Houtan Bastani
618e2c5400
preprocessor: submodule update. closes #1631
2019-01-09 14:56:14 +01:00
Sébastien Villemot
8b56ab6f11
Use C++11 erf/erfc instead of custom one
2019-01-08 17:49:15 +01:00
Sébastien Villemot
ba609cce07
No need to redefine PI constant for MinGW
2019-01-08 17:46:36 +01:00
Sébastien Villemot
f9df2bee2f
Use C++11 unordered_{map,set} instead of boost's
2019-01-08 17:38:21 +01:00
Sébastien Villemot
645404dcbe
Update license file following Dynare++ renamings
2019-01-08 17:13:03 +01:00
Sébastien Villemot
188d6296d7
Dynare++: finish to apply Dynare C++ coding style and extensions (.cc/.hh)
2019-01-08 17:12:05 +01:00
Sébastien Villemot
b58e3d9f78
Dynare++ no longer depends on CWEB
2019-01-08 16:12:02 +01:00
Sébastien Villemot
ce1ef47093
dynare++ / tensor library (TL): move away from CWEB
...
By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-08 16:09:25 +01:00
Sébastien Villemot
84255f9e9a
dynare++/integ: move away from CWEB
...
By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-04 17:28:20 +01:00
Sébastien Villemot
df772325a2
dynare++/kord: move away from CWEB
...
By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-04 16:32:05 +01:00
Sébastien Villemot
54335242c9
Update uncrustify configuration for version 0.64
2019-01-04 16:32:05 +01:00
Houtan Bastani
c94401ea66
remove spurious semicolon
2019-01-02 18:00:21 +01:00
Houtan Bastani
42ad1a85ba
remove unnecessary find in statement
2019-01-02 17:56:45 +01:00
Houtan Bastani
24eb3bcb34
remove unnecessary brackets from strings
2019-01-02 17:56:35 +01:00
Sébastien Villemot
b20a9536b8
Fix Texinfo error introduced in previous commit
2019-01-02 16:45:51 +01:00
Sébastien Villemot
7e9669c71a
Doc: the preprocessor no longer accepts a mod-file as a string as 1st argument
2019-01-02 16:40:35 +01:00
Sébastien Villemot
dcac799289
Fix check for QZ eigenvalue criterium
...
The criterium was previously incorrectly applied to the square absolute value of
eigenvalues. Rather apply it to the absolute value itself (as done in
mjdgges.m and the AIM solver).
Closes #1632
2019-01-02 16:37:30 +01:00
Houtan Bastani
4aa4b7f25f
update year
2019-01-02 13:37:33 +01:00
Houtan Bastani
123ba261b4
doc: fix typo
2018-12-31 11:36:03 +01:00
Houtan Bastani
7bf555b9aa
preprocessor: submodule update
2018-12-27 19:10:26 +01:00
Houtan Bastani
05525f084b
preprocessor: submodule update
2018-12-27 12:29:43 +01:00
Stéphane Adjemia (Scylla)
6d5f86b464
Updated dseries submodule (fix for macOS).
...
X13 binary was not detected.
[ci-skip]
2018-12-27 10:59:38 +01:00
Stéphane Adjemian (Hermes)
c7988c0717
Updated dseries submodule (moved dates class into dseries submodule).
2018-12-24 10:37:26 +01:00
Sébastien Villemot
0e9bd5b33c
Update preprocessor submodule
2018-12-20 17:46:36 +01:00
Sébastien Villemot
f546eb67ed
Update preprocessor and dseries submodules
2018-12-20 17:10:22 +01:00
Sébastien Villemot
f363c3da6b
Restore behavior of 'nolog' option
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The option had been broken by 0e77815ece
.
This option cannot be entirely handled at the preprocessor level, since the
main log file is created at the MATLAB/Octave level. Handle it via a dedicated
regular expression.
2018-12-20 17:10:22 +01:00
Stéphane Adjemia (Scylla)
3dcfb986a1
Updated preprocessor submodule.
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Set gcc compiler for macOS.
[ci-skip]
2018-12-20 14:40:54 +01:00
Stéphane Adjemian (Hermes)
14305851a9
Updated dates submodule.
2018-12-19 17:24:00 +01:00
Houtan Bastani
fa7931e125
preprocessor: submodule update
2018-12-19 16:22:59 +01:00
Sébastien Villemot
0e77815ece
Options list at the top of the mod-file now parsed by the preprocessor
...
Closes #1630
2018-12-19 16:15:48 +01:00
Sébastien Villemot
7527cb8391
Merge branch 'prior_m' into 'master'
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Use global instead of local variable
See merge request Dynare/dynare!1639
2018-12-18 13:00:28 +00:00
Johannes Pfeifer
5db86aaf7f
Use global instead of local variable
2018-12-18 12:44:08 +01:00
Sébastien Villemot
fc74dded42
Increase tolerance in quantile.m unit test
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The failure appeared because of (seemingly unrelated) changes in gamrnd, which
have modified the random seed when entering this test.
2018-12-17 12:38:41 +01:00
Stéphane Adjemia (Scylla)
70011983e3
Changed test.
...
Epilogue should also be able to simulate backward models.
[ci skip]
2018-12-17 12:28:55 +01:00
Stéphane Adjemia (Scylla)
f2b5a909f3
Update dseries submodule.
2018-12-17 10:50:39 +01:00
Johannes Pfeifer
6460a3a1e5
Document prior moments(distribution) option
2018-12-15 19:23:06 +01:00
Johannes Pfeifer
68d3852cbf
Correctly update covariance matrix of exogenous shocks during prior simulation
2018-12-15 19:23:06 +01:00
Johannes Pfeifer
463e42a18f
Fix description of oo_.conditional_variance_decomposition
2018-12-15 19:23:06 +01:00
Johannes Pfeifer
32b9853277
Add unit test for correctness of posterior moments
2018-12-15 19:23:05 +01:00
Johannes Pfeifer
b333f6bf2b
Correctly update covariance matrix of shocks for posterior draws
2018-12-15 19:23:05 +01:00
Johannes Pfeifer
0f5940ab1f
kim/kim2.mod: fix inconsistent prior specification
2018-12-15 18:49:53 +01:00
Johannes Pfeifer
2ba9a8e10b
Prevent inconsistent specification in estim_params-block
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Also documents the behavior
2018-12-15 18:49:53 +01:00
Johannes Pfeifer
1880a34d2f
Provide error message if unsupported endogenous prior restriction is used
2018-12-15 18:44:53 +01:00
Johannes Pfeifer
fec7455555
Make prior.m function account for endogenous prior restrictions
2018-12-15 18:44:53 +01:00
Stéphane Adjemia (Scylla)
d5bdc19e19
Added unit tests for gamrnd algorithms.
...
Only tests first order moemnt, second order moment and Cumulative Distribution
Function (should also add some tests for independance).
2018-12-15 16:48:25 +01:00
Stéphane Adjemia (Scylla)
e32b87d4b3
Streamlined gamrnd routine.
...
Give access to all the implemented algorithms through the third argument. The
last argument is a structure with two fields `large` and `small`. The first
field specifies the algorithm to be used for α>1 while the second field defines
the algorithm to be used for α ∈ (0,1).
Default algorithms are:
- Cheng (1977) for α>1,
- Johnk (1964) α ∈ (0,1).
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla)
d628b078ab
Fixed typo.
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla)
4206cabe52
Streamlined gamrnd algorithms.
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla)
8ac4860150
Fixed Weibull rejection algorithm.
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The description given by Devroye (1986) is clearly wrong, this implementation
is based on the original paper Väduva (Series Statistics, 1977).
2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla)
79ad4e952b
Bug fixes in Cheng (1977)'s gamrnd algorithm.
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- Definition of Y was wrong (error in Devroye's book).
- Definition of X was wrong.
Also simplified the code w.r.t. update of the vector of indices.
2018-12-15 16:48:24 +01:00