- 13 Nov, 2013 3 commits
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Sébastien Villemot authored
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Houtan Bastani authored
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Houtan Bastani authored
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- 12 Nov, 2013 1 commit
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Houtan Bastani authored
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- 08 Nov, 2013 6 commits
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Sébastien Villemot authored
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Sébastien Villemot authored
Ref #512
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Sébastien Villemot authored
With the former optimizer, the ML estimation under Octave would lead to a point with a non-positive covariance matrix for shocks; in turn this would be an unsuitable starting point for the subsequent Bayesian estimation
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Sébastien Villemot authored
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Sébastien Villemot authored
Fix typo in model_diagnostics.m
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Johannes Pfeifer authored
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- 07 Nov, 2013 5 commits
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Sébastien Villemot authored
Ref. #511
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Houtan Bastani authored
Bugfixes for set_param_values and for purely static models
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Johannes Pfeifer authored
First step in #526
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Johannes Pfeifer authored
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Johannes Pfeifer authored
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- 06 Nov, 2013 9 commits
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Houtan Bastani authored
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Houtan Bastani authored
Change unit test for H-matrix to be positive definite
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Johannes Pfeifer authored
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Houtan Bastani authored
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Houtan Bastani authored
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Houtan Bastani authored
Conflicts: matlab/dynare_estimation_1.m matlab/global_initialization.m
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Johannes Pfeifer authored
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Stéphane Adjemian authored
Add function check_for_calibrated_covariances.m (missing in commit fddee8e1)
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Johannes Pfeifer authored
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- 05 Nov, 2013 14 commits
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Houtan Bastani authored
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Houtan Bastani authored
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Sébastien Villemot authored
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Houtan Bastani authored
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Houtan Bastani authored
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Sébastien Villemot authored
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Sébastien Villemot authored
Closes #112, #514
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Sébastien Villemot authored
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Stéphane Adjemian authored
Bugfixes for correlated shocks
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Sébastien Villemot authored
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Johannes Pfeifer authored
Uses preprocessing capabilities introduced in 07137e80 Fixes #392 and #494. Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances. Adds unit test
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Sébastien Villemot authored
Add function to check covariances for consistency
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Johannes Pfeifer authored
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MichelJuillard authored
adding comments
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- 04 Nov, 2013 2 commits
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Johannes Pfeifer authored
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities Deals with #507 and #112 Includes a unit test
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Sébastien Villemot authored
Closes #515
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