@@ -136,6 +136,8 @@ steady state or the dynamic residuals when the nonlinear solver is used. (#349)
- :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)
- Implementation of the Sequential Monte-Carlo sampler (new value `hssmc` for option `posterior_sampling_method`) as described by Herbst and Schorfheide (JAE, 2014).