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
162c8ab7d0
Set default value for the second hyperparameter.
2018-12-15 16:48:24 +01:00
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
57f6183d2f
Move some functions out of missing/stats/, since they are only needed for MATLAB
2018-06-06 13:02:42 +02:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
ce4ab7f7d8
Unit test wblinv.m under Octave: adjust tolerance
2017-01-18 10:59:53 +01:00
fccd164926
Provide lower tolerance to Octave's quadv function as integration otherwise stops prematurely
2016-11-10 17:33:18 +01:00
33d35bc3c5
Added quantile routine in missing.
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This is missing if the stats toolbox is not available. Integration test
TeX/fs2000_corr_ME.mod was failing because of its absence.
2016-06-16 14:33:57 +02:00
7c53ea1e96
Fixed unit tests.
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(cherry picked from commit 2cdfc0518350e4f26dd406b1730f2cf20ce29e07)
2016-04-14 17:21:37 +02:00
6dddd7a8d4
Add corr.m to missing/stats
2016-04-09 15:22:40 +02:00
5834ed4446
Added checks for the input arguments of wblinv routine.
2015-12-11 18:50:54 +01:00
d676c67f03
Added CDF for the Weibull distribution.
2015-12-11 18:50:54 +01:00
02d53b5d1d
Use statistics toolbox if available for the Weibull inverse CDF.
2015-12-11 18:50:54 +01:00
5fb1b1cc23
Added Weibull prior.
2015-12-04 14:50:44 +01:00
90fa92f8a9
Adds chi2cdf function if Statistics toolbox is missing
2013-09-26 10:19:05 +02:00
0359c2801d
modifies alternative function for betapdf() for large values of a and b
2011-03-17 20:13:09 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
02fd6e668c
Add error message for non-implemented features of gamrnd.m
2011-01-13 12:28:44 +01:00
c0c0d48fed
Fix gamrnd.m: for big integer values of parameter a, the gaussian approximation was incorrect ( closes #67 )
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3281 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 11:08:59 +00:00
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
4e9b23363a
Reorganized the way we deal with functions which exist under only some versions of MATLAB and/or some versions of Octave:
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* Created a directory matlab/missing to store them under subdirectories
* Add the needed subdirectories to the path from dynare_config.m
* Moved content of matlab/matlab/ and matlab/octave/ to matlab/missing/*/
* matlab/missing/ordeig/ordeig.m: new name of matlab/my_ordeig
* matlab/missing/ordschur/ordschur.m: fake replacement, displays an error message
* Removed old matlab/matlab/ and matlab/octave/ directories
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2805 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 10:20:42 +00:00
Stéphane Adjemia (Scylla)
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Johannes Pfeifer
Michel Juillard
Sébastien Villemot
sebastien