1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
b4448937cc
Fixed indentation of c/h/cc/hh files.
2017-05-16 16:30:27 +02:00
f89edf476e
Start refactoring of penalty handling
...
Handle all events that lead to a penalty through an exception.
Next steps:
- make all exceptions derive from a common class containing info code and
penalty value
- catch these exceptions at the top-level, and construct the penalty-adjusted
likelihood
2013-03-06 17:55:15 +01:00
871cbbe448
Construct the filename of the dynamic MEX file only at the deepest level
...
In the calling chain, only pass the basename of the MOD file.
2013-03-05 14:45:47 +01:00
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
da046d378e
Fix typos
2013-02-05 15:49:27 +01:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
da0beac147
updating calling sequence for estimation dll and introducing templates
...
when necessary
2012-02-23 18:39:41 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
cc2a9d90ac
Global reindentation of MEX source files
2011-02-04 16:53:12 +01:00
fa3e19fdfb
C++ Estimation DLL: Update of logMHMCMCposterior.cc with a draft octave MAT draws file save and adding a test random_walk_metropolis_hastings_core.m: Octave version crashes at start of DLL and Matlab version finishes with low acceptance due to frequent B&K and reports error within debugger too - needs more debugging!
2010-12-07 23:03:11 +00:00
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
bedc69beb8
Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file)
2010-06-09 11:42:22 +02:00
4f98b560ad
Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing
2010-06-02 13:38:27 +01:00
55fc3feea4
Estimation: Update of main files
2010-05-07 16:08:58 +01:00
e4f640f201
Estimation DLL: simplification of the handling of indices in T and R matrices
2010-05-06 18:57:15 +02:00
ba0503628e
Estimation DLL: no longer pass lead/lag incidence matrix as argument, this is redundant with the zeta indices
2010-05-06 15:32:11 +02:00
31d9dd2481
estimation: extending LogLikelihoodSubSample.hh
2010-05-06 12:45:40 +01:00
43b2aae64e
C++ Estimation Minor changes to KalmanFilter initialisation and testing routines to improve handling structural changes parameters and test accuracy
2010-04-23 15:28:42 +01:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Sébastien Villemot
Michel Juillard
George Perendia