fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804bFixes #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
bb8fdce127
Fixed bug reported by Johannes (presample option was non active in nonlinear filters).
2013-06-25 09:45:34 +02:00
24b0b22e4d
Factorized code using ispd routine and fixed bugs in models with measurement errors.
2013-06-20 13:00:01 +02:00
6dc7325c9f
Fixed seed in non linear filters.
2013-06-20 11:49:10 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
7094a45f6d
Revert "Make error message for prior violation more explicit by adding second argument to info()"
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This reverts commit 2815d5fbd4
2013-05-02 14:31:29 +02:00
2815d5fbd4
Make error message for prior violation more explicit by adding second argument to info()
2013-04-26 20:20:23 +02:00
22956ea4a4
Removed useless instruction (default value of exit_flag is 1).
2012-11-21 10:11:30 +01:00
2ee1ebbe47
fix a bug in the output order
2012-11-21 09:00:43 +01:00
edf9955c09
fix bug when comparing xparam with upper and lower bounds.
2012-11-16 12:23:18 +01:00
d60202616a
fixed problem with penalty in estimation. Created a new global scalar:
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objective_function_penalty_base. It is the only simple way that I
found to keep csminwel1.m to be able to handle general functions.
2012-08-28 12:17:07 +02:00
a05b9d6a8a
Removed globals from simult.
2012-07-03 11:29:18 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
40fc16e618
Remove MATLAB short-circuit operators
2012-06-06 17:08:53 +02:00
8de93c21f2
Fixed bug (cost_flag->exit_flag).
2012-03-04 22:13:00 +01:00
6b736cf622
Bug fix. Added missing input to the non linear likelihood routine (DynareOptions).
2012-03-04 22:12:59 +01:00
5458492674
Fixed bug.
2012-03-04 22:12:59 +01:00
f3e27e82d6
Fixed typo (misspelled EstimatedParameters structure).
2012-03-04 22:12:59 +01:00
1ab6aae56e
Fixed typo (number of observed variables).
2012-03-04 22:12:59 +01:00
13f1e62de8
Deleted trailing white spaces.
2012-03-04 22:12:58 +01:00
dd40895df6
Fixed a typo in comments.
2011-12-27 12:47:06 +01:00
c152bbedd4
Added main routine for non linear filters.
2011-12-26 17:46:49 +01:00
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Johannes Pfeifer
Frédéric Karamé
Michel Juillard
Sébastien Villemot