DynareOBC v2.12.1512
This is a minor release. Changes follow:
- Bug fix for models including non-standard functions (e.g.
erf
) when invoked with thesparse
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 whenRetrieveConditionalCovariances
is parallelized. - Updated YALMIP and the OptiToolbox.
- Simplifications to internal logic.