Sébastien Villemot
|
1f9cea669a
|
Update copyright notices
|
2012-06-08 18:22:34 +02:00 |
Michel Juillard
|
da0beac147
|
updating calling sequence for estimation dll and introducing templates
when necessary
|
2012-02-23 18:39:41 +01:00 |
|
Sébastien Villemot
|
02652f6eb8
|
Updated copyright notices
|
2011-02-04 17:27:33 +01:00 |
|
Sébastien Villemot
|
cc2a9d90ac
|
Global reindentation of MEX source files
|
2011-02-04 16:53:12 +01:00 |
George Perendia
|
fa3e19fdfb
|
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!
|
2010-12-07 23:03:11 +00:00 |
|
Sébastien Villemot
|
e5d093c6ad
|
Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
|
2010-06-11 19:11:27 +02:00 |
|
Sébastien Villemot
|
bedc69beb8
|
Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file)
|
2010-06-09 11:42:22 +02:00 |
|
George Perendia
|
4f98b560ad
|
Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing
|
2010-06-02 13:38:27 +01:00 |
|
George Perendia
|
55fc3feea4
|
Estimation: Update of main files
|
2010-05-07 16:08:58 +01:00 |
|
Sébastien Villemot
|
e4f640f201
|
Estimation DLL: simplification of the handling of indices in T and R matrices
|
2010-05-06 18:57:15 +02:00 |
|
Sébastien Villemot
|
ba0503628e
|
Estimation DLL: no longer pass lead/lag incidence matrix as argument, this is redundant with the zeta indices
|
2010-05-06 15:32:11 +02:00 |
|
George Perendia
|
31d9dd2481
|
estimation: extending LogLikelihoodSubSample.hh
|
2010-05-06 12:45:40 +01:00 |
|
George Perendia
|
43b2aae64e
|
C++ Estimation Minor changes to KalmanFilter initialisation and testing routines to improve handling structural changes parameters and test accuracy
|
2010-04-23 15:28:42 +01:00 |