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6a7eafe794
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1 Commits (6a7eafe794f396db96168ce4b7ce96ae9339f89a)
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SHA1
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adjemian
ac15bfa388
Added a penalty in DsgeVarLikelihood if SIGMAu (the covariance matrix of the BVAR) is not positive definite. New function to test if a matrix is pd.
...
git-svn-id:
https://www.dynare.org/svn/dynare/dynare_v4@1376
ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-25 13:25:38 +00:00