diff --git a/matlab/+identification/run.m b/matlab/+identification/run.m
index 38bfe21eed924a7368ae228a2ec0d09574ca0598..e3c1a24b205564008135c22a53b580f293979522 100644
--- a/matlab/+identification/run.m
+++ b/matlab/+identification/run.m
@@ -45,14 +45,14 @@ function [pdraws, STO_REDUCEDFORM, STO_MOMENTS, STO_DYNAMIC, STO_si_dDYNAMIC, ST
% * identification.analysis
% * isoctave
% * identification.plot
-% * dprior.draw
+% * dprior.deviate
% * set_default_option
% * set_prior
% * skipline
% * vnorm
% =========================================================================
-% Copyright © 2010-2023 Dynare Team
+% Copyright © 2010-2024 Dynare Team
%
% This file is part of Dynare.
%
@@ -485,7 +485,7 @@ if iload <=0
kk=0;
while kk<50 && info(1)
kk=kk+1;
- params = Prior.draw();
+ params = Prior.deviate();
options_ident.tittxt = 'Random_prior_params'; %title text for graphs and figures
% perform identification analysis
[ide_moments_point, ide_spectrum_point, ide_minimal_point, ide_hess_point, ide_reducedform_point, ide_dynamic_point, ~, info, error_indicator_point] = ...
@@ -540,7 +540,7 @@ if iload <=0
if external_sample
params = pdraws0(iteration+1,:); % loaded draws
else
- params = Prior.draw(); % new random draw from prior
+ params = Prior.deviate(); % new random draw from prior
end
options_ident.tittxt = []; % clear title text for graphs and figures
% run identification analysis
diff --git a/matlab/@dprior/admissible.m b/matlab/@dprior/admissible.m
index 82cce25f3ef61198f7d6dee7ecd6acd9d44d991f..0bc685dae68f734b0c724dddb35b863754b380b2 100644
--- a/matlab/@dprior/admissible.m
+++ b/matlab/@dprior/admissible.m
@@ -15,7 +15,7 @@ function b = admissible(o, d)
% EXAMPLE
%
% >> Prior = dprior(bayestopt_, options_.prior_trunc);
-% >> d = Prior.draw()
+% >> d = Prior.deviate()
% >> Prior.admissible(d)
% ans =
%
@@ -23,7 +23,7 @@ function b = admissible(o, d)
%
% 1
-% Copyright © 2023 Dynare Team
+% Copyright © 2023-2024 Dynare Team
%
% This file is part of Dynare.
%
@@ -131,7 +131,7 @@ try
o = dprior(BayesInfo, prior_trunc, false);
% Do simulations in a loop and estimate recursively the mean and the variance.
for i = 1:ndraws
- draw = o.draw();
+ draw = o.deviate();
if ~o.admissible(draw)
error('problem in admissible')
end
diff --git a/matlab/@dprior/density.m b/matlab/@dprior/density.m
index 740d0b408dba677e7bc857e3eb46389371208488..805446679c7f97ee905922695f115c9d193e0996 100644
--- a/matlab/@dprior/density.m
+++ b/matlab/@dprior/density.m
@@ -20,7 +20,7 @@ function [lpd, dlpd, d2lpd, info] = density(o, x)
% >> Prior = dprior(bayestopt_, options_.prior_trunc);
% >> lpd = Prior.dsensity(x)
-% Copyright © 2023 Dynare Team
+% Copyright © 2023-2024 Dynare Team
%
% This file is part of Dynare.
%
@@ -269,7 +269,7 @@ try
% Draw random deviates in a loop and evaluate the density.
LPD = NaN(10000,1);
parfor i = 1:10000
- x = Prior.draw();
+ x = Prior.deviate();
LPD(i) = Prior.density(x);
end
t(1) = true;
diff --git a/matlab/@dprior/draw.m b/matlab/@dprior/deviate.m
similarity index 96%
rename from matlab/@dprior/draw.m
rename to matlab/@dprior/deviate.m
index bad82885a75de127670facd255ee225c5447dd3b..6a916c890de014711f25daa3ff6b7c2753623132 100644
--- a/matlab/@dprior/draw.m
+++ b/matlab/@dprior/deviate.m
@@ -1,4 +1,4 @@
-function p = draw(o)
+function p = deviate(o)
% Return a random draw from the prior distribution.
%
@@ -14,9 +14,9 @@ function p = draw(o)
% EXAMPLE
%
% >> Prior = dprior(bayestopt_, options_.prior_trunc);
-% >> d = Prior.draw()
+% >> d = Prior.deviate()
-% Copyright © 2023 Dynare Team
+% Copyright © 2023-2024 Dynare Team
%
% This file is part of Dynare.
%
@@ -178,11 +178,11 @@ try
o = dprior(BayesInfo, prior_trunc, false);
% Do simulations in a loop and estimate recursively the mean and the variance.
for i = 1:ndraws
- draw = o.draw();
- m1 = m0 + (draw-m0)/i;
- m2 = m1*m1';
- v0 = v0 + ((draw*draw'-m2-v0) + (i-1)*(m0*m0'-m2'))/i;
- m0 = m1;
+ draw = o.deviate();
+ m1 = m0 + (draw-m0)/i;
+ m2 = m1*m1';
+ v0 = v0 + ((draw*draw'-m2-v0) + (i-1)*(m0*m0'-m2'))/i;
+ m0 = m1;
end
t(1) = true;
catch
diff --git a/matlab/@dprior/draws.m b/matlab/@dprior/sample.m
similarity index 96%
rename from matlab/@dprior/draws.m
rename to matlab/@dprior/sample.m
index 88b92abd4ac37d191711f64cfd1b67cf65494fa8..26505b4b6a74becdda1e46ff74fbb49f5d346dab 100644
--- a/matlab/@dprior/draws.m
+++ b/matlab/@dprior/sample.m
@@ -1,4 +1,4 @@
-function P = draws(o, n)
+function P = sample(o, n)
% Return n independent random draws from the prior distribution.
%
@@ -14,9 +14,9 @@ function P = draws(o, n)
% EXAMPLE
%
% >> Prior = dprior(bayestopt_, options_.prior_trunc);
-% >> Prior.draws(1e6)
+% >> Prior.sample(1e6)
-% Copyright © 2023 Dynare Team
+% Copyright © 2023-2024 Dynare Team
%
% This file is part of Dynare.
%
@@ -35,7 +35,7 @@ function P = draws(o, n)
P = NaN(rows(o.lb), 1);
parfor i=1:n
- P(:,i) = draw(o);
+ P(:,i) = deviate(o);
end
return % --*-- Unit tests --*--
@@ -117,7 +117,7 @@ ndraws = 1e5;
try
% Instantiate dprior object.
o = dprior(BayesInfo, prior_trunc, false);
- X = o.draws(ndraws);
+ X = o.sample(ndraws);
m = mean(X, 2);
v = var(X, 0, 2);
t(1) = true;
diff --git a/matlab/@dprior/subsref.m b/matlab/@dprior/subsref.m
index 692f813d0055dafeeebe58a5e6ac0a67e86f3594..b4f2915ed86150c6c8cdee0199d478a41c21b744 100644
--- a/matlab/@dprior/subsref.m
+++ b/matlab/@dprior/subsref.m
@@ -2,7 +2,7 @@ function p = subsref(o, S)
% Overload subsref method.
-% Copyright © 2023 Dynare Team
+% Copyright © 2023-2024 Dynare Team
%
% This file is part of Dynare.
%
@@ -25,9 +25,9 @@ switch S(1).type
p = builtin('subsref', o, S(1));
elseif isequal(S(1).subs, 'bounds') && length(S)==1
p = bounds(o, [], false);
- elseif ismember(S(1).subs, {'draw','length'})
+ elseif ismember(S(1).subs, {'deviate','length','isempty'})
p = feval(S(1).subs, o);
- elseif ismember(S(1).subs, {'draws', 'density', 'densities', 'moments', 'admissible', 'bounds'})
+ elseif ismember(S(1).subs, {'sample', 'density', 'densities', 'moments', 'admissible', 'bounds'})
p = feval(S(1).subs, o , S(2).subs{:});
elseif ismember(S(1).subs, {'mean', 'median', 'variance', 'mode'})
if (length(S)==2 && isempty(S(2).subs)) || length(S)==1
diff --git a/matlab/dseries b/matlab/dseries
index 5436f91fe709b7e9f31302714cc1f9a7271001c6..a456425a6ff65c699f5937c0ea775de1a3348405 160000
--- a/matlab/dseries
+++ b/matlab/dseries
@@ -1 +1 @@
-Subproject commit 5436f91fe709b7e9f31302714cc1f9a7271001c6
+Subproject commit a456425a6ff65c699f5937c0ea775de1a3348405
diff --git a/matlab/estimation/PosteriorIRF_core1.m b/matlab/estimation/PosteriorIRF_core1.m
index fa29c9f4b23730e978ce6e2ab47334b863016c96..68086622ccac3e1bfd5a55e44d2093bea5f59b37 100644
--- a/matlab/estimation/PosteriorIRF_core1.m
+++ b/matlab/estimation/PosteriorIRF_core1.m
@@ -23,8 +23,8 @@ function myoutput=PosteriorIRF_core1(myinputs,fpar,B,whoiam, ThisMatlab)
%
% SPECIAL REQUIREMENTS.
% None.
-%
-% Copyright © 2006-2023 Dynare Team
+
+% Copyright © 2006-2024 Dynare Team
%
% This file is part of Dynare.
%
@@ -135,7 +135,7 @@ while fpar<B
irun = irun+1;
irun2 = irun2+1;
if strcmpi(type,'prior')
- deep = Prior.draw();
+ deep = Prior.deviate();
else
deep = x(fpar,:);
end
diff --git a/matlab/estimation/execute_prior_posterior_function.m b/matlab/estimation/execute_prior_posterior_function.m
index 5bd2e98ed578d8603ac4ca5af93c13c8eabe784e..0429f8e57dc38be88fa91fad179b16eeaea2219b 100644
--- a/matlab/estimation/execute_prior_posterior_function.m
+++ b/matlab/estimation/execute_prior_posterior_function.m
@@ -78,7 +78,7 @@ end
if strcmpi(type, 'prior')
- parameter_mat = Prior.draws(n_draws);
+ parameter_mat = Prior.sample(n_draws);
else
parameter_mat=get_posterior_subsample(M_,options_,n_draws)';
end
diff --git a/matlab/estimation/online/online_auxiliary_filter.m b/matlab/estimation/online/online_auxiliary_filter.m
index ebe1394ff1d2e18c98bfd4e4e69aa3f5f848e7f9..3ad452080884e86d6c2f2d0d92f6f85fd2eee315 100644
--- a/matlab/estimation/online/online_auxiliary_filter.m
+++ b/matlab/estimation/online/online_auxiliary_filter.m
@@ -11,7 +11,7 @@ function online_auxiliary_filter(xparam1, dataset_, options_, M_, estim_params_,
% - estim_params_ [struct] Description of the estimated parameters.
% - bayestopt_ [struct] Prior definition.
% - oo_ [struct] Results.
-%
+
% Copyright © 2013-2024 Dynare Team
%
% This file is part of Dynare.
@@ -79,7 +79,7 @@ Prior = dprior(bayestopt_, options_.prior_trunc);
for i=1:number_of_particles
info = 12042009;
while info
- candidate = Prior.draw();
+ candidate = Prior.deviate();
[info, M_, options_, oo_] = solve_model_for_online_filter(false, candidate, dataset_, options_, M_, estim_params_, bayestopt_, bounds, oo_);
if ~info
xparam(:,i) = candidate(:);
diff --git a/matlab/estimation/posterior_sampler_initialization.m b/matlab/estimation/posterior_sampler_initialization.m
index 194f4c3c30f1401043e3157d734ecae1a143fd33..354b00916f27e80c8e35af2739241650bd687112 100644
--- a/matlab/estimation/posterior_sampler_initialization.m
+++ b/matlab/estimation/posterior_sampler_initialization.m
@@ -194,7 +194,7 @@ if ~options_.load_mh_file && ~options_.mh_recover
trial = 1;
while ~validate && trial <= 10
if isempty(d)
- candidate = Prior.draw();
+ candidate = Prior.deviate();
else
if isfield(options_,'mh_init_scale')
if trial==1
diff --git a/matlab/estimation/prior_posterior_statistics_core.m b/matlab/estimation/prior_posterior_statistics_core.m
index 478dab2e60eda6405d0995d83c786f226f79e138..10add4c6305c5ce0a3c261c947284ad167339f4b 100644
--- a/matlab/estimation/prior_posterior_statistics_core.m
+++ b/matlab/estimation/prior_posterior_statistics_core.m
@@ -30,7 +30,7 @@ function myoutput=prior_posterior_statistics_core(myinputs,fpar,B,whoiam, ThisMa
% SPECIAL REQUIREMENTS.
% None.
-% Copyright © 2005-2023 Dynare Team
+% Copyright © 2005-2024 Dynare Team
%
% This file is part of Dynare.
%
@@ -198,7 +198,7 @@ for b=fpar:B
iter=1;
logpo=[];
while (isempty(logpo) || isinf(logpo)) && iter<1000
- deep = Prior.draw();
+ deep = Prior.deviate();
logpo = evaluate_posterior_kernel(deep, M_, estim_params_, oo_, options_, bayestopt_);
iter=iter+1;
end
diff --git a/matlab/estimation/prior_sampler.m b/matlab/estimation/prior_sampler.m
index 3521df61f3befa36cd0d34382244e1a562a10198..eef835b1f74cd6ac4262b0db3afb14f38ed7d74b 100644
--- a/matlab/estimation/prior_sampler.m
+++ b/matlab/estimation/prior_sampler.m
@@ -93,7 +93,7 @@ while iteration < NumberOfSimulations
dyn_waitbar(iteration/NumberOfSimulations,hh_fig,'Please wait. Prior sampler...');
end
loop_indx = loop_indx+1;
- params = Prior.draw();
+ params = Prior.deviate();
M_ = set_all_parameters(params, estim_params_, M_);
[T, R, ~, INFO, oo_.dr,M_.params] = dynare_resolve(M_, options_, oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state, 'restrict');
if ~INFO(1)
diff --git a/matlab/estimation/slice_sampler.m b/matlab/estimation/slice_sampler.m
index 326df5ff0d227c687df005c0876a6186a528e540..fcf4a818be49efffc194c1d0046db2cc1f68979e 100644
--- a/matlab/estimation/slice_sampler.m
+++ b/matlab/estimation/slice_sampler.m
@@ -24,7 +24,7 @@ function [theta, fxsim, neval] = slice_sampler(objective_function,theta,thetapri
% SPECIAL REQUIREMENTS
% none
-% Copyright © 2015-2023 Dynare Team
+% Copyright © 2015-2024 Dynare Team
%
% This file is part of Dynare.
%
@@ -82,7 +82,7 @@ while it<npar
icount=0;
while ~isfinite(fxold) && icount<1000
icount=icount+1;
- theta = Prior.draw();
+ theta = Prior.deviate();
if all(theta >= thetaprior(:,1)) && all(theta <= thetaprior(:,2))
fxold = -feval(objective_function,theta,varargin{:});
end
diff --git a/matlab/estimation/smc/smc_samplers_initialization.m b/matlab/estimation/smc/smc_samplers_initialization.m
index 4c17ef0ade4aa9f0f99b70aff01501b5666fb870..64041a73a4556244d46381786e5fb12fc2bc6a08 100644
--- a/matlab/estimation/smc/smc_samplers_initialization.m
+++ b/matlab/estimation/smc/smc_samplers_initialization.m
@@ -56,7 +56,7 @@ t0 = tic;
parfor j=1:n
notvalid = true;
while notvalid
- candidate = Prior.draw();
+ candidate = Prior.deviate();
if Prior.admissible(candidate)
particles(:,j) = candidate;
[tlogpostkernel(j), loglikelihood(j)] = tempered_likelihood(funobj, candidate, 0.0, Prior);
diff --git a/preprocessor b/preprocessor
index 86822b5e6e8b5fc3f98673d6e6d21eed8051e2d4..a091c26ced0fba215851485e824502230fccb73f 160000
--- a/preprocessor
+++ b/preprocessor
@@ -1 +1 @@
-Subproject commit 86822b5e6e8b5fc3f98673d6e6d21eed8051e2d4
+Subproject commit a091c26ced0fba215851485e824502230fccb73f