DynareOBC v2.82.1643

The most notable change in this release is that importance sampling is now enabled by default. To disable it, run with ImportanceSamplingAccuracy=0.

The increased prominence of importance sampling is justified by some major improvements to its algorithm. The importance weights are now calculated in a much more numerically robust way, and the proposal distribution should now be a better fit to the desired distribution.

The cost is that importance sampling is now slightly slower than it was before. To reduce the cost, set ImportanceSamplingAccuracy to a lower level than its default, 14.