Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Johannes Pfeifer
5bee25c06e
weibull prior: fix second derivative output and suppress display of output
2021-01-23 09:57:17 +01:00
Johannes Pfeifer
82aa669b30
prior densities: make sure derivative output has correct dimensions
2021-01-23 09:57:17 +01:00
Johannes Pfeifer
09a166f4e7
Revert "adding missing any()"
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This reverts commit a5b97a28a0
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2018-11-14 15:04:27 +01:00
Michel Juillard
a5b97a28a0
adding missing any()
2018-07-27 20:24:13 +02:00
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
Stéphane Adjemian (Charybdis)
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis)
74283c45d2
Added unit test for priordens routine.
2015-12-15 09:14:50 +01:00
Stéphane Adjemian (Charybdis)
adb5a2359d
Cosmetic change.
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Replaced 1/0 by booleans in priordens routine.
2015-12-15 08:45:13 +01:00
Stéphane Adjemian (Charybdis)
5fb1b1cc23
Added Weibull prior.
2015-12-04 14:50:44 +01:00
Johannes Pfeifer
27403fb2dd
Add check whether initial prior is Inf
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Requires adding fourth output argument of priordens.m that stores position of problematic parameter.
2015-04-01 16:30:46 +02:00
Johannes Pfeifer
d5446e734a
Add comments to make clear distinction between generalized distribution and user-imposed bound
2014-01-28 18:41:07 +01:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Marco Ratto
037eca4b9c
Fixed bug with ML estimation with analytic derivatives
2012-12-19 13:16:15 +01:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Marco Ratto
bd26eb2251
provisions for analytic 1st and 2nd derivatives
2011-11-07 09:17:38 +01:00
Michel Juillard
84aae713a6
explicit initialization of persistent variables in priordens.m
2010-02-06 14:43:16 +01:00
stepan
aa31417a05
Efficiency & Cosmetic changes related to the design of bayestopt_ and
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the computation of the prior density.
bayestopt_.p1 is always the prior mean
bayestopt_.p2 is always the prior standard deviation
bayestopt_.p3 is unchanged
bayestopt_.p4 is unchanged
bayestopt_.p5 [new field] is the prior mode
bayestopt_.p6 [new field] is the first hyper-parameter of the prior density
bayestopt_.p7 [new field] is the second hyper-parameter of the prior density
These fields are defined in set_prior and are never changed after. In
the previous version of Dynare, the hyper parameters of the densities
were updated at each iteration of the optimization routine or the
metropolis.
Removed fields pmean and pstdev.
Vectorized the code in priordens.
Fixed the bug mentionned by Gianni. If a (logged) density is evaluated
outside the prior domain, the output of priordens if minus infinity
(instead of a complex number).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2556 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 14:38:37 +00:00
sebastien
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
michel
8b841cda0b
v4: corrected bug in prior_draw.m (inv-gamma2)
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reindented priordens.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1816 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 04:55:06 +00:00
michel
ab4bf91b40
header modifier
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1551 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-10 15:03:35 +00:00
assia
165dfd549c
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1549 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-10 14:47:31 +00:00
michel
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00