Stéphane Adjemian (Charybdis)
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1bf81c9f5a
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Fixed copyright notices.
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2017-05-18 18:36:38 +02:00 |
Stéphane Adjemian (Charybdis)
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b4448937cc
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Fixed indentation of c/h/cc/hh files.
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2017-05-16 16:30:27 +02:00 |
Houtan Bastani
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5352fb4d16
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preprocessor and matlab mex fixes for clang compilation
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2013-11-05 18:04:57 +01:00 |
Sébastien Villemot
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555fc98673
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Fix bug in gemv binding
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2013-06-12 16:05:35 +02:00 |
Sébastien Villemot
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615535ad88
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Fix compilation errors with GCC 4.7
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2012-05-08 16:10:10 +02:00 |
Sébastien Villemot
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02652f6eb8
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Updated copyright notices
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2011-02-04 17:27:33 +01:00 |
Sébastien Villemot
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cc2a9d90ac
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Global reindentation of MEX source files
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2011-02-04 16:53:12 +01:00 |
Sébastien Villemot
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aa58f7bd37
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Estimation DLL, QRDecomposition: removed unused data members
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2010-12-17 10:52:00 +01:00 |
George Perendia
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d7e8870c18
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C++ Estimation DLL: Adding draft logMHMCMCposterior.cc mexFile driver for the modified RandomWalkMetropolisHastings.cc and other related files inc. draft test random_walk_metropolis_hastings_core.m
Still missing functionality: Sliding progress bar, seed change and loading old, incomplete (failed) run files
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2010-10-04 13:58:25 +01:00 |
George Perendia
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73fb122e1e
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Estimation C++ DLL: Enhancing KalmanFilter performance using symmetric matrix and vector BLAS routines calls added or enhanced in BlasBindings.hh and dynblas.h + some minor fixes to Matrix.hh and LogPriorDensity.cc
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2010-09-03 11:17:50 +01:00 |
George Perendia
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61da05b5e4
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C++ Estimation DLL: KalmanFilter, dynlapack and LapackBindings with Cholesky decomp. based matrix inverter
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2010-08-04 15:57:52 +01:00 |
Sébastien Villemot
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04905660b8
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Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
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2010-06-11 19:18:16 +02:00 |
Sébastien Villemot
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7410094588
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Estimation DLL: various minor changes
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2010-06-11 19:16:03 +02:00 |
Sébastien Villemot
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8a7ed1ec48
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Estimation DLL, VDVEigDecomposition: remove useless test in destructor
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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2c0b3469be
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Estimation DLL, Vector class: fixed bug in the copy constructor
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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110a33a0c8
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Estimation DLL, QRDecomposition: fix memory leak
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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399d66d81c
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Estimation DLL, generalized Schur decomposition: fix bug with complex part of infinite generalized eigenvalue (was NaN instead of zero)
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2010-05-14 19:26:52 +02:00 |
George Perendia
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1c5c7f3fbf
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Estimation DLL: adding LapackBindings.hh
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2010-05-07 17:00:56 +01:00 |
Sébastien Villemot
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b903776e0c
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Estimation DLL: fixed type errors in VDVEigDecomposition class
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2010-05-07 17:17:30 +02:00 |
Sébastien Villemot
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3688a6ef5a
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Estimation DLL: bugfix in constructors for vector views
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2010-05-07 17:17:30 +02:00 |
Sébastien Villemot
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b101dbd483
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Estimation DLL: give the possibility to construct Vector/Matrix views out of other views
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2010-05-07 12:18:45 +02:00 |
Sébastien Villemot
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3292ee68c2
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Build system: updates for estimation DLL
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2010-05-07 10:40:03 +02:00 |
George Perendia
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1819272d51
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Estimation: Fix to VDVEigDecomposition.hh
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2010-05-05 18:01:59 +01:00 |
George Perendia
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ba31b9bcbf
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Estimation libmat VDV Eigen decomposition class
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2010-05-05 16:47:47 +01:00 |
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 |
George Perendia
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882ea0ed75
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Amending assertions in BlasBindings.hh
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2010-03-15 12:12:43 +00:00 |
Sébastien Villemot
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1bc6da864c
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Estimation DLL, matrix library: adding test-repmat to build system
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2010-03-08 13:50:02 +01:00 |
Sébastien Villemot
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2aab5b47f2
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Estimation DLL, matrix library: minor fixes for removing compiler warnings
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2010-03-08 13:49:47 +01:00 |
George Perendia
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a78ca35807
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Adding test-repmat.cc - a test for new Matrix.hh repmat utilities
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2010-03-08 12:39:25 +00:00 |
George Perendia
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fa54eb55ca
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Adding 8 new template functions to Matrix.hh mat namespace, few of which emulate Matlab repmat and assign / reorder by vector.
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2010-03-08 12:22:23 +00:00 |
George Perendia
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5d0e93adfe
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Declare libmat destructors virtual
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2010-03-08 10:09:45 +00:00 |
Sébastien Villemot
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30d9feb146
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Estimation DLL:
* finished test for DecisionRules
* added new test for LUSolver
* improved test for QRDecomposition
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2010-02-19 18:42:02 +01:00 |
Sébastien Villemot
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547a912d5e
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Estimation DLL, matrix library:
* fixed various bugs
* added utility for computing the infinite norm
* changed the direction of mat::transpose(A, B) for consistency with GSL
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2010-02-19 17:04:45 +01:00 |
Sébastien Villemot
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cd9f9ff1b9
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Estimation DLL, matrix library: fixed bug in mat::row_copy()
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2010-02-18 19:11:09 +01:00 |
Sébastien Villemot
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07091a6b63
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Estimation DLL, matrix library: removed useless end-of-lines
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2010-02-18 18:11:21 +01:00 |
Sébastien Villemot
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9ac6553776
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Estimation DLL, matrix library: fixed bug in MatrixView::setAll()
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2010-02-18 18:10:59 +01:00 |
Sébastien Villemot
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4f7ef5f49d
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Estimation DLL, matrix library: added utility for computing A=B'
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2010-02-18 18:10:45 +01:00 |
Sébastien Villemot
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b737535955
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Estimation DLL, matrix library: fixed problem in QRDecomposition (two workspaces are needed of different sizes) by imposing in the constructor the size of the matrix to be left-multiplied by Q
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2010-02-18 18:10:16 +01:00 |
Sébastien Villemot
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30ee44f8b4
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Estimation DLL, matrix library: fixed bug in mat::negate(),;mat::add(), mat::sub()
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2010-02-18 18:09:04 +01:00 |
Sébastien Villemot
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daf97deb04
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Estimation DLL, matrix library: fixed incorrect assertion in col_copy()
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2010-02-17 12:22:02 +01:00 |
Sébastien Villemot
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8fa10d61cc
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Build system: fix the creation of tarball
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2010-02-13 09:52:43 +01:00 |
Sébastien Villemot
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fb97797405
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Estimation DLL: first version of matrix library + still unfinished decision rules computation
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2010-02-09 19:15:59 +01:00 |