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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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 |
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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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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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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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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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 |
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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 |
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Sébastien Villemot
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35377ff303
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Estimation DLL, InitializeKalmanFilter: removed unknown header
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2010-03-16 15:55:08 +01:00 |
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George Perendia
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881b1168fe
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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.
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2010-03-16 13:26:05 +00:00 |