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-bf33cf982152time-shift
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dynare (4.0.0) UNRELEASED; urgency=low
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* First official release in the 4.0 series
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* New functions {load,save}_params_and_steady_state
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* Fixed bug with forecasting with exogenous deterministic variables
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* BVAR à la Sims:
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- no longer remove explosive models when drawing from the posterior
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- forecasting now reports median path instead of mean path
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* Fixed bug and improve performance in diffuse filter/smoother
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* Fixed crash of estimation in some cases
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-- Sébastien Villemot <sebastien.villemot@ens.fr> Mon, 15 Sep 2008 11:15:20 +0200
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dynare (4.0~rc1) UNRELEASED; urgency=low
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dynare (4.0~rc1) UNRELEASED; urgency=low
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* First release candidate for 4.0 series
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* First release candidate for 4.0 series
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function [LIK, lik] = DiffuseLikelihood3_Z(T,Z,R,Q,Pinf,Pstar,Y,start)
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function [LIK, lik] = DiffuseLikelihood3_Z(T,Z,R,Q,Pinf,Pstar,Y,start)
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% function [LIK, lik] = DiffuseLikelihood3(T,R,Q,Pinf,Pstar,Y,start)
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% function [LIK, lik] = DiffuseLikelihood3_Z(T,Z,R,Q,Pinf,Pstar,Y,start)
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% Computes the diffuse likelihood without measurement error, in the case of
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% Computes the diffuse likelihood without measurement error, in the case of
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% a singular var-cov matrix.
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% a singular var-cov matrix.
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% Univariate treatment of multivariate time series.
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% Univariate treatment of multivariate time series.
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