6139af89d5
add pruning in the auxiliary particle filter.
2012-11-16 17:27:54 +01:00
bf19ab801f
Remove duplicate information in M_.blocksEQU
2012-11-16 17:16:40 +01:00
35c77c2e46
typo fixed.
2012-11-16 13:25:41 +01:00
915a203add
bug fixed.
2012-11-16 13:12:21 +01:00
919bd97682
add minor modifications.
2012-11-16 12:35:11 +01:00
202d8a2bd2
minor modifications
2012-11-16 12:35:11 +01:00
c8c7b9faf6
minor modifications.
2012-11-16 12:35:11 +01:00
eb9bc512d7
fixed bug in calculation of observed mean and variance + add the possibility for smooth resampling
2012-11-16 12:35:11 +01:00
badeec612f
Add interface and documentation to model_diagnostics
...
Closes : #205
2012-11-16 12:34:49 +01:00
3a9eed00df
fixed bugs for estimating a gaussian-mixture distribution.
2012-11-16 12:25:46 +01:00
186de044f4
fix bugs for sampling in a gaussian-mixture distributions.
2012-11-16 12:25:46 +01:00
f7e3ad7b25
fix bugs in k-means code.
2012-11-16 12:25:45 +01:00
f41e969dbe
computes the weights and the nodes for approximating gaussian distributions using the scaled unscented approach.
2012-11-16 12:25:45 +01:00
a184e80a89
computes the nodes and weights for approximating a gaussian distribution.
2012-11-16 12:25:45 +01:00
d5666529af
computes the density of particles in a gaussian-mixture distribution.
2012-11-16 12:25:45 +01:00
2fb1065b4f
computes the density of particles in a gaussian distribution.
2012-11-16 12:25:45 +01:00
56e723c08e
Computes the density of observables as a function of states.
2012-11-16 12:25:45 +01:00
eb72df7bc6
computes the proposal distribution during the importance sampling step for gaussian-mixture filters. Fix many bugs.
2012-11-16 12:25:45 +01:00
ab2ae38e8f
computes incremental weights for gaussian-mixture filters.
2012-11-16 12:25:45 +01:00
7dcdd20f6e
gaussian mixture nonlinear filters: uses gaussian-mixture approximations for particles. Fix bugs and normalize the way likelihood is calculated.
2012-11-16 12:25:45 +01:00
b0788fae50
computes the proposal distribution during the importance sampling step in gaussian nonlinear filters. Uses a nonlinear Kalman filter and several gaussian approximations.
2012-11-16 12:25:45 +01:00
553c26e0b3
gaussian nonlinear filter : uses a gaussian approximation for particles.
...
fix bugs and normalize the way we write the likelihood.
2012-11-16 12:25:45 +01:00
4725a2054d
compute incremental weights for gaussian filters.
2012-11-16 12:25:44 +01:00
a96850a090
fix bugs on sorting variables.
...
test different cases before doing resampling
2012-11-16 12:25:44 +01:00
f0fcfa3b62
fix bugs in the univariate smooth resampling approach.
2012-11-16 12:25:44 +01:00
c6e5368a9d
fix bug for weights initialization.
...
fix bug for calculating observed predicted mean and variance with the correct weights.
2012-11-16 12:25:44 +01:00
a6576debd5
details all the options for testing particle filters.
2012-11-16 12:25:44 +01:00
edf9955c09
fix bug when comparing xparam with upper and lower bounds.
2012-11-16 12:23:18 +01:00
b6c72f18fa
-add a variable to make a difference between gaussian approximations during importance sampling and approximation of states (for gaussian and gaussian-mixture filters)
...
-modify the default of parameters for the gaussian approximation using the scaled unscented transformation
2012-11-16 12:18:55 +01:00
6350962186
Fixed copyright.
2012-11-16 12:18:55 +01:00
7fd1df2505
Fixed bug when comparing xparam1 with upper and lower bounds.
2012-11-16 12:18:54 +01:00
87d2dbca4d
Ref. manual: minor fixes related to @xref
2012-11-16 11:11:09 +01:00
debf4cd293
Ref. manual: document that infinite values are allowed at some places
2012-11-16 11:10:00 +01:00
8efb15f0a4
Allow infinite values in threshold_reform option of GSA
...
Closes : #266
2012-11-16 11:08:49 +01:00
79b5db3037
Cosmetic change.
2012-11-15 13:54:21 +01:00
89356ba248
Added a unitary test in the overloaded colon method of the dynDate class, using the new feature introduced in the previous commits.
2012-11-15 13:53:35 +01:00
67e8db365c
Changed subsref overloaded method (dynDate): added a new interface to populate empty dynDate objects with specified frequency. Added unitary test.
...
For instance if we instantiate an empty dynDate object for quaterly dates:
qq = dynDate('Q');
Then we can populate this object as follows (2009 second quarter):
d1 = qq(2009,2);
2012-11-15 12:40:24 +01:00
0b7e5910ae
Changed a condition in dynDate constructor (for yearly dates).
2012-11-15 12:34:11 +01:00
e71ccaef0b
Added the possibility to instantiate empty quaterly, monthly or weekly dynDate objects. Added unitary test.
2012-11-15 11:07:43 +01:00
2313ec2d94
Fixed function name, header and error message.
2012-11-14 12:32:03 +01:00
a1c8c785e0
Added unique method to the dynDates class.
2012-11-14 12:32:03 +01:00
bcaae72338
Added pop method to the dynDates class.
2012-11-14 12:32:02 +01:00
11c30cee3b
Cosmetic change.
2012-11-14 12:32:02 +01:00
28e146fc69
Fixed header.
2012-11-14 12:32:02 +01:00
fde2694e0c
Added append method in dynDates class (with unitary tests).
2012-11-14 12:32:02 +01:00
32905b1ce1
Added more complex calls to subsref overloaded method for dynDate class. Added unitary test.
2012-11-14 12:32:02 +01:00
68a2ce4f49
Fixed bufg in overloaded subsref method for dynDates class.
2012-11-14 12:32:02 +01:00
47dd0d09ad
Changed behavior of ne overload method (dynDate) as in commit ##9dc16fc765bfd8957dbe24a2ac1244fbde1edf09. Removed useless variable. Updated copyright.
2012-11-14 12:32:02 +01:00
55a3129644
Removed useless variable + Cosmetic change + Updated copyright
2012-11-14 12:32:02 +01:00
8b3e6e8c4d
Removed useless variable + Cosmetic change + Updated copyright
2012-11-14 12:32:02 +01:00
Frédéric Karamé
Sébastien Villemot
Stéphane Adjemian (Charybdis)