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9160 Commits (74283c45d227bbe56c3fe57489bf1227112f3755)

Author SHA1 Message Date
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
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
Stéphane Adjemian (Charybdis) a0119404c5 Added integration test for the Weibull prior. 2015-12-04 15:04:10 +01:00
Stéphane Adjemian (Charybdis) 5fb1b1cc23 Added Weibull prior. 2015-12-04 14:50:44 +01:00
Houtan Bastani 954e57c421 reporting: submodule update 2015-12-02 12:39:51 +01:00
Houtan Bastani b7e7d73177 reporting: submodule update 2015-12-01 14:34:26 +01:00
Houtan Bastani 943db6fb24 testsuite: move tests/reporting/example1.mod to examples/example1_reporting.mod. closes #1111 2015-12-01 13:53:08 +01:00
Houtan Bastani 15716124fa preprocessor: fix divergence of equations and aux_equations. closes #1110 2015-12-01 12:34:43 +01:00
Houtan Bastani 4ff17d6191 Revert "preprocessor: write auxiliary variable definitions to matlab function" 
This reverts commit ad81129a9b.
 2015-12-01 11:41:55 +01:00
Michel Juillard 9c42ebaa56 fix bug introduced in commit 105100c7fe 2015-11-30 21:31:25 +01:00
Houtan Bastani ad81129a9b preprocessor: write auxiliary variable definitions to matlab function 2015-11-30 15:36:17 +01:00
Michel Juillard 717967f31f adding forgotten test file 2015-11-28 21:02:10 +01:00
Michel Juillard fb3f9a6475 fixing the reference to Herbst 2015-11-28 18:20:36 +01:00
Michel Juillard c373d1e1be adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
Michel Juillard 105100c7fe remove global in dyn_forecast() and change input and output arguments 2015-11-28 17:38:00 +01:00
Michel Juillard eb3d0cd20e fix problem with nobs 2015-11-28 17:38:00 +01:00
Stéphane Adjemian 5bbdf02f73 Merge pull request #1109 from JohannesPfeifer/small_bugfixes 
Small bugfixes
 2015-11-28 15:25:52 +01:00
Johannes Pfeifer 09e03e7a6f Move closing of file in mode_check.m out of the loop 
Code will otherwise crash with more than one figure to plot.
 2015-11-28 14:07:36 +01:00
Johannes Pfeifer 2f010aa5de Set Filter order for BK-filter in disp_moments.m to more reasonable value 2015-11-28 14:06:56 +01:00
Johannes Pfeifer 0eba93dd71 Add missing input argument in newrat.m to prevent crashes 2015-11-28 14:06:10 +01:00