 13 Dec, 2010 4 commits


Sébastien Villemot authored
Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E)

Houtan Bastani authored

Sébastien Villemot authored
Preprocessor: no longer use boost::graph::GraphvizDigraph class, removed in Boost 1.44 (closes #155)

Sébastien Villemot authored

 11 Dec, 2010 2 commits


George Perendia authored

Michel Juillard authored
changed variable name to make clear that, for multinormal variables, we are using the Cholesky decomposition of the covariance matrix.

 10 Dec, 2010 5 commits


Michel Juillard authored

Michel Juillard authored

Michel Juillard authored

Ferhat Mihoubi authored
 Bug correction during the block decomposition: the models' graph was ill oriented before the search of strong components

Ferhat Mihoubi authored

 09 Dec, 2010 1 commit


Sébastien Villemot authored

 08 Dec, 2010 8 commits


Sébastien Villemot authored

Michel Juillard authored
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.

Michel Juillard authored

Houtan Bastani authored
fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets

Sébastien Villemot authored

Sébastien Villemot authored
NaN parameters warning: remove \n, it is not interpreted in a warning context (at least under Octave)

Sébastien Villemot authored

Sébastien Villemot authored

 07 Dec, 2010 2 commits


George Perendia authored
C++ Estimation DLL: Update of logMHMCMCposterior.cc with a draft octave MAT draws file save and adding a test random_walk_metropolis_hastings_core.m: Octave version crashes at start of DLL and Matlab version finishes with low acceptance due to frequent B&K and reports error within debugger too  needs more debugging!

Michel Juillard authored
remove get_innovation_contemporaneous_impact.m that isn't called by the preprocessor or by any other function

 06 Dec, 2010 4 commits


Sébastien Villemot authored
Fixed bug in resid.m (order matters in "or" statement, because of shortcircuit: "ind" is not defined if "istag" is false)

Sébastien Villemot authored

Sébastien Villemot authored

Sébastien Villemot authored
Bugfix at order 3 (hopefully was not affecting final results, thanks to Pablo Winant for spotting this):  in the 3rd derivatives matrix, among symmetric elements, the first one had the right values but the following ones were set to zero  moreover, the korder DLL was trying to add all the symmetric elements in the folded tensor, instead of only keeping one value among all the symmetric ones  hopefully, Ondra's tensor library was (silently) refusing to add symmetric elements after the first (and right) value had been added  so the final result was correct

 05 Dec, 2010 1 commit


Michel Juillard authored
Posterior distribution of conditional variance decomposition: storing the steps chosen by the user in a separate field.

 02 Dec, 2010 2 commits


Sébastien Villemot authored

Sébastien Villemot authored

 01 Dec, 2010 1 commit


Michel Juillard authored

 30 Nov, 2010 1 commit


Stéphane Adjemian (Charybdis) authored

 29 Nov, 2010 1 commit


Sébastien Villemot authored

 28 Nov, 2010 1 commit


Michel Juillard authored
conditional variance decomposition hpdsup moments with no variance in their posterior distribution modification of computation of conditional variance decomposition

 27 Nov, 2010 2 commits


Michel Juillard authored

Michel Juillard authored

 26 Nov, 2010 5 commits


Stéphane Adjemian (Charybdis) authored

Ferhat Mihoubi authored
 Correct the error condition in A_times_B_kronecker_C

Stéphane Adjemian (Charybdis) authored

Stéphane Adjemian (Charybdis) authored
Added a routine for setting the random number generator and the seed, independantly of the version of matlab. Removed the calls to rand('state',x) in simult.m and added a test file. Still need to adapt the routines related to mcmc and swz.

Stéphane Adjemian (Charybdis) authored
