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 |
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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 |
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Sébastien Villemot
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f1c8ec60c7
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Remove various compilation warnings
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2013-06-12 16:05:35 +02:00 |
Ferhat Mihoubi
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2a51248832
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Adds a block Kalman filter using GPU
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2013-03-22 15:47:57 +01:00 |
Sébastien Villemot
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83623723d9
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Block kalman filter: enclose OpenMP statements in conditionals
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2012-06-11 14:31:33 +02:00 |
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Sébastien Villemot
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4a9592a50c
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Fix LAPACK type error
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2012-06-11 12:25:56 +02:00 |
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Ferhat Mihoubi
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2a8436aa44
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Extends the block Kalman filter to the missing observations case (not called for the moment)
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2012-06-11 10:39:25 +02:00 |
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Sébastien Villemot
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c079ace8c3
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Remove various compiler warnings
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2012-06-08 19:06:03 +02:00 |
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Sébastien Villemot
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1f9cea669a
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Update copyright notices
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2012-06-08 18:22:34 +02:00 |
Michel Juillard
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6927a261e3
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changing int* in lapack_int*
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2011-11-26 10:59:22 +01:00 |
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Ferhat Mihoubi
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1f8e4a517b
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Corrects the computation of the determinant of the covariance of the forecast error
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2011-11-25 14:45:54 +01:00 |
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Ferhat Mihoubi
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715e528462
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Corrects bugs in case of singular covariance matrix of the forecast error
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2011-11-25 14:44:23 +01:00 |
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Ferhat Mihoubi
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bae787c5a1
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Provides informations on errors from BLAS
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2011-11-25 14:31:26 +01:00 |
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Ferhat Mihoubi
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7df4621b6b
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Correct the size of covariance matrix of innovations
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2011-11-25 14:27:25 +01:00 |
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Ferhat Mihoubi
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d336bb00a0
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Correction of a bug the dimension of Q matrix is equal to the number of shocks, not to the number of observable variables
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2011-10-28 22:40:05 +02:00 |
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Ferhat Mihoubi
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ca10372607
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* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
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2011-10-28 22:25:05 +02:00 |
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Sébastien Villemot
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324ad05ec1
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block_kalman_filter: fix memory leak
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2011-09-23 18:22:00 +02:00 |
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Sébastien Villemot
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3f2e29f7bf
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Adapt block_kalman_filter to Dynare's way of handling errors in MEX files
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2011-09-23 18:21:04 +02:00 |
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Sébastien Villemot
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b21a99d9d2
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Adapt block_kalman_filter for Dynare's BLAS/LAPACK framework
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2011-09-23 18:15:18 +02:00 |
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Ferhat Mihoubi
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3d1a0c2652
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block-Kalman filter is now available when block option is used
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2011-09-20 14:18:31 +02:00 |