1. 16 Jan, 2021 1 commit
    • Stéphane Adjemian's avatar
      Merge #1786. · 38e300b9
      Stéphane Adjemian authored
      Do not compute cholesky decomposition of H if the matrix has zeros on
      the diagonal.
      38e300b9
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    • Marco Ratto's avatar
      provisions for reworked posterior sampling options: · 7b3c42c6
      Marco Ratto authored
      - handle sub lists of individual samplers
      - split checks in dynare_estimation_init.m and before running posterior_sampler.m [invhess checks]
      - posterior sampler options checks moved from initial_estimation_checks.m to check_posterior_sampler_options.m
      - added use_mh_covariance_matrix to imh and rwmh
      - slice re-sets mode_compute=0 cova_compute=0
      - updated test function
      7b3c42c6
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    • Stéphane Adjemian's avatar
      Fixed prior bounds (according to the doc in master branch). · f48566ae
      Stéphane Adjemian authored
       * Second  and  third  positional  arguments  after the  name  of  the
         estimated  parameter   in  the  estimated_params   block  are  only
         considered in the optimization stage (not in the MCMC)
      
       * Do not  store bounds  in bayestopt_, because  bounds do  not always
         reflect restrictions implied by prior shapes.
      
       * prior_bounds routine  returns a structure  (with fields lb  and ub)
         instead of a matrix.
      f48566ae