1. 24 Sep, 2012 4 commits
  2. 19 Sep, 2012 1 commit
  3. 08 Jun, 2012 1 commit
  4. 07 Jun, 2012 1 commit
  5. 14 Sep, 2011 2 commits
  6. 03 May, 2011 1 commit
  7. 16 Dec, 2009 1 commit
  8. 15 Jun, 2009 1 commit
  9. 11 Jun, 2009 1 commit
  10. 09 Jun, 2009 1 commit
  11. 05 Jun, 2009 2 commits
    • stepan's avatar
      · d67f1ecd
      stepan authored
      + Added comments.
      + Cosmetic changes.
      
      
      git-svn-id: https://www.dynare.org/svn/dynare/trunk@2725 ac1d8469-bf42-47a9-8791-bf33cf982152
      d67f1ecd
    • stepan's avatar
      · a9d7088c
      stepan authored
      Added new tool. When using the instruction get_prior_info(2) in the mod file (after the
      definition of the priors) Dynare tries to compute the prior mode using
      Chris Sims' optimization routine.
      
      
      git-svn-id: https://www.dynare.org/svn/dynare/trunk@2724 ac1d8469-bf42-47a9-8791-bf33cf982152
      a9d7088c
  12. 07 Apr, 2009 1 commit
  13. 06 Apr, 2009 1 commit
    • stepan's avatar
      · aa31417a
      stepan authored
      Efficiency & Cosmetic  changes related to the design  of bayestopt_ and
      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
      aa31417a
  14. 19 Feb, 2009 1 commit
    • stepan's avatar
      v4.1:: · 0bb00c71
      stepan authored
      + Added new file for prior sampling (prior_sample.m). 
      + Undo previous change on prior_draw.m (transposition of pdraw).
      + Bug correction in prior_draw.m.
      + Added field in options_: the default number of mc simulations in the
      prior distribution.
      
      
      git-svn-id: https://www.dynare.org/svn/dynare/trunk@2431 ac1d8469-bf42-47a9-8791-bf33cf982152
      0bb00c71