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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da0beac147
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updating calling sequence for estimation dll and introducing templates
when necessary
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2012-02-23 18:39:41 +01:00 |
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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 |
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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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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 |
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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 |
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Sébastien Villemot
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e5d093c6ad
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Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
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2010-06-11 19:11:27 +02:00 |
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Sébastien Villemot
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bedc69beb8
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Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file)
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2010-06-09 11:42:22 +02:00 |
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George Perendia
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55fc3feea4
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Estimation: Update of main files
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2010-05-07 16:08:58 +01:00 |
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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 |
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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 |
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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 |
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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 |
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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 |