Johannes Pfeifer
57b33889bb
Fix typo in field naming
2013-11-07 07:59:12 +01:00
Johannes Pfeifer
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804b
Fixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
stepan
474fc0bd61
v4.1:: Removed useless global declaration.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2428 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 22:01:20 +00:00
sebastien
9f5beff89e
v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1975 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:08:13 +00:00
michel
c7dc3ca3bc
v4 bug corrections in dealing with measurement errors
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1708 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-16 17:02:39 +00:00
assia
fd3c11f863
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1559 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-10 15:47:41 +00:00
michel
01ecabb717
v4 set_parameters.m: corrected bug when estimating covariances
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1325 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-20 14:52:18 +00:00
michel
b45ad0d64c
v4 set_parameters.m: bug when prior only on parameters
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1022 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-04 16:12:47 +00:00
ratto
7d39d1d273
fixed nvn definition
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@937 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 08:27:10 +00:00
adjemian
3a4db43a83
various bugs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@666 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-10 13:04:50 +00:00
michel
00fac4544c
v4 updating computing statistics from Metropolis (not finihesd)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@655 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-05 21:01:27 +00:00