[Pkg-octave-commit] [SCM] Debian packaging for octave-econometrics branch, master, updated. 196ee95b86eb9af0a89a30ff6b3a79daf715b0dd
Sébastien Villemot
sebastien.villemot at ens.fr
Thu Mar 22 20:57:33 UTC 2012
The following commit has been merged in the master branch:
commit ca788bfaeaaaf4a8cf37e1af83e50165c3b8fbe9
Author: Sébastien Villemot <sebastien.villemot at ens.fr>
Date: Thu Mar 22 21:41:57 2012 +0100
debian/patches/deprecated-functions.patch: new patch
diff --git a/debian/patches/deprecated-functions.patch b/debian/patches/deprecated-functions.patch
new file mode 100644
index 0000000..9aab75a
--- /dev/null
+++ b/debian/patches/deprecated-functions.patch
@@ -0,0 +1,143 @@
+Description: Fix use of deprecated functions
+Origin: upstream, commit: 7081,7082,7083,7086,7087
+Forwarded: not-needed
+Last-Update: 2012-03-22
+---
+This patch header follows DEP-3: http://dep.debian.net/deps/dep3/
+--- a/inst/poisson.m
++++ b/inst/poisson.m
+@@ -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
+--- a/inst/poisson_moments.m
++++ b/inst/poisson_moments.m
+@@ -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
+--- a/inst/scale_data.m
++++ b/inst/scale_data.m
+@@ -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};
+--- a/inst/gmm_example.m
++++ b/inst/gmm_example.m
+@@ -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};
+
+--- a/inst/gmm_results.m
++++ b/inst/gmm_results.m
+@@ -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);
+
+--- a/inst/mle_example.m
++++ b/inst/mle_example.m
+@@ -26,7 +26,7 @@
+ theta = theta';
+
+ lambda = exp(x*theta);
+-y = poisson_rnd(lambda); # generate the dependent variable
++y = poissrnd(lambda); # generate the dependent variable
+
+ ####################################
+ # define arguments for mle_results #
+@@ -40,7 +40,7 @@
+ model = "poisson";
+ modelargs = {0}; # if this is zero the function gives analytic score, otherwise not
+ # parameter names
+-names = str2mat("beta1", "beta2", "beta3");
++names = char("beta1", "beta2", "beta3");
+ mletitle = "Poisson MLE trial"; # title for the run
+
+ # controls for bfgsmin: 30 iterations is not always enough for convergence
+--- a/inst/mle_results.m
++++ b/inst/mle_results.m
+@@ -21,7 +21,7 @@
+ # data: data matrix
+ # model: name of function that computes log-likelihood
+ # modelargs: (cell) additional inputs needed by model. May be empty ("")
+-# names: vector of parameter names, e.g., use names = str2mat("param1", "param2");
++# names: vector of parameter names, e.g., use names = char("param1", "param2");
+ # title: string, describes model estimated
+ # unscale: (optional) cell that holds means and std. dev. of data (see scale_data)
+ # control: (optional) BFGS or SA controls (see bfgsmin and samin). May be empty ("").
+@@ -38,9 +38,7 @@
+ ## Please see mle_example for information on how to use this
+
+ # report results
+-function [theta, V, obj_value, infocrit] = mle_results(theta, data, model, modelargs, names, mletitle, unscale, control, nslaves)
+- if nargin < 9 nslaves = 0; endif # serial by default
+- if nargin < 8 control = {-1}; endif
++function [theta, V, obj_value, infocrit] = mle_results(theta, data, model, modelargs, names, mletitle, unscale, control = {-1}, nslaves = 0)
+ if nargin < 6 mletitle = "Generic MLE title"; endif
+
+ [theta, obj_value, convergence] = mle_estimate(theta, data, model, modelargs, control, nslaves);
+@@ -70,9 +68,9 @@
+
+ printf("Average Log-L: %f\n", obj_value);
+ printf("Observations: %d\n", n);
+- a =[theta, se, theta./se, 2 - 2*normal_cdf(abs(theta ./ se))];
++ a =[theta, se, theta./se, 2 - 2*normcdf(abs(theta ./ se))];
+
+- clabels = str2mat("estimate", "st. err", "t-stat", "p-value");
++ clabels = char("estimate", "st. err", "t-stat", "p-value");
+
+ printf("\n");
+ if names !=0 prettyprint(a, names, clabels);
+--- a/inst/unscale_parameters.m
++++ b/inst/unscale_parameters.m
+@@ -17,8 +17,8 @@
+ # primarily for use by BFGS
+ function [theta_us, vartheta_us] = unscale_parameters(theta, vartheta, scalecoefs);
+ k = rows(theta);
+- A = nth(scalecoefs, 1);
+- b = nth(scalecoefs, 2);
++ A = scalecoefs {1};
++ b = scalecoefs {2};
+
+ kk = rows(b);
+ B = zeros(kk-1,kk);
diff --git a/debian/patches/series b/debian/patches/series
new file mode 100644
index 0000000..b0edb0c
--- /dev/null
+++ b/debian/patches/series
@@ -0,0 +1 @@
+deprecated-functions.patch
--
Debian packaging for octave-econometrics
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