Commit Graph

8 Commits (25121bca4f9c97fed28599e9f9adeba2028e5bd0)

Author SHA1 Message Date
Sébastien Villemot f89edf476e Start refactoring of penalty handling
Handle all events that lead to a penalty through an exception.
Next steps:
- make all exceptions derive from a common class containing info code and
  penalty value
- catch these exceptions at the top-level, and construct the penalty-adjusted
  likelihood
2013-03-06 17:55:15 +01:00
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 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Michel Juillard da0beac147 updating calling sequence for estimation dll and introducing templates
when necessary
2012-02-23 18:39:41 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot cc2a9d90ac Global reindentation of MEX source files 2011-02-04 16:53:12 +01:00
George Perendia 50c1e0a8ec C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc 2010-07-08 09:56:19 +01:00
George Perendia 4f98b560ad Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing 2010-06-02 13:38:27 +01:00