Commit Graph

9158 Commits (944ed4b42ba38e4ed4cb2c8ae97373ca6875e8b4)

Author SHA1 Message Date
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
Stéphane Adjemian 88467aa275 Merge pull request #1108 from FerhatMihoubi/Branch_basic_plan
Fix a typo in basic_plan.m
2015-11-27 15:32:25 +01:00
ferhat 231cf19438 Fix a typo in basic_plan.m 2015-11-27 12:11:42 +01:00