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  • Dóra Kocsis
  • dynaredynare
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  • matlab
  • set_all_parameters.m
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  • Johannes Pfeifer's avatar
    Add comment why use of old correlation matrix from previous draw is correct and revert change · ebc7d6f6
    Johannes Pfeifer authored Mar 19, 2013
    Due to only using the diagonal of Sigma_e and the correlation matrix having ones on the diagonal, the diagonal entries of the covariance matrix are correctly built from recent draw. Later, when using the new draw for the correlations, only the correctly updated diagonal entries of Sigma_e are used.
    ebc7d6f6