Commit Graph

9 Commits (356fe7b248c808da195f037a52c0e9a66218822f)

Author SHA1 Message Date
Sébastien Villemot dcf10eba56 Estimation DLL: added decision rules w.r. to exogenous shocks 2010-02-19 18:41:12 +01:00
Sébastien Villemot 5ee45cfb60 Estimation DLL: fixed decision rules with respect to state variables (ghx) 2010-02-19 18:00:34 +01:00
Sébastien Villemot 547a912d5e Estimation DLL, matrix library:
* fixed various bugs
* added utility for computing the infinite norm
* changed the direction of mat::transpose(A, B) for consistency with GSL
2010-02-19 17:04:45 +01:00
Sébastien Villemot 0ef2f8c4bd Estimation DLL: optimization of DecisionRules 2010-02-19 14:24:29 +01:00
Sébastien Villemot 1280000ee4 Estimation DLL: fixed various bugs in DecisionRules 2010-02-18 19:17:55 +01:00
Sébastien Villemot 07091a6b63 Estimation DLL, matrix library: removed useless end-of-lines 2010-02-18 18:11:21 +01:00
Sébastien Villemot b737535955 Estimation DLL, matrix library: fixed problem in QRDecomposition (two workspaces are needed of different sizes) by imposing in the constructor the size of the matrix to be left-multiplied by Q 2010-02-18 18:10:16 +01:00
Sébastien Villemot 440db94603 Estimation DLL, DecisionRules: fixed incorrect matrix dimensions 2010-02-17 12:21:39 +01:00
Sébastien Villemot fb97797405 Estimation DLL: first version of matrix library + still unfinished decision rules computation 2010-02-09 19:15:59 +01:00