Hi
As you have seen, I have fixed most copyright headers in Dynare SVN.
The remaining problems are listed on: http://www.cepremap.cnrs.fr/DynareWiki/LicenseProblems
The work to be done is the following:
1) Confirm with Gary that his AIM files are in the public domain
2) Ask Marco Ratto if we can distribute his files under the GPL
3) Ask Tomasso Mancini if we can distribute his userguide under the GFDL. Moreover, at this time, we can't recompile the PDF from the LaTeX files in the SVN (the bibliography file is outdated, we lack the cover page)
4) There are two files which do a generalized cholesky, written by Jeff Gill. I don't know if we should contact the author or write an alternative
5) The remaining files are used to compute pdf, cdf and quantiles of several distributions. All these functions exist natively under Octave: http://www.gnu.org/software/octave/doc/interpreter/Distributions.html Some of the Octave functions are written in script language, so we can directly incorporate them into Dynare; others use DLLs, so in those cases we must write an alternative in a M-file. Stéphane also said to me that he intend to write a DLL linked to GSL for all thoses functions.
Sébastien
Hello to a ll,
thank Sébastien, for setting the mailing list.
The work to be done is the following:
- Confirm with Gary that his AIM files are in the public domain
I have just written to him
- Ask Marco Ratto if we can distribute his files under the GPL
Marco is in vacation. Let's wait until he comes back to contact him
- Ask Tomasso Mancini if we can distribute his userguide under the
GFDL. Moreover, at this time, we can't recompile the PDF from the LaTeX files in the SVN (the bibliography file is outdated, we lack the cover page)
I will touch base with Tomasso by the end of August.
- There are two files which do a generalized cholesky, written by Jeff
Gill. I don't know if we should contact the author or write an alternative
We may want to contact him. I think it would be difficult to write an alternative without copying him without telling so.
- The remaining files are used to compute pdf, cdf and quantiles of
several distributions. All these functions exist natively under Octave: http://www.gnu.org/software/octave/doc/interpreter/Distributions.html Some of the Octave functions are written in script language, so we can directly incorporate them into Dynare; others use DLLs, so in those cases we must write an alternative in a M-file. Stéphane also said to me that he intend to write a DLL linked to GSL for all thoses functions.
As much as possible, we should keep M f iles equivalent to DLL that we may use. How many of these functions are DLL only in Octave?
Best
Michel
Sébastien
Dev mailing list Dev@dynare.org http://www.dynare.org/cgi-bin/mailman/listinfo/dev
Le samedi 02 août 2008 à 16:42 +0200, Michel Juillard a écrit :
- The remaining files are used to compute pdf, cdf and quantiles of
several distributions. All these functions exist natively under Octave: http://www.gnu.org/software/octave/doc/interpreter/Distributions.html Some of the Octave functions are written in script language, so we can directly incorporate them into Dynare; others use DLLs, so in those cases we must write an alternative in a M-file. Stéphane also said to me that he intend to write a DLL linked to GSL for all thoses functions.
As much as possible, we should keep M f iles equivalent to DLL that we may use. How many of these functions are DLL only in Octave?
A first remark: all those distribution-related functions are present in Matlab's statistical toolbox (see http://www.mathworks.com/access/helpdesk/help/toolbox/stats/index.html), and have their free clones in Octave.
Actually we can directly adapt the following from Octave: PDF, CDF and quantiles for gamma, beta, normal, chi square This covers the 10 files which are copyright Anders Holtsberg
I am ok to do that job; I suggest to name the new files after Matlab's statistical toolbox naming (which is also Octave naming), then to put the new files in a subdirectory called "distributions", and to only add this dir in the path only when the user is using Matlab without the Statistics Toolbox, so that we use native routines when the toolbox is present or when under Octave.
The two remaining files are random draws for the gamma and the beta (the latter can be easily derived from the former). Octave has a DLL primitive for random draws from the gamma, which is not available in Matlab without the statistical toolbox.
In other words, we must rewrite the current gamm_rnd.m. This file uses an algorithm which I don't know. Another simple solution is to use the gamma quantile function applied on random draws of a uniform in [0,1], but I don't know if this theoretical method is numerically relevant. Any suggestion?
Best
Sébastien
A first remark: all those distribution-related functions are present in Matlab's statistical toolbox (see http://www.mathworks.com/access/helpdesk/help/toolbox/stats/index.html), and have their free clones in Octave.
Actually we can directly adapt the following from Octave: PDF, CDF and quantiles for gamma, beta, normal, chi square This covers the 10 files which are copyright Anders Holtsberg
I am ok to do that job; I suggest to name the new files after Matlab's statistical toolbox naming (which is also Octave naming), then to put the new files in a subdirectory called "distributions", and to only add this dir in the path only when the user is using Matlab without the Statistics Toolbox, so that we use native routines when the toolbox is present or when under Octave.
Be careful, from what I understood, Matlab copy protection mechanism looks for some function names from each toolbox and generates error if it believes it recognizes functions f rom a toolbox for which there is no license. I think that we should change the names to something like oct_actual names. Because it destroys the easy recourse to native functions when present in Matlab and Octave, maybe we can identify these names and do the name change only for these sensitive functions.
The two remaining files are random draws for the gamma and the beta (the latter can be easily derived from the former). Octave has a DLL primitive for random draws from the gamma, which is not available in Matlab without the statistical toolbox.
In other words, we must rewrite the current gamm_rnd.m. This file uses an algorithm which I don't know. Another simple solution is to use the gamma quantile function applied on random draws of a uniform in [0,1], but I don't know if this theoretical method is numerically relevant. Any suggestion?
I will look into the generation of random gamma variables.
Best
Michel
Le samedi 02 août 2008 à 19:19 +0200, Michel Juillard a écrit :
Be careful, from what I understood, Matlab copy protection mechanism looks for some function names from each toolbox and generates error if it believes it recognizes functions f rom a toolbox for which there is no license. I think that we should change the names to something like oct_actual names. Because it destroys the easy recourse to native functions when present in Matlab and Octave, maybe we can identify these names and do the name change only for these sensitive functions.
Ok, I will check that the names we're interested in don't create such errors.
I will look into the generation of random gamma variables.
Thanks.
Best
Sébastien
For the draws from the gamma, beta and others we can use the GSL library. I can do it for the end of august. I already use this library to evaluate the prior densities, to evaluate the cdf and inverse cdf, to compute the prior bounds and to compute the parameters of the prior densities (for instance parameters nu and s of the inverse gamma from the mean and the std.)
Best, Stéphane.
Le Saturday 02 August 2008 18:52:23 Sébastien Villemot, vous avez écrit :
Le samedi 02 août 2008 à 16:42 +0200, Michel Juillard a écrit :
- The remaining files are used to compute pdf, cdf and quantiles of
several distributions. All these functions exist natively under Octave: http://www.gnu.org/software/octave/doc/interpreter/Distributions.html Some of the Octave functions are written in script language, so we can directly incorporate them into Dynare; others use DLLs, so in those cases we must write an alternative in a M-file. Stéphane also said to me that he intend to write a DLL linked to GSL for all thoses functions.
As much as possible, we should keep M f iles equivalent to DLL that we may use. How many of these functions are DLL only in Octave?
A first remark: all those distribution-related functions are present in Matlab's statistical toolbox (see http://www.mathworks.com/access/helpdesk/help/toolbox/stats/index.html), and have their free clones in Octave.
Actually we can directly adapt the following from Octave: PDF, CDF and quantiles for gamma, beta, normal, chi square This covers the 10 files which are copyright Anders Holtsberg
I am ok to do that job; I suggest to name the new files after Matlab's statistical toolbox naming (which is also Octave naming), then to put the new files in a subdirectory called "distributions", and to only add this dir in the path only when the user is using Matlab without the Statistics Toolbox, so that we use native routines when the toolbox is present or when under Octave.
The two remaining files are random draws for the gamma and the beta (the latter can be easily derived from the former). Octave has a DLL primitive for random draws from the gamma, which is not available in Matlab without the statistical toolbox.
In other words, we must rewrite the current gamm_rnd.m. This file uses an algorithm which I don't know. Another simple solution is to use the gamma quantile function applied on random draws of a uniform in [0,1], but I don't know if this theoretical method is numerically relevant. Any suggestion?
Best
Sébastien
Dev mailing list Dev@dynare.org http://www.dynare.org/cgi-bin/mailman/listinfo/dev
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Sébastien Villemot