Commit Graph

9338 Commits (6ad876cc1868ff7bfb659854577da66c38cb3a98)

Author SHA1 Message Date
Houtan Bastani 1b22cb0df1 preprocessor: remove unused structure 2015-12-18 12:35:32 +01:00
Stéphane Adjemian 16f95ff825 Merge pull request #1118 from JohannesPfeifer/unit_tests
Fix two unit tests
2015-12-17 22:32:13 +01:00
Johannes Pfeifer 2e359cac02 Widen tolerance criterion in unit test 2015-12-17 17:06:53 +01:00
Johannes Pfeifer af627b8ecf Adapt estimated parameters to not hit prior bounds 2015-12-17 17:06:33 +01:00
Houtan Bastani aec2159ea7 submodule update: reporting 2015-12-17 14:17:04 +01:00
Stéphane Adjemian (Charybdis) 846a391eb1 Fixed bug.
Test the existence of field var_exo in estim_params_. This field does
not exist if one runs a smoother on a calibrated model.
2015-12-15 22:37:08 +01:00
Johannes Pfeifer f28a7a62bb Only test non-zero measurement error covariance entries for positive definiteness
Otherwise, not having measurement error on one variable is not allowed during estimation
2015-12-15 22:37:08 +01:00
Stéphane Adjemian 313ffb5f32 Merge pull request #1116 from JohannesPfeifer/Latex_cosmetics
Various improvements to LaTeX output
2015-12-15 17:22:00 +01:00
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) 944ed4b42b Fixed bug.
Forgot to change the name of the routine for the inverse CDF of the
Weibull distribution.
2015-12-14 23:51:50 +01:00
Stéphane Adjemian (Charybdis) e53f3a67fa Fixed unit test for prior_draw routine. 2015-12-14 23:50:56 +01:00
Stéphane Adjemian (Charybdis) 29a0765a48 Removed globals from prior_draw routine.
When initializing the persistent variables, bayestopt_ and
options_.prior_trunc need to be passed as input arguments.
2015-12-14 23:50:56 +01:00
Johannes Pfeifer e5894c4157 Add eps-loaders to GSA output 2015-12-14 14:09:37 +01:00
Johannes Pfeifer 877b2cbb80 Use longtable for collinearity pattern table 2015-12-14 11:27:00 +01:00
Johannes Pfeifer 4f9b141c76 Add eps-loaders to identification codes 2015-12-14 11:26:33 +01:00
Johannes Pfeifer 1c630a8172 Add trace_plot to LaTeX unit test 2015-12-13 17:45:10 +01:00
Johannes Pfeifer 9cea813249 Add missing packages to collect_LaTeX_Files.m and manual 2015-12-13 16:57:25 +01:00
Johannes Pfeifer 246ea146d1 Use booktabs package for neater table output 2015-12-13 16:43:25 +01:00
Johannes Pfeifer aafa3e15b9 Modularize display_estimation_results_table.m 2015-12-13 16:42:52 +01:00
Johannes Pfeifer df4bc5c5c8 Use TeX-name for caption in shock decomposition graphs 2015-12-13 16:42:20 +01:00
Johannes Pfeifer 482f2bdd2c Add LaTeX output to Geweke convergence diagnostics
Also allows for custom header part in dyn_latex_table.m
2015-12-13 16:41:41 +01:00
Johannes Pfeifer 837916f45b Add LaTeX-capacities for trace_plot.m 2015-12-13 16:40:20 +01:00
Stéphane Adjemian (Charybdis) 88858a1fde Cosmetic change.
Use logicals instead of 0/1.
2015-12-11 19:11:47 +01:00
Stéphane Adjemian (Charybdis) dc1df09519 Fixed bug.
Wrong number of input arguments when calling gamma_specification.
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) f185d15c36 Fixed bug introduced in ed114ee8f047ee823b4dff1fe514ea4b2de180ae. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 4670ecb9d6 Cosmetic changes. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) d1020e6170 Fixed GSA for Weibull prior. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 5834ed4446 Added checks for the input arguments of wblinv routine. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) d676c67f03 Added CDF for the Weibull distribution. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) d9cb5da148 Added unit test. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 32475c90b0 Fixed typo in unit test. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 1a07f95218 Fixed bug in the unit test for the mode of beta density. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 0a4b9bfb3d Added missing semicolon. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 09498d30eb Updated header doc. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 3c42f7e362 Added try-catch blocks in unit tests. 2015-12-11 18:50:54 +01:00
Johannes Pfeifer 8c9736f93f Add unit tests for compute_prior_mode.m
(cherry picked from commit 7d9c3ee365aba25c131b423596a1446eafd9c6ec)
2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 09b4928ca8 Added lower bound as an argument. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) cfefa6951c Changed inputs of inverse_gamma_specification routine and added unit tests. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 887e44f2b0 Cosmetic change. Removed loop. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 85a4a082ad Added a routine for computing the hyperparameters of the Beta distribution from the expectation and the variance (with unit tests). 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 24848a2ba4 Added a routine for computing the hyperparameters of the Gamma density from the expectation and the variance (with unit tests). 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 02d53b5d1d Use statistics toolbox if available for the Weibull inverse CDF. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) a1aa2bcd6e Changed second input of prior_bounds routine.
Do not pass options_ structure but only the required field (prior_trunc).
2015-12-11 18:50:54 +01:00
Houtan Bastani 8cd35f043e add files to EXTRA_DIST 2015-12-08 14:31:32 +01:00
Houtan Bastani e50008d717 contributions: add more info on reporting bugs, #1114 2015-12-08 14:31:27 +01:00
Houtan Bastani 25bce2d767 Add CONTRIBUTING.md. #1114 2015-12-08 13:45:05 +01:00
Stéphane Adjemian (Charybdis) f9436350f1 Added weibull prior in the manual. 2015-12-04 18:48:16 +01:00
Stéphane Adjemian (Charybdis) a859861e19 Fixed Bug.
Forgot to rename calls to the routine generating Weibull deviates.
2015-12-04 18:42:26 +01:00
Stéphane Adjemian (Charybdis) 5ef86416bf Merge branch 'cmr-prior' 2015-12-04 15:06:28 +01:00