This is a minor release. Changes follow: Bug fix for models including non-standard functions (e.g. erf) when invoked with the sparse command line option. Compatibility with Dynare 4.5.0. Major performance improvements to RetrieveConditionalCovariances for large models. On one extreme example, this function was sped up from around 2000 seconds per call to around 80 seconds per call. New option RetrieveConditionalCovariancesParallelizationCutOff which gives control of when RetrieveConditionalCovariances is parallelized. Updated YALMIP and the OptiToolbox. Simplifications to internal logic
This release introduces some significant improvements to cubature and IRF calculation. It also chang...
This is a minor bug fix release. Previously, the covariance matrix used in the importance sampling p...
This is an incremental bug fix release. The previous release shipped with a broken CurrentVersionURL...
This is a minor bug fix release. Chiefly, this fixes a typo in the code for "fast" IRFs which was ca...
This is a major new release incorporating improvements along many dimensions. The major changes are ...
This release adds the ability for DynareOBC to find parametric solutions to models with multiple bou...
This releases introduces preliminary support for Dynare 4.6.x. At present, I still do not recommend ...
This is a pure bug fix release. The previous release failed when ran with the sparse option. This re...
This release removes the CubatureSmoothing option and replaces it with a new CubatureAcceleration on...
This release is primarily focused on refactoring the code structure for greater manageability. All o...
This is a bug-fix release. It fixes additional bugs in simulating models with multiple bounds, and i...
This is a minor release with some slight improvements to the previous one, along with fixes for a fe...
This is a major release with new features, bug fixes and improved documentation. Key changes: Addi...
This is a relatively minor update. Relative to the previous release, this release includes: Update...
This release features assorted small improvements over the previous release, including: The paper...
This release introduces some significant improvements to cubature and IRF calculation. It also chang...
This is a minor bug fix release. Previously, the covariance matrix used in the importance sampling p...
This is an incremental bug fix release. The previous release shipped with a broken CurrentVersionURL...
This is a minor bug fix release. Chiefly, this fixes a typo in the code for "fast" IRFs which was ca...
This is a major new release incorporating improvements along many dimensions. The major changes are ...
This release adds the ability for DynareOBC to find parametric solutions to models with multiple bou...
This releases introduces preliminary support for Dynare 4.6.x. At present, I still do not recommend ...
This is a pure bug fix release. The previous release failed when ran with the sparse option. This re...
This release removes the CubatureSmoothing option and replaces it with a new CubatureAcceleration on...
This release is primarily focused on refactoring the code structure for greater manageability. All o...
This is a bug-fix release. It fixes additional bugs in simulating models with multiple bounds, and i...
This is a minor release with some slight improvements to the previous one, along with fixes for a fe...
This is a major release with new features, bug fixes and improved documentation. Key changes: Addi...
This is a relatively minor update. Relative to the previous release, this release includes: Update...
This release features assorted small improvements over the previous release, including: The paper...
This release introduces some significant improvements to cubature and IRF calculation. It also chang...
This is a minor bug fix release. Previously, the covariance matrix used in the importance sampling p...
This is an incremental bug fix release. The previous release shipped with a broken CurrentVersionURL...