Various bug fixes and small adjustments
- Port to Occbin smoother the same computational improvements done for standard one under
smother_redux
option. This also require to provide occbin reduced state-space matrices as output argument of missing_DiffuseKalmanSmootherH3_Z.m - Filter out singular
Q
matrix when solving for the unconditional variance of states usingcompute_Pinf_Pstar.m
- Fix bug where filtered and updated variables from Occbin smoother contained the steady state twice.
- More robustly compute log determinant for marginal data density.
- Remove invalid characters for
plot_shock_decomposition
Edited by Johannes Pfeifer