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trunk: merged r2071 and r2072 changesets from 4.0 branch 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2075 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2008-09-15 12:29:19 +00:00
parent ee392aba3f
commit 4fd7ad4b62
2 changed files with 14 additions and 1 deletions
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13
debian/changelog vendored
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dynare (4.0.0) UNRELEASED; urgency=low
* First official release in the 4.0 series
* New functions {load,save}_params_and_steady_state
* Fixed bug with forecasting with exogenous deterministic variables
* BVAR à la Sims:
- no longer remove explosive models when drawing from the posterior
- forecasting now reports median path instead of mean path
* Fixed bug and improve performance in diffuse filter/smoother
* Fixed crash of estimation in some cases
-- Sébastien Villemot <sebastien.villemot@ens.fr> Mon, 15 Sep 2008 11:15:20 +0200
dynare (4.0~rc1) UNRELEASED; urgency=low
* First release candidate for 4.0 series

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matlab/DiffuseLikelihood3_Z.m
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function [LIK, lik] = DiffuseLikelihood3_Z(T,Z,R,Q,Pinf,Pstar,Y,start)
% function [LIK, lik] = DiffuseLikelihood3(T,R,Q,Pinf,Pstar,Y,start)
% function [LIK, lik] = DiffuseLikelihood3_Z(T,Z,R,Q,Pinf,Pstar,Y,start)
% Computes the diffuse likelihood without measurement error, in the case of
% a singular var-cov matrix.
% Univariate treatment of multivariate time series.