#161: Under Octave, gamma priors fail when variance is too small --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: 4.1.3 Keywords: | --------------------------+------------------------------------------------- This is reproducible on file RBC_Est.mod distributed with the user guide, which has two gamma priors.
The problem is related to a bug in Octave: http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=493869
It may also affect beta priors which rely on gaminv() function.
A minimal solution would be to give a sensible error message to the user, so that he knows he has to increase the variance.
A better solution would be to reimplement gaminv.
#161: Under Octave, gamma priors fail when variance is too small ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: bug | Status: new Priority: minor | Milestone: 4.3 Component: Core M-files | Version: 4.1.3 Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien):
* priority: major => minor * milestone: 4.2 => 4.3
Comment:
Workaround with more explicit error messages implemented in e95defd117b03fe175fbd8d41b17b435457671e5
#161: Under Octave, gamma priors fail when variance is too small ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: closed Priority: minor | Milestone: 4.3 Component: General | Version: 4.1.3 Resolution: wontfix | Keywords: ------------------------+--------------------------------------------------- Changes (by sebastien):
* status: new => closed * resolution: => wontfix
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Trac Dynare