Commit Graph

26 Commits (5b72a3041c4a25ade8fd5d39e36729db59b12822)

Author SHA1 Message Date
Stéphane Adjemian (Guts) 5b72a3041c
Use new unit tests interface. 2023-01-02 22:58:20 +01:00
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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 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()"
This reverts commit a5b97a28a0.
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.
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
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
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)
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)
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
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
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
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