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9 Commits (0011678cb5e7ed5f7a72507f11ee5884fd1db4c8)

Author SHA1 Message Date
stepan 90f5ab741b * Added number of particles (10;-) when calling monte_carlo_gaussian_particle_filter from particle/DsgeLiklihood. 
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3233 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 22:25:56 +00:00
fred b8db5a23a1 latest version ; still buggy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3232 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 17:12:49 +00:00
fred ae72c409d6 first try for particular filter 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3222 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 11:49:02 +00:00
sebastien d17b813c6b Removed wrong executable property 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3142 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-09 11:01:59 +00:00
stepan facc7311a8 Bug fix. Changed the call to the particle filter routine. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3139 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-08 13:47:12 +00:00
stepan 2063c0944f * Removed simult_ and added local_state_space_iteration_2 (a specialized version of simult_). 
* Renamed gaussian_particle_filter.m. Changed the names of the variables in this file. The 
gaussian nodes are not stored anymore in a big matrix.
* Added a function to compute the cholesky decomposition of a symetric semidefinite positive
matrix.  



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3138 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-08 13:46:05 +00:00
stepan b6d5369421 * Added files for extended path simulations. 
* Removed seed from gaussian_particle_filter.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3118 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-03 12:27:22 +00:00
stepan 37144125fc Added simult_ and DsgeLikelihood routines specific to the particle filter. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3110 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-31 07:55:16 +00:00
stepan 11bb96f19b * Added subfolder for particle filters. 
* Added a routine for gaussian particle filter. The likelihood is evaluated
by assuming that the state vector is normally distributed.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3109 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-31 07:55:13 +00:00