Commit Graph

8 Commits (e6f1a53e6059afc5bc501768c34bac13903070e2)

Author SHA1 Message Date
stepan 349630ba85 If option mode_file is used in the estimation command, replace the covariance of the
jumping distribution by an identity matrix when the covariance matrix obtained with 
a previous call to another optimization routine is not positive definite.  



git-svn-id: https://www.dynare.org/svn/dynare/trunk@2646 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 22:38:38 +00:00
adjemian 70acbdb89f Removed a useless global (dsge_prior_weight)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2002 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:17:25 +00:00
sebastien 9f5beff89e v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention)
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
assia 6a7eafe794 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1600 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-17 13:04:35 +00:00
adjemian 5b2053c347 improvements to the stochastic posterior mode optimization routine (mode_compute = 6)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1091 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-21 12:52:32 +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
adjemian 0fd478dd6f Small changes in gmhmaxlik.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@814 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 12:42:01 +00:00
adjemian 07d09ed858 Correction of bugs related to the steady state computation for estimation. Added a new optimization routine (mode_compute = 6).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@806 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-28 17:35:05 +00:00