dynare

Commit Graph

Author	SHA1	Message	Date
Stéphane Adjemian (Odysseus)	58da5e7120	Added timing for comparing the mex iterating on the nonlinear reduced form model. local_state_space_iteration_k is significantly slower than old local_state_space_iteration_2...	2019-12-20 11:31:56 +01:00
Sébastien Villemot	996bdd6c64	New local_state_space_iteration_k MEX, for nonlinear filters at k-order It applies the approximated policy function to a set of particles, using Dynare++ routines. There is support for parallelization, using Dynare++ multithreading model (itself based on C++11 threads; we don’t use OpenMP because it is incompatible with MKL). For the time being, default to a single thread. This should be later refined through empirical testing.	2019-12-20 11:31:56 +01:00

Author

SHA1

Message

Date

Stéphane Adjemian (Odysseus)

58da5e7120

Added timing for comparing the mex iterating on the nonlinear reduced form model.

local_state_space_iteration_k is significantly slower than old local_state_space_iteration_2...

2019-12-20 11:31:56 +01:00

Sébastien Villemot

996bdd6c64

New local_state_space_iteration_k MEX, for nonlinear filters at k-order

It applies the approximated policy function to a set of particles, using
Dynare++ routines.

There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.

2019-12-20 11:31:56 +01:00

2 Commits (4c15bce48e11ff5d2d92b89d3388dbe85ebd9145)