sebastien
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b619eef664
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v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1400 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-28 13:43:21 +00:00 |
adjemian
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4a0aeb12de
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Factorization of rand_inverse_wishart(...) and rand_matrix_normal(...) + Some small changes to (marginally) speed up the thing (loop --> matrix calculus in rand_inverse_wishart(...), ... ).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1398 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-25 16:25:25 +00:00 |
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adjemian
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7b7339cad4
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Other cosmetic changes...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1392 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-21 16:50:36 +00:00 |
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adjemian
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6ea51663a6
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Enable estimation of bvar models without constant, prefiltering and log transformation of the dataset.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1390 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-21 16:15:49 +00:00 |
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adjemian
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01f5e9aa1f
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Just some cosmetic changes!
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1389 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-21 12:34:30 +00:00 |
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adjemian
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1224cec429
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Explosive VARs (the companion matrix has eigenvalues outside the unit circle) are discarded from the posterior distribution (by default).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1388 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-21 12:17:56 +00:00 |
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sebastien
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2074327cd9
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v4 bvar_forecast.m: no more use 'lower' option of chol(), to ensure compatibility with older Matlab versions
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1340 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-05 12:49:26 +00:00 |
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sebastien
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52ee61764a
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v4 bvar_forecast.m: fixed bug in RMSE computation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1339 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-05 12:37:57 +00:00 |
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sebastien
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86360d9eb4
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v4: added BVAR code for computing marginal density and forecasting
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1331 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-25 22:42:30 +00:00 |