Sébastien Villemot
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9642683b7d
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Build system: fix for building source tarball
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2010-07-12 14:30:57 +02:00 |
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Sébastien Villemot
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acf5451c1f
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Build system: rename 'loglikelihood' to 'logposterior'
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2010-07-09 12:48:08 +02:00 |
George Perendia
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50c1e0a8ec
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C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
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2010-07-08 09:56:19 +01:00 |
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George Perendia
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5c01144793
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C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc
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2010-07-08 09:56:18 +01:00 |
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Sébastien Villemot
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04905660b8
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Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
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2010-06-11 19:18:16 +02:00 |
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Sébastien Villemot
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7410094588
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Estimation DLL: various minor changes
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2010-06-11 19:16:03 +02:00 |
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Sébastien Villemot
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e5d093c6ad
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Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
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2010-06-11 19:11:27 +02:00 |
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Sébastien Villemot
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85f855d759
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Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods()
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2010-06-11 18:03:14 +02:00 |
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Sébastien Villemot
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32e41b7b01
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Estimation DLL, LogLikelihoodMain: fixed bug (likelihood was not initialized to zero)
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2010-06-11 16:51:08 +02:00 |
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Sébastien Villemot
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e1b274f2dc
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Estimation DLL, ModelSolution class: make llxSteadyState a data member
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2010-06-11 14:54:10 +02:00 |
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Sébastien Villemot
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1e41458826
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Estimation DLL: bugfixes in LogLikelihoodMain
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2010-06-10 19:13:20 +02:00 |
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Sébastien Villemot
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974e9ac0ad
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Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator)
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2010-06-10 19:13:20 +02:00 |
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Sébastien Villemot
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8a7ed1ec48
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Estimation DLL, VDVEigDecomposition: remove useless test in destructor
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2010-06-10 19:13:20 +02:00 |
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Sébastien Villemot
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2c0b3469be
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Estimation DLL, Vector class: fixed bug in the copy constructor
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2010-06-10 19:13:20 +02:00 |
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Sébastien Villemot
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110a33a0c8
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Estimation DLL, QRDecomposition: fix memory leak
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2010-06-10 19:13:20 +02:00 |
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Sébastien Villemot
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a1df331c58
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Estimation DLL: fixed test for Prior PDF following the removal of "mode" in the Prior class
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2010-06-10 19:13:20 +02:00 |
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Sébastien Villemot
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fe61608ede
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Estimation DLL: bugfix in LogLikelihoodMain
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2010-06-09 11:42:23 +02:00 |
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Sébastien Villemot
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bedc69beb8
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Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file)
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2010-06-09 11:42:22 +02:00 |
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Sébastien Villemot
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35ad5b1aba
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Estimation DLL: removed useless "mode" information in Prior class
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2010-06-09 11:42:22 +02:00 |
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Sébastien Villemot
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90e9506d93
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Estimation DLL: added test MOD file
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2010-06-09 11:39:03 +02:00 |
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Sébastien Villemot
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ab0d4a143e
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Build system: added new test for C++ prior classes
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2010-06-09 11:37:42 +02:00 |
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George Perendia
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69abb07f05
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C++ Estimation DLL: Adding basic Uniform and Gaussian random number generators to Priors.hh and a basic test routine
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2010-06-08 16:38:49 +01:00 |
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George Perendia
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4f98b560ad
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Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing
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2010-06-02 13:38:27 +01:00 |
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George Perendia
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508422307e
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Estimation C++DLL: adding Standard dev. to Prior.cc & .hh
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2010-05-25 17:53:58 +01:00 |
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Sébastien Villemot
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399d66d81c
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Estimation DLL, generalized Schur decomposition: fix bug with complex part of infinite generalized eigenvalue (was NaN instead of zero)
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2010-05-14 19:26:52 +02:00 |
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Sébastien Villemot
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6f11442c7b
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Estimation DLL: fix to testModelSolution
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2010-05-07 18:18:24 +02:00 |
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George Perendia
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775a1f6471
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Estimation DLL: updating test function
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2010-05-07 17:09:51 +01:00 |
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George Perendia
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1c5c7f3fbf
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Estimation DLL: adding LapackBindings.hh
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2010-05-07 17:00:56 +01:00 |
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Sébastien Villemot
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b903776e0c
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Estimation DLL: fixed type errors in VDVEigDecomposition class
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2010-05-07 17:17:30 +02:00 |
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Sébastien Villemot
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3688a6ef5a
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Estimation DLL: bugfix in constructors for vector views
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2010-05-07 17:17:30 +02:00 |
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George Perendia
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55fc3feea4
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Estimation: Update of main files
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2010-05-07 16:08:58 +01:00 |
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Sébastien Villemot
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b101dbd483
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Estimation DLL: give the possibility to construct Vector/Matrix views out of other views
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2010-05-07 12:18:45 +02:00 |
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Sébastien Villemot
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3292ee68c2
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Build system: updates for estimation DLL
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2010-05-07 10:40:03 +02:00 |
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Sébastien Villemot
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ec5fd63063
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Estimation DLL: removed obsolete file
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2010-05-07 10:39:54 +02:00 |
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Sébastien Villemot
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e4f640f201
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Estimation DLL: simplification of the handling of indices in T and R matrices
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2010-05-06 18:57:15 +02:00 |
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Sébastien Villemot
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5aa17370e8
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Estimation DLL: minor type fix
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2010-05-06 16:45:50 +02:00 |
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Sébastien Villemot
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2b5a907bb0
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Estimation DLL: optimization in Kalman filter
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2010-05-06 16:30:13 +02:00 |
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Sébastien Villemot
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ba0503628e
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Estimation DLL: no longer pass lead/lag incidence matrix as argument, this is redundant with the zeta indices
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2010-05-06 15:32:11 +02:00 |
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Sébastien Villemot
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6bdfc2958b
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Estimation DLL: removed obsolete files
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2010-05-06 15:31:06 +02:00 |
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George Perendia
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31d9dd2481
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estimation: extending LogLikelihoodSubSample.hh
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2010-05-06 12:45:40 +01:00 |
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George Perendia
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c729b8984d
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Estimation Adding more Headers
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2010-05-06 12:37:06 +01:00 |
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George Perendia
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1819272d51
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Estimation: Fix to VDVEigDecomposition.hh
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2010-05-05 18:01:59 +01:00 |
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George Perendia
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ba31b9bcbf
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Estimation libmat VDV Eigen decomposition class
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2010-05-05 16:47:47 +01:00 |
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Sébastien Villemot
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208210c6fd
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Merge remote branch 'george/master'
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2010-04-23 18:31:38 +02:00 |
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George Perendia
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43b2aae64e
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C++ Estimation Minor changes to KalmanFilter initialisation and testing routines to improve handling structural changes parameters and test accuracy
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2010-04-23 15:28:42 +01:00 |
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Sébastien Villemot
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18c36c3dd5
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Merge remote branch 'george/master'
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2010-04-16 18:34:57 +02:00 |
|
George Perendia
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e9846ae65f
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C++ Estimaion: Minor change KalmanFilter.* to use gain matrix KFinv for conversion check and cosmetic changes to ModelSolution.cc, testInitKalman.cc and testkalman.cc
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2010-04-16 17:00:51 +01:00 |
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Sébastien Villemot
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0281c5138a
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Build system: added new testKalman for Estimation DLL
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2010-04-13 18:41:15 +02:00 |
|
George Perendia
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a489c8810d
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C++ Estimation: Adding test and fixing a bug for KalmanFilter.cc and making some cosmetic changes to InitializeKalmanFilter.cc and ModelSolution.cc
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2010-04-13 12:38:13 +01:00 |
|
George Perendia
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f0fc974b9e
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!st draft Kalman Filter main, auxiliary an test routines for C++ estimation
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2010-04-01 13:36:58 +01:00 |