1. 14 Jun, 2017 1 commit
2. 15 Mar, 2017 1 commit
3. 10 Mar, 2017 4 commits
4. 06 Mar, 2017 1 commit
5. 03 Mar, 2017 2 commits
6. 02 Mar, 2017 1 commit
7. 01 Mar, 2017 2 commits
8. 28 Feb, 2017 1 commit
9. 27 Feb, 2017 2 commits
10. 24 Feb, 2017 2 commits
11. 20 Feb, 2017 1 commit
12. 13 Feb, 2017 1 commit
13. 12 Feb, 2017 1 commit
14. 10 Feb, 2017 1 commit
15. 09 Feb, 2017 3 commits
16. 08 Feb, 2017 1 commit
• Removed penalty_hessian routine. · 3c79e231
``` + Code factorization.
+ Added an option for using the penalized objective when computing numerically
the hessian at the mode.

Previous behaviour (introduced with penalty_hessian routine) was to compute the
hessian matrix at the mode with the penalized objective function (instead of
the original objective function). This behaviour hides problematic situations,
where the computed hessian (using the original objective) would not be full
rank. For instance, if the estimation ends up with a parameter on (or very
close to) the bounds of its possible values (which is often not a desirable
outcome), the estimated posterior variance would be zero for this
parameter (with the original objective) because the hessian is not finite in
this direction, while the posterior variance would be positive if the penalized
objective is used instead. But this estimate would not be reliable by
construction of the penalty which is quite ad-hoc (more fundamentally I do not
think that there exists any rational for approximating the covariance matrix
with the inverse of the hessian matrix if the mode is on the border of the set
of possible values).

This commit restore the behaviour previous to 2446ab02ba4b3ed88c9c5021aced076078d96007.

An option is available for computing the hessian with the penalized
objective function.```
17. 06 Feb, 2017 1 commit
18. 31 Jan, 2017 1 commit
19. 27 Jan, 2017 5 commits
20. 20 Jan, 2017 1 commit
• Fixed bug. · 10b6a794
```NO_POSTERIOR_KERNEL_DENSITY option was not modifying the expected field in