... | ... | @@ -136,6 +136,8 @@ steady state or the dynamic residuals when the nonlinear solver is used. (#349) |
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- :warning: `mode_compute` will recursively update the covariance matrix across the `NumberOfMh` Metropolis-Hastings runs, starting with the `InitialCovarianceMatrix` in the first run, instead of computing it from scratch in every Metropolis-Hastings run (e5102eee)
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- Implementation of the Sequential Monte-Carlo sampler (new value `hssmc` for option `posterior_sampling_method`) as described by Herbst and Schorfheide (JAE, 2014).
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Dynare 5
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--------
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