Commit Graph

8 Commits (74ed99c6cac1df5456f197cea88ca054353c59f1)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis) b4448937cc Fixed indentation of c/h/cc/hh files. 2017-05-16 16:30:27 +02:00
Sébastien Villemot 75fbd38524 Handle constant in Kalman filter
Previously, the filter was only working with options_.noconstant, i.e. when the
data are centered.
2013-02-07 18:34:17 +01:00
Sébastien Villemot be2764520a Estimation DLL: explicitly fail with option loglinear or observation trends 2013-02-07 17:00:48 +01:00
Sébastien Villemot e5d093c6ad Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration 2010-06-11 19:11:27 +02:00
George Perendia 55fc3feea4 Estimation: Update of main files 2010-05-07 16:08:58 +01:00
George Perendia f0fc974b9e !st draft Kalman Filter main, auxiliary an test routines for C++ estimation 2010-04-01 13:36:58 +01:00
George Perendia 881b1168fe 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. 2010-03-16 13:26:05 +00:00