Commit Graph

19 Commits (440a0e460bd26a1b773ed3876d430dffb60fe620)

Author SHA1 Message Date
Johannes Pfeifer 440a0e460b
Storage of results: use subfolder
Ref. #1758
2021-07-23 14:12:17 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Johannes Pfeifer 7f15295cda Add saving of parameter names to make loading of mh_mode-file compatible with mode_file option 2014-07-02 15:20:07 +02:00
Stéphane Adjemian (Scylla) d52a0d2c89 Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to
this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Stéphane Adjemian (Scylla) 29f9bb953e Fixed bug related to the mh based approximation of the posterior covariance matrix (used
for the jumping distribution).
2010-09-01 22:15:47 +02:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
adjemian 6d08e65071 v4.1: Code factorization and cosmetic changes, the marginal density use a recursive approach to compute the posterior mean and covariance.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2083 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-18 16:28:57 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
assia fab11fb0e0 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1599 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-17 11:10:12 +00:00
adjemian 0826fe1b72 bug correction: an underscore was missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1287 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 06:55:40 +00:00
adjemian e1385d2cd5 More efficient code using recursive approach to compute the mean and covariance matrix.
The posterior mode, obtained from the metropolis-hastings, and the inverse of the estimated covariance matrix are saved in <NAME_OF_THE_MOD_FILE>_mh_mode.mat.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1285 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:54:39 +00:00
adjemian 6c9f5e4b66 Corrections related to the use of options posterior_mode_estimation.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@844 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-28 10:00:31 +00:00