- 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.
Stéphane Adjemian (Guts)
Johannes Pfeifer