- Use (old default) mode_compute=4 which is closer to the algorithm
used by Frank Schorfheide and ensures that the hessian matrix is well
behaved (contrary to the new default, because of the asymptote at 0
in the beta prior for autoregressive parameter ρ).
- Change parameterization for mst. A normal prior on mst is not
equivalent to a normal prior on log(mst) (which is done the
parameterization in the JAE paper).
Closes#2177.
It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
Stéphane Adjemian (Guts)
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Sébastien Villemot