6d08e65071
v4.1: Code factorization and cosmetic changes, the marginal density use a recursive approach to compute the posterior mean and covariance.
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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
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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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
e08cad8265
v4: merged Octave branch into trunk
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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
fab11fb0e0
header updated
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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
0826fe1b72
bug correction: an underscore was missing.
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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
e1385d2cd5
More efficient code using recursive approach to compute the mean and covariance matrix.
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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
6c9f5e4b66
Corrections related to the use of options posterior_mode_estimation.
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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
adjemian
sebastien
assia