1. 14 Apr, 2009 3 commits
  2. 10 Apr, 2009 4 commits
  3. 09 Apr, 2009 12 commits
  4. 08 Apr, 2009 2 commits
  5. 07 Apr, 2009 6 commits
  6. 06 Apr, 2009 7 commits
    • michel's avatar
      4.1: dynare_estmation_1: · 76080af7
      michel authored
      -removed saving of bayestopt_ in *_mode.mat
      -added hooks for Gianni Lombardo's optimization routines
      
      git-svn-id: https://www.dynare.org/svn/dynare/trunk@2561 ac1d8469-bf42-47a9-8791-bf33cf982152
      76080af7
    • michel's avatar
      v4.1: initialize_from_mode doesn't need bayestopt_ anymore · cff38c00
      michel authored
      git-svn-id: https://www.dynare.org/svn/dynare/trunk@2560 ac1d8469-bf42-47a9-8791-bf33cf982152
      cff38c00
    • stepan's avatar
      · adc1e775
      stepan authored
      Changed  the description  of the  available optimization  routines for
      estimation.
      
      
      git-svn-id: https://www.dynare.org/svn/dynare/trunk@2559 ac1d8469-bf42-47a9-8791-bf33cf982152
      adc1e775
    • stepan's avatar
      · 2083b590
      stepan authored
      More robust version of get_name_of_the_last_mh_file.m.
      
      
      git-svn-id: https://www.dynare.org/svn/dynare/trunk@2558 ac1d8469-bf42-47a9-8791-bf33cf982152
      2083b590
    • stepan's avatar
      · 2b0f2d5f
      stepan authored
      Do not  print the  message "The most  negative..."  if the  hessian of
      minus the posterior kernel is positive definite.
      
      
      git-svn-id: https://www.dynare.org/svn/dynare/trunk@2557 ac1d8469-bf42-47a9-8791-bf33cf982152
      2b0f2d5f
    • stepan's avatar
      · aa31417a
      stepan authored
      Efficiency & Cosmetic  changes related to the design  of bayestopt_ and
      the computation of the prior density.
      
      bayestopt_.p1 is always the prior mean
      bayestopt_.p2 is always the prior standard deviation
      bayestopt_.p3 is unchanged
      bayestopt_.p4 is unchanged
      bayestopt_.p5 [new field] is the prior mode
      bayestopt_.p6 [new field] is the first hyper-parameter of the prior density
      bayestopt_.p7 [new field] is the second hyper-parameter of the prior density
       
      These fields are defined in  set_prior and are never changed after. In
      the previous version of Dynare,  the hyper parameters of the densities
      were  updated at  each iteration  of the  optimization routine  or the
      metropolis.
      
      Removed fields pmean and pstdev.
      
      Vectorized the code in priordens.
      
      Fixed the bug mentionned by Gianni. If a (logged) density is evaluated
      outside the  prior domain, the  output of priordens if  minus infinity
      (instead of a complex number).
      
      
      git-svn-id: https://www.dynare.org/svn/dynare/trunk@2556 ac1d8469-bf42-47a9-8791-bf33cf982152
      aa31417a
    • stepan's avatar
      Removed useless global. · f02ea822
      stepan authored
      
      git-svn-id: https://www.dynare.org/svn/dynare/trunk@2555 ac1d8469-bf42-47a9-8791-bf33cf982152
      f02ea822
  7. 03 Apr, 2009 6 commits