Marco Ratto
|
6b91301365
|
Reduce memory requirements for analytic Hessian.
Tested with QUEST III (Ratto et al. 2009): 63 params and 59 state dimension.
|
2012-08-21 16:00:55 +02:00 |
|
Marco Ratto
|
f7aae77f16
|
removed useless elements + reduce loops for efficiency
(cherry picked from commit f2271264994af253ccdc7f01478320e4d2c2c0e7)
|
2012-08-13 13:04:34 +02:00 |
|
Marco Ratto
|
2fecf9946b
|
1) Extended optimizer = 5 for analytic derivatives;
2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
|
2012-06-08 14:23:18 +02:00 |
|
Marco Ratto
|
da9ec0f187
|
Estimation with analytic scores and hessian;
This includes re-setting the list of output arguments in objective functions
Added test function
|
2012-04-29 21:18:33 +02:00 |