Michel Juillard
7408714ea1
added dname as argument to CheckPath function and changed all calls to
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this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Charybdis)
418382b364
Fixed bug (trac#225). Added texinfo header and unitary test.
2011-11-14 12:04:23 +01:00
Michel Juillard
89e66dfd98
fixing problem with bayestopt_.p5 (prior mode)
2011-07-24 23:01:50 +02:00
Stéphane Adjemian (Sedna)
690607c08c
Fixed bug introduced in previous commit (4783f9118848abec7e947dc9fabbca12a3e217b0): missing transposition for xparam1.
2011-05-06 15:10:42 +02:00
Stéphane Adjemian (Sedna)
50e9422c34
Added the possibility to initialize the estimated parameters to the prior mode instead of the (default) prior mean.
2011-05-06 14:39:00 +02:00
Sébastien Villemot
5c64b027e6
More explicit error message when an endogenous with measurement error is not
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declared as observable
2011-05-02 12:45:23 +02:00
Stéphane Adjemian (Gpm)
947ac4281a
Added an error message when the declared mean of beta shaped priors is outside the domain of the beta density.
2011-05-02 12:34:39 +02:00
Stéphane Adjemian (Gpm)
b15cac0047
Added error message when an infinite std. is used with a Gamma shaped prior.
2011-04-28 12:33:01 +02:00
Stéphane Adjemian (Scylla)
72c2a343b1
Fixed bug.
2011-04-28 12:00:13 +02:00
Michel Juillard
d0b68189da
improved warning message when a beta prior has two modes
2011-03-26 10:31:54 +01:00
Michel Juillard
b247c329d8
replaced expressions X == 0 by more efficient and robust isequal(X,0) when X is a matrix
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porting earlier changes from DsgeLikelihood.m to DsgeLikelihood_hh.
cleaning code
2011-02-09 06:23:27 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Sébastien Villemot
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
Houtan Bastani
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
Stéphane Adjemian (Scylla)
bc155fd0df
Changed calling sequence of prior_draw.m.
2010-09-03 15:23:05 +02:00
Michel Juillard
3db736f31d
corrected bugs in estimation of models with measurement errors
2010-08-06 17:54:56 +02:00
Michel Juillard
84aae713a6
explicit initialization of persistent variables in priordens.m
2010-02-06 14:43:16 +01:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
stepan
cd81ed664e
Bug fix (dynare was crashing when the number of estimated parameters
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is changed).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2769 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 21:51:22 +00:00
stepan
771a12c8ae
Bug fix (introduced in the previous commit).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2767 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 09:40:32 +00:00
stepan
faaac5e6c0
Added comments.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2755 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:33:30 +00:00
stepan
b71a7a83ed
Save prior structure (bayestopt_) in M_.dname/prior/definition.mat, if the prior is changed.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2754 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:30:26 +00:00
stepan
38c7176206
Bug fix. Call to compute_prior_mode was buggy for gamma and beta
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densities (lower and upper bound were missing).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2721 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-04 13:15:11 +00:00
stepan
aa31417a05
Efficiency & Cosmetic changes related to the design of bayestopt_ and
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the computation of the prior density.
bayestopt_.p1 is always the prior mean
bayestopt_.p2 is always the prior standard deviation
bayestopt_.p3 is unchanged
bayestopt_.p4 is unchanged
bayestopt_.p5 [new field] is the prior mode
bayestopt_.p6 [new field] is the first hyper-parameter of the prior density
bayestopt_.p7 [new field] is the second hyper-parameter of the prior density
These fields are defined in set_prior and are never changed after. In
the previous version of Dynare, the hyper parameters of the densities
were updated at each iteration of the optimization routine or the
metropolis.
Removed fields pmean and pstdev.
Vectorized the code in priordens.
Fixed the bug mentionned by Gianni. If a (logged) density is evaluated
outside the prior domain, the output of priordens if minus infinity
(instead of a complex number).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2556 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 14:38:37 +00:00
stepan
060f47c79c
v4.1:: Added default domain for the gamma and inverted gamma
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distributed random variables (instead of NaNs).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2425 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 17:23:07 +00:00
adjemian
f51ba0bd93
v4.1: Removed globals. Removed call to generalized Cholesky. Added handling of datasets with missing observations (NaN), not yet ready. Changed the covariance matrix of the jumping distribution when the posterior mode is not computed (or used). Changed call to dynare_estimation. Removed pindx in dynare_estimation. + Cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2135 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-04 21:22:08 +00:00
sebastien
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
assia
7bc2010473
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1553 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-10 15:09:42 +00:00
michel
4e1122f014
v4: merge changes to dynare_estimation.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1183 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:48:41 +00:00
michel
53b985d1c5
set_prior.m: estim_params_.param_vals has changed
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@454 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 14:31:35 +00:00
michel
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00