Commit Graph

5 Commits (90affdd775badf64760c9fe35167979161ff49cf)

Author SHA1 Message Date
Johannes Pfeifer c7e8489481 Rename autocorr into dyn_autocorr.m as it does not mirror the behavior of the econometric toolbox function 2016-05-19 14:37:05 +02:00
Marco Ratto 088db78118 Document computation of Inefficiency factors 2016-05-19 14:37:05 +02:00
Marco Ratto 8e751be5ee bug fix for non integer Nc 2016-05-19 14:34:09 +02:00
Marco Ratto e69c5f6864 Bug fix for odd Nc 2016-05-19 14:34:09 +02:00
Marco Ratto a3ab6de6c8 Added function to compute of inefficiency factors, used in McMCDiagnostics.m
Requires missing autocorr (available in some MATLAB toolboxes).
Requires factor out CutSample in dynare_estimation_1.m
2016-05-19 14:34:09 +02:00