routine computing the hessian matrix.
...
In some cases, for instance for the non linear filters, it helps to reduce this new gstep parameter
to get a positive definite hessian matrix. options_.gstep is now a 2*1 vector. The first element is
the old gstep parameter, the second element is the new gstep parameter. The step defined for the
computation of the hessian matrix is now:
h1=max(abs(x),sqrt(gstep(1))*ones(n,1))*eps^(1/6)*gstep(2);
2012-03-09 16:36:26 +01:00
Stéphane Adjemian (Charybdis)
13eb218513
Fixed bug (ub is unknown but defined as a field in bayestopt_).
2012-03-09 15:06:04 +01:00
Stéphane Adjemian (Charybdis)
1ac55d8be8
Fixed bug.
2012-03-09 12:57:58 +01:00
Stéphane Adjemian (Charybdis)
ec9b47426a
Added an option for the threshold level of neff in the generic case of the resampling routines.
2012-03-09 12:44:25 +01:00
Houtan Bastani
ec2528ae9b
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00