octave-cvsupdate

[Octave-cvsupdate] SF.net SVN: octave:[5428] trunk/octave-forge/main/econometrics/inst

[<mc...@us...>]

Revision: 5428
          http://octave.svn.sourceforge.net/octave/?rev=5428&view=rev
Author:   mcreel
Date:     2008-11-12 11:28:21 +0000 (Wed, 12 Nov 2008)

Log Message:
-----------
minor revisions to call chi2pdf instead of chisquare_pdf, and similar

Modified Paths:
--------------
    trunk/octave-forge/main/econometrics/inst/kernel_density.m
    trunk/octave-forge/main/econometrics/inst/kernel_example.m
    trunk/octave-forge/main/econometrics/inst/kernel_regression.m

Modified: trunk/octave-forge/main/econometrics/inst/kernel_density.m
===================================================================
--- trunk/octave-forge/main/econometrics/inst/kernel_density.m	2008-11-12 09:52:41 UTC (rev 5427)
+++ trunk/octave-forge/main/econometrics/inst/kernel_density.m	2008-11-12 11:28:21 UTC (rev 5428)
@@ -31,7 +31,8 @@
 #		makes a product kernel a reasonable choice.
 #	do_cv: bool (optional). default false. If true, calculate leave-1-out
 #		 density for cross validation
-#	computenodes: int (optional, default 0). Number of compute nodes for parallel evaluation
+#	computenodes: int (optional, default 0).
+#		Number of compute nodes for parallel evaluation
 #	debug: bool (optional, default false). show results on compute nodes if doing
 #		a parallel run
 # outputs:
@@ -43,9 +44,14 @@
 
 function z = kernel_density(eval_points, data, bandwidth, kernel, prewhiten, do_cv, computenodes, debug)
 
-	if nargin < 3; error("kernel_density: at least 3 arguments are required"); endif
+	if nargin < 2; error("kernel_density: at least 2 arguments are required"); endif
 
+	n = rows(data);
+	k = columns(data);
+
+
 	# set defaults for optional args
+	if (nargin < 3) bandwidth = (n ^ (-1/(4+k))); endif	# bandwidth - see Li and Racine pg. 26
 	if (nargin < 4) kernel = "__kernel_normal"; endif # what kernel?
 	if (nargin < 5) prewhiten = false; endif 	# automatic prewhitening?
 	if (nargin < 6)	do_cv = false; endif 		# ordinary or leave-1-out

Modified: trunk/octave-forge/main/econometrics/inst/kernel_example.m
===================================================================
--- trunk/octave-forge/main/econometrics/inst/kernel_example.m	2008-11-12 09:52:41 UTC (rev 5427)
+++ trunk/octave-forge/main/econometrics/inst/kernel_example.m	2008-11-12 11:28:21 UTC (rev 5428)
@@ -68,7 +68,7 @@
 printf("time for univariate kernel density example using %d data points and %d compute nodes: %f\n", n, nodes, t1);
 printf("A rough integration under the fitted univariate density is %f\n", sum(dens)*stepsize);
 figure();
-plot(grid_x, dens, ";fitted density;", grid_x, chisquare_pdf(grid_x,3), ";true density;");
+plot(grid_x, dens, ";fitted density;", grid_x, chi2pdf(grid_x,3), ";true density;");
 title("Example 2: Kernel density fit: Univariate Chi^2(3) data");
 
 ############################################################

Modified: trunk/octave-forge/main/econometrics/inst/kernel_regression.m
===================================================================
--- trunk/octave-forge/main/econometrics/inst/kernel_regression.m	2008-11-12 09:52:41 UTC (rev 5427)
+++ trunk/octave-forge/main/econometrics/inst/kernel_regression.m	2008-11-12 11:28:21 UTC (rev 5428)
@@ -20,19 +20,20 @@
 #
 # inputs:
 #	eval_points: PxK matrix of points at which to calculate the density
-#	dev_var: Nx1 vector of observations of the dependent variable
-# 	data: NxK matrix of data points
-#	bandwidth: positive scalar, the smoothing parameter. The fit
-# 		is more smooth as the bandwidth increases.
+#	depvar: Nx1 vector of observations of the dependent variable
+#	condvars: NxK matrix of data points
+#	bandwidth (optional): positive scalar, the smoothing parameter.
+#		Default is N ^ (-1/(4+K))
 #	kernel (optional): string. Name of the kernel function. Default is
 #		Gaussian kernel.
-#	prewhiten bool (optional): default false. If true, rotate data
+#	prewhiten bool (optional): default true. If true, rotate data
 # 		using Choleski decomposition of inverse of covariance,
 #		to approximate independence after the transformation, which
 #		makes a product kernel a reasonable choice.
 #	do_cv: bool (optional). default false. If true, calculate leave-1-out
-#		 density for cross validation
-#	computenodes: int (optional, default 0). Number of compute nodes for parallel evaluation
+#		 fit to calculate the cross validation score
+#	computenodes: int (optional, default 0).
+#		Number of compute nodes for parallel evaluation
 #	debug: bool (optional, default false). show results on compute nodes if doing
 #		a parallel run
 # outputs:
@@ -49,7 +50,7 @@
 	# set defaults for optional args
 	if (nargin < 4) bandwidth = (n ^ (-1/(4+k))); endif	# bandwidth - see Li and Racine pg. 66
 	if (nargin < 5) kernel = "__kernel_normal"; endif 	# what kernel?
-	if (nargin < 6) prewhiten = false; endif 		# automatic prewhitening?
+	if (nargin < 6) prewhiten = true; endif 		# automatic prewhitening?
 	if (nargin < 7)	do_cv = false; endif 			# ordinary or leave-1-out
 	if (nargin < 8)	computenodes = 0; endif			# parallel?
 	if (nargin < 9)	debug = false; endif;			# debug?
@@ -59,7 +60,7 @@
 	n = rows(depvar);
 
 	if prewhiten
-		H = bandwidth*chol(cov(convars));
+		H = bandwidth*chol(cov(condvars));
  	else
 		H = bandwidth;
 	endif


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[Octave-cvsupdate] SF.net SVN: octave:[7081] trunk/octave-forge/main/econometrics/inst

[<ha...@us...>]

Revision: 7081
          http://octave.svn.sourceforge.net/octave/?rev=7081&view=rev
Author:   hauberg
Date:     2010-03-20 19:50:32 +0000 (Sat, 20 Mar 2010)

Log Message:
-----------
Use 'diag (A)*B' instead of 'dmult (A, B)'

Modified Paths:
--------------
    trunk/octave-forge/main/econometrics/inst/poisson.m
    trunk/octave-forge/main/econometrics/inst/poisson_moments.m
    trunk/octave-forge/main/econometrics/inst/scale_data.m

Modified: trunk/octave-forge/main/econometrics/inst/poisson.m
===================================================================
--- trunk/octave-forge/main/econometrics/inst/poisson.m	2010-03-20 19:44:02 UTC (rev 7080)
+++ trunk/octave-forge/main/econometrics/inst/poisson.m	2010-03-20 19:50:32 UTC (rev 7081)
@@ -20,6 +20,6 @@
 	x = data(:,2:columns(data));
 	lambda = exp(x*theta);
 	log_density = -lambda + y .* (x*theta) - lgamma(y+1);
-	score = dmult(y - lambda,x);
+	score = diag (y - lambda) * x;
 	if (otherargs{1} == 1) score = "na"; endif # provide analytic score or not?
 endfunction	

Modified: trunk/octave-forge/main/econometrics/inst/poisson_moments.m
===================================================================
--- trunk/octave-forge/main/econometrics/inst/poisson_moments.m	2010-03-20 19:44:02 UTC (rev 7080)
+++ trunk/octave-forge/main/econometrics/inst/poisson_moments.m	2010-03-20 19:50:32 UTC (rev 7081)
@@ -22,5 +22,5 @@
 	w = data(:, k+2:columns(data));
 	lambda = exp(x*theta);
 	e = y ./ lambda - 1;
-	m = dmult(e, w);
+	m = diag(e) * w;
 endfunction	

Modified: trunk/octave-forge/main/econometrics/inst/scale_data.m
===================================================================
--- trunk/octave-forge/main/econometrics/inst/scale_data.m	2010-03-20 19:44:02 UTC (rev 7080)
+++ trunk/octave-forge/main/econometrics/inst/scale_data.m	2010-03-20 19:50:32 UTC (rev 7081)
@@ -38,7 +38,7 @@
 		# don't take out mean if the column is a constant, to preserve identification
 		b = b .* test;
 		b = A*b;
-		bb = dmult(b, ones(k,n))';
+		bb = (diag(b) * ones(k,n))';
 	endif
 	zz = z*A + bb;
 	scalecoefs = {A,b};


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[Octave-cvsupdate] SF.net SVN: octave:[10039] trunk/octave-forge/main/econometrics/inst

[<tho...@us...>]

Revision: 10039
          http://octave.svn.sourceforge.net/octave/?rev=10039&view=rev
Author:   thomas-weber
Date:     2012-03-24 18:58:52 +0000 (Sat, 24 Mar 2012)
Log Message:
-----------
Replace deprecated function calls

Modified Paths:
--------------
    trunk/octave-forge/main/econometrics/inst/gmm_example.m
    trunk/octave-forge/main/econometrics/inst/gmm_results.m

Modified: trunk/octave-forge/main/econometrics/inst/gmm_example.m
===================================================================
--- trunk/octave-forge/main/econometrics/inst/gmm_example.m	2012-03-24 18:38:45 UTC (rev 10038)
+++ trunk/octave-forge/main/econometrics/inst/gmm_example.m	2012-03-24 18:58:52 UTC (rev 10039)
@@ -25,7 +25,7 @@
 w = [x, rand(n,1)];
 theta_true = ones(k,1);
 lambda = exp(x*theta_true);
-y = poisson_rnd(lambda);
+y = poissrnd(lambda);
 [xs, scalecoef] = scale_data(x);
 
 # The arguments for gmm_estimate

Modified: trunk/octave-forge/main/econometrics/inst/gmm_results.m
===================================================================
--- trunk/octave-forge/main/econometrics/inst/gmm_results.m	2012-03-24 18:38:45 UTC (rev 10038)
+++ trunk/octave-forge/main/econometrics/inst/gmm_results.m	2012-03-24 18:58:52 UTC (rev 10039)
@@ -88,7 +88,7 @@
 	df = n - k;
 	if df > 0
 		clabels = char("Value","df","p-value");
-		a = [n*obj_value, df, 1 - chisquare_cdf(n*obj_value, df)];
+		a = [n*obj_value, df, 1 - chi2cdf(n*obj_value, df)];
 		printf("\n");
 		prettyprint(a, junk, clabels);
 	else
@@ -96,7 +96,7 @@
 	end;
 
 	# results for parameters
-	a =[theta, se, theta./se, 2 - 2*normal_cdf(abs(theta ./ se))];
+	a =[theta, se, theta./se, 2 - 2*normcdf(abs(theta ./ se))];
 	clabels = char("estimate", "st. err", "t-stat", "p-value");
 	printf("\n");
 	prettyprint(a, names, clabels);

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[Octave-cvsupdate] SF.net SVN: octave:[7082] trunk/octave-forge/main/econometrics/inst

[<ha...@us...>]

Revision: 7082
          http://octave.svn.sourceforge.net/octave/?rev=7082&view=rev
Author:   hauberg
Date:     2010-03-20 19:53:25 +0000 (Sat, 20 Mar 2010)

Log Message:
-----------
Use 'char' instead of 'str2mat'

Modified Paths:
--------------
    trunk/octave-forge/main/econometrics/inst/gmm_example.m
    trunk/octave-forge/main/econometrics/inst/gmm_results.m

Modified: trunk/octave-forge/main/econometrics/inst/gmm_example.m
===================================================================
--- trunk/octave-forge/main/econometrics/inst/gmm_example.m	2010-03-20 19:50:32 UTC (rev 7081)
+++ trunk/octave-forge/main/econometrics/inst/gmm_example.m	2010-03-20 19:53:25 UTC (rev 7082)
@@ -36,7 +36,7 @@
 momentargs = {k}; # needed to know where x ends and w starts
 
 # additional args for gmm_results
-names = str2mat("theta1", "theta2", "theta3", "theta4", "theta5");
+names = char("theta1", "theta2", "theta3", "theta4", "theta5");
 gmmtitle = "Poisson GMM trial";
 control = {100,0,1,1};
 

Modified: trunk/octave-forge/main/econometrics/inst/gmm_results.m
===================================================================
--- trunk/octave-forge/main/econometrics/inst/gmm_results.m	2010-03-20 19:50:32 UTC (rev 7081)
+++ trunk/octave-forge/main/econometrics/inst/gmm_results.m	2010-03-20 19:53:25 UTC (rev 7082)
@@ -25,7 +25,7 @@
 # momentargs: (cell) additional inputs needed to compute moments.
 #             May be empty ("")
 #      names: vector of parameter names
-#             e.g., names = str2mat("param1", "param2");
+#             e.g., names = char("param1", "param2");
 #      title: string, describes model estimated
 #    unscale: (optional) cell that holds means and std. dev. of data
 #             (see scale_data)
@@ -87,7 +87,7 @@
 	junk = "X^2 test";
 	df = n - k;
 	if df > 0
-		clabels = str2mat("Value","df","p-value");
+		clabels = char("Value","df","p-value");
 		a = [n*obj_value, df, 1 - chisquare_cdf(n*obj_value, df)];
 		printf("\n");
 		prettyprint(a, junk, clabels);
@@ -97,7 +97,7 @@
 
 	# results for parameters
 	a =[theta, se, theta./se, 2 - 2*normal_cdf(abs(theta ./ se))];
-	clabels = str2mat("estimate", "st. err", "t-stat", "p-value");
+	clabels = char("estimate", "st. err", "t-stat", "p-value");
 	printf("\n");
 	prettyprint(a, names, clabels);
 


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