Stéphane Adjemia (Scylla)
8ac4860150
Fixed Weibull rejection algorithm.
...
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.
...
- 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.
...
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
...
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
...
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)
ed98fd7d64
Fixed indentation in sections 4.4 to 4.6.
2018-12-04 13:12:05 +01:00
Stéphane Adjemia (Scylla)
b7794abd8f
Fixes in section 4.3.
2018-12-04 11:06:54 +01:00
Stéphane Adjemia (Scylla)
ee1c80b111
Changed theme.
2018-12-02 17:39:53 +01:00
Stéphane Adjemia (Scylla)
788f7633ba
Removed tabs and fixed indentation up to section 4.2.
2018-12-02 17:39:07 +01:00
Stéphane Adjemia (Scylla)
b6c97b179b
Increased page width.
2018-12-01 22:56:47 +01:00
Stéphane Adjemia (Scylla)
8eeddf996a
Fixed indentation and removed tabs.
2018-12-01 22:56:11 +01:00
Stéphane Adjemia (Scylla)
9c75f6e913
Updated the preprocessor submodule.
2018-11-30 21:30:08 +01:00
Stéphane Adjemia (Scylla)
50a9ea718b
Removed line number in example.
2018-11-29 15:25:45 +01:00
Stéphane Adjemia (Scylla)
49c7aa7e5b
Fixed Makefile (list of rst files).
2018-11-29 14:58:34 +01:00
Sébastien Villemot
efec664667
Preprocessor update + corresponding change in parameters derivatives
...
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'
...
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
...
Ref Dynare/preprocessor#13
2018-11-16 18:37:20 +01:00
Sébastien Villemot
c407b63e84
Update preprocessor submodule + add test
...
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'
...
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
...
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'
...
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
...
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'
...
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
Johannes Pfeifer
60d95b65f2
Identification strength: make plotting consistent
...
1. Rely on actually computed standard deviations in bayestopt_ instead of potentially unset estim_params_
2. Remove arbitrary normalizations/omitted normalization in case of division by 0 in normalization
3. Distinguish between 0 identification and division by 0 due to normalization in plots
(cherry picked from commit 7341e21a381850c47fbed018bf6a7acdda4fa92e)
2018-11-16 10:17:30 +01:00
Sébastien Villemot
3acdcd3657
Update preprocessor submodule
2018-11-15 18:00:20 +01:00
Sébastien Villemot
ad451ad224
Merge branch 'prior_dens_info' into 'master'
...
Deal with info returned by priordens being a vector
See merge request Dynare/dynare!1629
2018-11-15 09:39:11 +00:00
Sébastien Villemot
513f3ec68e
Merge branch 'evaluate_steady_state' into 'master'
...
evaluate_steady_state.m: consistently use params
Closes #1627
See merge request Dynare/dynare!1630
2018-11-15 09:22:09 +00:00
Sébastien Villemot
6e5465c0ff
Merge branch 'gsa_plot' into 'master'
...
Fixes to GSA plots
See merge request Dynare/dynare!1631
2018-11-15 09:12:29 +00:00
Johannes Pfeifer
30361ccb49
GSA scatter plots: Correctly pass LaTeX-names to figure
2018-11-14 18:37:54 +01:00
Johannes Pfeifer
022913579a
map_calibration.m: Fix bug that prevented display of restrictions
2018-11-14 18:37:05 +01:00
Johannes Pfeifer
c16c2fb894
evaluate_steady_state.m: consistently use params
...
Prevents erroneously relying on stale parameters from M.params (thanks to Tom Holden); closes #1627
2018-11-14 16:01:55 +01:00
Johannes Pfeifer
09a166f4e7
Revert "adding missing any()"
...
This reverts commit a5b97a28a0
.
2018-11-14 15:04:27 +01:00
Johannes Pfeifer
c1b0bb5ee3
initial_estimation_checks.m: Turn vector info into scalar
...
Related to a5b97a28a0
that needs to be reverted
2018-11-14 15:02:15 +01:00
Sébastien Villemot
7b0ef3d080
Merge branch 'doc_references' into 'master'
...
Cosmetic fixes to reference in manual
See merge request Dynare/dynare!1628
2018-11-14 11:33:49 +00:00