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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |