Released on 21/09/2017:
• | The Sequential Monte Carlo with likelihood tempering posterior sampler is now supported for DSGE and DSGE-VAR models. The mutation step of this sampler supports parallel computations. |
• | Added SMC Adaption graphs of the acceptance ratio across tempering stages, adaption of the scaling constant, and the development of the effective sample size with indication of when resampling takes place. The function is available from among the Convergence menu tools on the View menu for DSGE models and on the Convergence menu-item of the View menu-item on the DSGE-VAR menu. |
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