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 |
Sébastien Villemot
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61485ab809
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Fix copyright notices
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2013-06-12 17:04:46 +02:00 |
Sébastien Villemot
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deb9ece36d
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Fix MOD-file name in Kalman tests
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2013-01-30 16:44:10 +01:00 |
Sébastien Villemot
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f60acd4366
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Relax criterion for decision rules test
Otherwise it fails with on Karaba
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2013-01-30 16:43:35 +01:00 |
Sébastien Villemot
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02efbd31a8
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Convert files to Unix EOL
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2012-06-08 19:10:19 +02:00 |
Houtan Bastani
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69375f4b93
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logMHMCMCposterior: remove instances of mexErrMsgText
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2011-02-11 12:25:10 +01:00 |
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 |
George Perendia
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887209208f
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Estimation C++ DLL: Adding the new Proposal class with common, adjustable seed for both normal and uniform rng and the associated changes including the removal of now obsolete RandSampler class.
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2010-12-24 09:49:59 +00:00 |
Michel Juillard
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d38c4de498
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estimation_dll: adding test for logposterior
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2010-12-10 21:34:40 +01:00 |
George Perendia
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fa3e19fdfb
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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!
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2010-12-07 23:03:11 +00:00 |
George Perendia
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1ac71f3d0c
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Estimation C++ DLL: 4 fixes and some additional files used in testing: sweuromodel_dll.mod, data and DsgeLikelihood.m modified for testing under octave
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2010-08-04 14:52:56 +01:00 |
George Perendia
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5c01144793
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C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc
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2010-07-08 09:56:18 +01:00 |
Sébastien Villemot
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a1df331c58
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Estimation DLL: fixed test for Prior PDF following the removal of "mode" in the Prior class
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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90e9506d93
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Estimation DLL: added test MOD file
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2010-06-09 11:39:03 +02:00 |
Sébastien Villemot
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ab0d4a143e
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Build system: added new test for C++ prior classes
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2010-06-09 11:37:42 +02:00 |
George Perendia
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69abb07f05
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C++ Estimation DLL: Adding basic Uniform and Gaussian random number generators to Priors.hh and a basic test routine
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2010-06-08 16:38:49 +01:00 |
Sébastien Villemot
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6f11442c7b
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Estimation DLL: fix to testModelSolution
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2010-05-07 18:18:24 +02:00 |
George Perendia
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775a1f6471
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Estimation DLL: updating test function
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2010-05-07 17:09:51 +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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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 |
Sébastien Villemot
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6bdfc2958b
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Estimation DLL: removed obsolete files
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2010-05-06 15:31:06 +02:00 |
Sébastien Villemot
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208210c6fd
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Merge remote branch 'george/master'
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2010-04-23 18:31:38 +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 |
Sébastien Villemot
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18c36c3dd5
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Merge remote branch 'george/master'
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2010-04-16 18:34:57 +02:00 |
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 |
Sébastien Villemot
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0281c5138a
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Build system: added new testKalman for Estimation DLL
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2010-04-13 18:41:15 +02:00 |
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 |
George Perendia
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127e5ca05a
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Minor data initiation bug fix in testInitKalman.cc
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2010-03-16 16:54:28 +00:00 |
Sébastien Villemot
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b1e90e59af
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Estimation DLL: added testInitKalman to the build system, and modify it to accept the dynamic DLL as argument
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2010-03-16 15:57:10 +01:00 |
George Perendia
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c738941044
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Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
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2010-03-16 13:27:29 +00:00 |
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 |
Sébastien Villemot
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fd3c35937b
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Estimation DLL, dynamic DLL loading: minor changes to testModelSolution (now takes the full name of the dynamic DLL in argument)
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2010-03-16 10:27:58 +01:00 |
George Peredia
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f430e53e01
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Fixing of the testModelSolution.cc
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2010-02-22 13:26:47 +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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229d0e1ea4
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Merge remote branch 'george/master'
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2010-02-18 19:19:14 +01:00 |
Sébastien Villemot
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a78bdab6d3
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Estimation DLL: test file for DecisionRules based on example1.mod (only checks the eigenvalues for the moment)
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2010-02-18 19:18:25 +01:00 |
unknown
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9a77efe440
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Amend Estimation C++ ModelSolution, some utils (new Matrix version of dynamic_dll) and a test routine
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2010-02-18 17:45:28 +00:00 |
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 |
george
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ff6f2a90ea
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Updating Working Prototype for performance testing
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3182 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-12-01 13:34:34 +00:00 |
george
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d28442f206
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Update, still subject to further testing
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3160 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-11-20 17:43:05 +00:00 |
george
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a479888c1b
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Adding new test mexFunction + some minor updates and corrections
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3103 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-10-30 13:21:03 +00:00 |
sebastien
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ffd9b2d405
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preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-10-29 17:16:10 +00:00 |