1. 05 Nov, 2013 1 commit
    • Johannes Pfeifer's avatar
      Bugfixes for correlated shocks · fddee8e1
      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
      fddee8e1
  2. 29 Oct, 2013 6 commits
  3. 28 Oct, 2013 4 commits
  4. 23 Oct, 2013 1 commit
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  8. 11 Oct, 2013 3 commits
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  10. 09 Oct, 2013 14 commits