Commit Graph

35 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
Sébastien Villemot 7f58e819c6
Bump minimal required version of MATLAB to R2018b
Ref. #1907
2023-11-22 16:00:04 +01:00
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
Stéphane Adjemian (Charybdis) 6fe97182da
Deactivate unit tests for gamrnd if statistical toolbox is available. 2021-04-09 12:44:59 +02:00
Sébastien Villemot 6e0f104d7e
Bump minimal MATLAB version to R2014a
Ref. #1713
2020-04-07 16:32:32 +02:00
Sébastien Villemot 1912f67778
MATLAB compatibility fix: automatic broadcasting was introduced in R2016b
For earlier versions, either use bsxfun or handle special cases differently.
2020-01-13 18:30:28 +01:00
Sébastien Villemot 98bdf76581
MATLAB R2009b compatibility fixes
— use XLS instead of XLSX in testsuite datafiles
— use optimset instead of optimoptions
— use quadv/quadl/quadgk instead of integral
— fix race condition in load_m_file_data_legacy.m tests
— use fallback implementation for intersect(…, 'stable')
2019-11-15 18:27:37 +01:00
Sébastien Villemot 870d75857c
Simplification for missing nanmean
Handle it as other functions from the Statistics toolbox
2019-02-25 15:28:23 +01:00
Sébastien Villemot 1f84bc051d
Under Octave, the "statistics" Forge package is now a requirement
The gamrnd fallback under matlab/missing/stats/ does not work under Octave
because the +gamrnd/ folder is not accessible (it has the same name as the
function, which does not work under Octave).

Instead of fixing this, rather make the statistics toolbox a requirement, since
anyways it is very easy to obtain under Octave.

Accordingly:
- do not try to run the unit tests of matlab/missing/stats/ under Octave
- merge the matlab/missing/stats-matlab/ into matlab/missing/stats/, since this
  directory is now MATLAB-only.

Also:
- move matlab/distributions/+gamrnd/ under matlab/missing/stats/ for
  consistency
- in the manual: remove obsolete link to Octave downloads on the Dynare
  website; update URL of Octave Forge

Closes #1638
2019-02-18 17:41:10 +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) 162c8ab7d0
Set default value for the second hyperparameter. 2018-12-15 16:48:24 +01:00
Stéphane Adjemia (Scylla) 426c63a735
Created namespace for gamrnd routines.
Also fixed implementation of Jonk's algorithm.
2018-12-15 16:48:23 +01:00
Sébastien Villemot 57f6183d2f Move some functions out of missing/stats/, since they are only needed for MATLAB 2018-06-06 13:02:42 +02:00
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +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
Johannes Pfeifer ce4ab7f7d8 Unit test wblinv.m under Octave: adjust tolerance 2017-01-18 10:59:53 +01:00
Johannes Pfeifer fccd164926 Provide lower tolerance to Octave's quadv function as integration otherwise stops prematurely 2016-11-10 17:33:18 +01:00
Stéphane Adjemian (Lupi) 33d35bc3c5 Added quantile routine in missing.
This is missing if the stats toolbox is not available. Integration test
TeX/fs2000_corr_ME.mod was failing because of its absence.
2016-06-16 14:33:57 +02:00
Stéphane Adjemian(Charybdis) 7c53ea1e96 Fixed unit tests.
(cherry picked from commit 2cdfc0518350e4f26dd406b1730f2cf20ce29e07)
2016-04-14 17:21:37 +02:00
Johannes Pfeifer 6dddd7a8d4 Add corr.m to missing/stats 2016-04-09 15:22:40 +02:00
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) 02d53b5d1d Use statistics toolbox if available for the Weibull inverse CDF. 2015-12-11 18:50:54 +01:00
Stéphane Adjemian (Charybdis) 5fb1b1cc23 Added Weibull prior. 2015-12-04 14:50:44 +01:00
Johannes Pfeifer 90fa92f8a9 Adds chi2cdf function if Statistics toolbox is missing 2013-09-26 10:19:05 +02:00
Michel Juillard 0359c2801d modifies alternative function for betapdf() for large values of a and b 2011-03-17 20:13:09 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot 02fd6e668c Add error message for non-implemented features of gamrnd.m 2011-01-13 12:28:44 +01:00
sebastien c0c0d48fed Fix gamrnd.m: for big integer values of parameter a, the gaussian approximation was incorrect (closes #67)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3281 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 11:08:59 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
sebastien 4e9b23363a Reorganized the way we deal with functions which exist under only some versions of MATLAB and/or some versions of Octave:
* Created a directory matlab/missing to store them under subdirectories
* Add the needed subdirectories to the path from dynare_config.m
* Moved content of matlab/matlab/ and matlab/octave/ to matlab/missing/*/
* matlab/missing/ordeig/ordeig.m: new name of matlab/my_ordeig
* matlab/missing/ordschur/ordschur.m: fake replacement, displays an error message
* Removed old matlab/matlab/ and matlab/octave/ directories


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2805 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 10:20:42 +00:00