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]
* 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.
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
+ Added new file for prior sampling (prior_sample.m).
+ Undo previous change on prior_draw.m (transposition of pdraw).
+ Bug correction in prior_draw.m.
+ Added field in options_: the default number of mc simulations in the
prior distribution.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2431 ac1d8469-bf42-47a9-8791-bf33cf982152
* added preprocessor support for inverse gamma of type 2
* added support for this distribution in prior_bounds.m and rndprior.m
* other cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1983 ac1d8469-bf42-47a9-8791-bf33cf982152
global estim_params abd bayestopt_.
Debugged generalised beta prior.
index (i) missing somewhere
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1104 ac1d8469-bf42-47a9-8791-bf33cf982152
Stéphane Adjemian (Guts)
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot
Stéphane Adjemian (Scylla)
sebastien
ratto
stepan
michel
assia
adjemian