a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
bc155fd0df
Changed calling sequence of prior_draw.m.
2010-09-03 15:23:05 +02:00
3db736f31d
corrected bugs in estimation of models with measurement errors
2010-08-06 17:54:56 +02:00
84aae713a6
explicit initialization of persistent variables in priordens.m
2010-02-06 14:43:16 +01:00
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
cd81ed664e
Bug fix (dynare was crashing when the number of estimated parameters
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is changed).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2769 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 21:51:22 +00:00
771a12c8ae
Bug fix (introduced in the previous commit).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2767 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 09:40:32 +00:00
faaac5e6c0
Added comments.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2755 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:33:30 +00:00
b71a7a83ed
Save prior structure (bayestopt_) in M_.dname/prior/definition.mat, if the prior is changed.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2754 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:30:26 +00:00
38c7176206
Bug fix. Call to compute_prior_mode was buggy for gamma and beta
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densities (lower and upper bound were missing).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2721 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-04 13:15:11 +00:00
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
060f47c79c
v4.1:: Added default domain for the gamma and inverted gamma
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distributed random variables (instead of NaNs).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2425 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 17:23:07 +00:00
f51ba0bd93
v4.1: Removed globals. Removed call to generalized Cholesky. Added handling of datasets with missing observations (NaN), not yet ready. Changed the covariance matrix of the jumping distribution when the posterior mode is not computed (or used). Changed call to dynare_estimation. Removed pindx in dynare_estimation. + Cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2135 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-04 21:22:08 +00:00
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
7bc2010473
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1553 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-10 15:09:42 +00:00
4e1122f014
v4: merge changes to dynare_estimation.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1183 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:48:41 +00:00
53b985d1c5
set_prior.m: estim_params_.param_vals has changed
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@454 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 14:31:35 +00:00
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
Houtan Bastani
Stéphane Adjemian (Scylla)
Michel Juillard
sebastien
stepan
adjemian
assia
michel