Sébastien Villemot
0e77815ece
Options list at the top of the mod-file now parsed by the preprocessor
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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.
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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.
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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.
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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
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.
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Also fixed implementation of Jonk's algorithm.
2018-12-15 16:48:23 +01:00
Sébastien Villemot
71667846e5
For the time being, allow failures in Octave testsuite
2018-12-12 15:11:50 +01:00
Sébastien Villemot
552c40cfc4
Update dseries and m-unit-tests submodules
2018-12-12 14:48:50 +01:00
Sébastien Villemot
139e922c0f
No longer downoald x13 binary within CI
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The binary is now picked from the Debian package.
2018-12-12 11:06:20 +01:00
Sébastien Villemot
d2c10f216b
Update dseries submodule
2018-12-12 10:36:17 +01:00
Stéphane Adjemian (Hermes)
8f5ba227d1
Updated dseries submodule.
2018-12-11 19:38:29 +01:00
Stéphane Adjemian (Hermes)
89a8331eb6
Updated dseries submodule.
2018-12-10 23:00:52 +01:00
Houtan Bastani
6f3a4ce806
modify epilogue test
2018-12-10 16:31:42 +01:00
Houtan Bastani
e6c378efd4
preprocessor: submodule update
2018-12-10 16:31:33 +01:00
Stéphane Adjemia (Scylla)
ecad43085c
Added integration test (epilogue block).
2018-12-10 16:16:15 +01:00
Houtan Bastani
ae2dafb6ec
preprocessor: submodule update
2018-12-10 12:41:02 +01:00
Sébastien Villemot
540e3c2c41
Remove runner tags, actually not needed
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We rather rely on the Gitlab setting that prevents some runners from accepting
jobs without tags.
2018-12-06 15:56:37 +01:00
Sébastien Villemot
17f4546447
Fix YAML
2018-12-06 12:37:01 +01:00
Sébastien Villemot
d727e8ab87
Ensure that jobs are run on the right runners (now that we have several runner classes)
2018-12-06 12:35:44 +01:00
Stéphane Adjemia (Scylla)
9c75f6e913
Updated the preprocessor submodule.
2018-11-30 21:30:08 +01:00
Sébastien Villemot
efec664667
Preprocessor update + corresponding change in parameters derivatives
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In the *_params_derivs.m files, in the "hp" matrix, the preprocessor now fully
outputs the symmetric elements, so getH needs to be adapted.
By the way, also clean up code for "rpp" and "gpp", were full symmetric
elements were also already present (and therefore do not need to be duplicated
in getH).
2018-11-22 17:53:39 +01:00
Sébastien Villemot
6995e24863
The testsuite can now be run from Windows
2018-11-21 16:21:59 +01:00
Sébastien Villemot
59d4dd185e
Merge branch 'ident_test' into 'master'
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kim2.mod: trigger case where estim_params_block is not detected
See merge request Dynare/dynare!1638
2018-11-16 17:55:39 +00:00
Sébastien Villemot
a7a46a6b75
Add missing file in c407b63e84
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Ref Dynare/preprocessor#13
2018-11-16 18:37:20 +01:00
Sébastien Villemot
c407b63e84
Update preprocessor submodule + add test
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Ref Dynare/preprocessor#13
2018-11-16 18:34:37 +01:00
Johannes Pfeifer
33d35d8fcc
kim2.mod: trigger case where estim_params_block is not detected
2018-11-16 17:56:13 +01:00
Sébastien Villemot
981e2e247a
Fix MATLAB version number in announcement
2018-11-16 17:51:11 +01:00
Sébastien Villemot
635aa65665
Merge branch 'ident_plot_bug' into 'master'
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identification_analysis.m: Fix bug introduced in 60d95b65f2
See merge request Dynare/dynare!1637
2018-11-16 16:21:14 +00:00
Johannes Pfeifer
b615d2d795
identification_analysis.m: Fix bug introduced in 60d95b65f2
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We already used a variable called offset
2018-11-16 16:20:27 +01:00
Sébastien Villemot
7cbd3ecbf7
Merge branch 'cmr_steady_issue_2' into 'master'
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evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables
Closes #1175
See merge request Dynare/dynare!1635
2018-11-16 14:28:23 +00:00
Johannes Pfeifer
4ecbcbb136
evaluate_steady_state_file.m: Remove redundant setting of auxiliary variables
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The original problems seems to have been fixed by #1133
Essentially reverts 3c7e60b744
and closes #1175
2018-11-16 14:12:55 +01:00
Sébastien Villemot
3b69635200
Merge branch 'cmr_steady_issue_1' into 'master'
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evaluate_steady_state_file.m: fix two bugs in debugging mode
See merge request Dynare/dynare!1634
2018-11-16 11:36:25 +00:00
Johannes Pfeifer
f947a31b80
evaluate_steady_state_file.m: fix two bugs in debugging mode
2018-11-16 09:24:43 +00:00