Commit Graph

5460 Commits (adb5a2359d3e98a9f6f5f7ec7e79ef5ae29d6d4e)

Author SHA1 Message Date
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
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) 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
Michel Juillard 9c42ebaa56 fix bug introduced in commit 105100c7fe 2015-11-30 21:31:25 +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
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
ferhat 231cf19438 Fix a typo in basic_plan.m 2015-11-27 12:11:42 +01:00
Stéphane Adjemian (Charybdis) 83a6963286 Rewrote get_file_extension. 2015-11-26 20:53:13 +01:00
Houtan Bastani 73313dc5b7 Merge pull request #1107 from FerhatMihoubi/Branch_bytecode_display_and_exogenous_in_extended_path
Branch bytecode display and exogenous in extended path
2015-11-19 17:09:09 +01:00
ferhat e555c8181d Corrections in the way to handle the exogenous 2015-11-19 17:04:56 +01:00
Stéphane Adjemian (Charybdis) 215de7e8dc Closes #1057.
Use a static file with a list of routines to cleared before each run (because they have
persistent variables).This static file (the script
matlab/list_of_functions_to_be_cleared.m) is distributed with Dynare and
needs to be updated for each release (or each time we add/remove
persistent variables). To update the file just do:

>> clear_persistent_variables(DYNARE_MATLAB_PATH, true)

and add/commit the generated file.
2015-11-12 14:38:16 +01:00
Stéphane Adjemian (Charybdis) dd2cf673d2 Updated the dates submodule.
The setdiff method can return a second output argument (vector of indices). If A and B are two dates objects, and if setdiff is called with two output argument:

[C, IA] = setdiff(A, B)

then we have:

C = A(IA)
2015-11-11 22:51:25 +01:00
Houtan Bastani edd275bfcc Merge pull request #1103 from FerhatMihoubi/Branch_fix_bug_det_cond_forecast
Fix bugs in det_cond_forecast.m
2015-11-11 18:37:55 +01:00
ferhat 6d7218f9dc Fix bugs in det_cond_forecast.m 2015-11-11 18:35:41 +01:00
Houtan Bastani 6ee212331f submodule update: reporting 2015-11-11 15:11:31 +01:00
Michel Juillard f3ee32690e fixed bug introduced in commit 660fc6 2015-11-10 09:27:36 +01:00
Michel Juillard 53e9307fe2 modified too big message in evaluate_planner_objective
Mention the issue in the doc
2015-11-09 09:15:44 +01:00
Michel Juillard 953ac851c0 & into && 2015-11-09 09:03:55 +01:00
Michel Juillard 660fc64471 adding check for model size before computing value of planner objective. 2015-11-09 09:03:55 +01:00