- 01 Mar, 2017 1 commit
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Houtan Bastani authored
preprocessor: fix bug that caused temporary terms not to be printed for the parameter derivatives of the static model. closes #1397
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- 24 Feb, 2017 1 commit
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Houtan Bastani authored
preprocessor: for consistency, use equations.size() instead of equation_number() in classes that have equations as a field
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- 10 Feb, 2017 1 commit
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Houtan Bastani authored
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- 09 Feb, 2017 3 commits
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Houtan Bastani authored
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Houtan Bastani authored
preprocessor: change error to warning because we don’t end processing in this situation; fix error message
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Houtan Bastani authored
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- 08 Feb, 2017 1 commit
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Stéphane Adjemian authored
+ Code factorization. + Added an option for using the penalized objective when computing numerically the hessian at the mode. Previous behaviour (introduced with penalty_hessian routine) was to compute the hessian matrix at the mode with the penalized objective function (instead of the original objective function). This behaviour hides problematic situations, where the computed hessian (using the original objective) would not be full rank. For instance, if the estimation ends up with a parameter on (or very close to) the bounds of its possible values (which is often not a desirable outcome), the estimated posterior variance would be zero for this parameter (with the original objective) because the hessian is not finite in this direction, while the posterior variance would be positive if the penalized objective is used instead. But this estimate would not be reliable by construction of the penalty which is quite ad-hoc (more fundamentally I do not think that there exists any rational for approximating the covariance matrix with the inverse of the hessian matrix if the mode is on the border of the set of possible values). This commit restore the behaviour previous to 2446ab02ba4b3ed88c9c5021aced076078d96007. An option is available for computing the hessian with the penalized objective function.
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- 31 Jan, 2017 1 commit
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Houtan Bastani authored
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- 27 Jan, 2017 5 commits
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preprocessor: issue warnings for undeclared model variables when the end of the model block is encountered. #1286
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- 20 Jan, 2017 1 commit
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Stéphane Adjemian authored
NO_POSTERIOR_KERNEL_DENSITY option was not modifying the expected field in options_, consequently this option was no honored.
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- 05 Jan, 2017 3 commits
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Houtan Bastani authored
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Houtan Bastani authored
when >32 nested parens encountered in matlab, print error message once per file in which such a situation occurred. #1201
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Stéphane Adjemian authored
Implement posterior_nograph option
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- 02 Jan, 2017 2 commits
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Houtan Bastani authored
fix warnings introduced in 3b20d41a92db4267c0ba13278f3885aba67e6c47 related to size_t/int comparison #1201
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Houtan Bastani authored
3b20d41a92db4267c0ba13278f3885aba67e6c47 used to_string from C++11 standard which breaks the snapshot build. #1201
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- 30 Dec, 2016 2 commits
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Houtan Bastani authored
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Houtan Bastani authored
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- 28 Dec, 2016 1 commit
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Houtan Bastani authored
bug fix: end preprocessing with error when more than 32 nested parenthesis are encountered. closes #1201
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- 27 Dec, 2016 1 commit
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Houtan Bastani authored
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- 26 Dec, 2016 2 commits
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Johannes Pfeifer authored
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Johannes Pfeifer authored
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- 19 Dec, 2016 1 commit
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Johannes Pfeifer authored
Prevents general overwriting of results in oo_ and having stale results
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- 18 Dec, 2016 2 commits
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Johannes Pfeifer authored
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Johannes Pfeifer authored
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- 17 Dec, 2016 3 commits
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Stéphane Adjemian authored
robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e5…
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- 13 Dec, 2016 2 commits
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Houtan Bastani authored
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Houtan Bastani authored
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- 01 Dec, 2016 1 commit
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Johannes Pfeifer authored
Interface was still missing and documentation of option was in wrong place in manual and wrong
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- 29 Nov, 2016 3 commits
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Houtan Bastani authored
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Houtan Bastani authored
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Houtan Bastani authored
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- 14 Nov, 2016 1 commit
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Houtan Bastani authored
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- 13 Nov, 2016 1 commit
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MichelJuillard authored
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
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- 04 Nov, 2016 1 commit
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Houtan Bastani authored
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