dynare

Author	SHA1	Message	Date
Sébastien Villemot	75fbd38524	Handle constant in Kalman filter Previously, the filter was only working with options_.noconstant, i.e. when the data are centered.	2013-02-07 18:34:17 +01:00
Sébastien Villemot	be2764520a	Estimation DLL: explicitly fail with option loglinear or observation trends	2013-02-07 17:00:48 +01:00
Sébastien Villemot	e5d093c6ad	Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration	2010-06-11 19:11:27 +02:00
George Perendia	55fc3feea4	Estimation: Update of main files	2010-05-07 16:08:58 +01:00
George Perendia	f0fc974b9e	!st draft Kalman Filter main, auxiliary an test routines for C++ estimation	2010-04-01 13:36:58 +01:00
George Perendia	881b1168fe	Adding InitializeKalmanFilter.cc/hh, its supporting files: DetrendData.cc/hh (a basic one), libmat/DiscLyapFast.cc, a test driver routine and a minor amendment to ModelSolution.hh.	2010-03-16 13:26:05 +00:00