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Sébastien Villemot 996bdd6c64 New local_state_space_iteration_k MEX, for nonlinear filters at k-order 
It applies the approximated policy function to a set of particles, using
Dynare++ routines.

There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.
 		2019-12-20 11:31:56 +01:00
..
Makefile.am Dynare++: move multithreading abstraction to the "utils" module 2019-05-02 12:38:56 +02:00
equivalence.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
equivalence.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
fine_container.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
fine_container.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
fs_tensor.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
fs_tensor.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
gs_tensor.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
gs_tensor.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
int_sequence.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
int_sequence.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
kron_prod.cc C++17: use structured bindings instead of std::tie 2019-09-11 16:06:35 +02:00
kron_prod.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
normal_moments.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
normal_moments.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
permutation.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
permutation.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
ps_tensor.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
ps_tensor.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
pyramid_prod.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
pyramid_prod.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
pyramid_prod2.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
pyramid_prod2.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
rfs_tensor.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
rfs_tensor.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
sparse_tensor.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
sparse_tensor.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
stack_container.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
stack_container.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
symmetry.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
symmetry.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
t_container.cc Dynare++: improvements to comments 2019-06-19 17:35:01 +02:00
t_container.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
t_polynomial.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
t_polynomial.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
tensor.cc Dynare++: improvements to comments 2019-06-19 17:35:01 +02:00
tensor.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
tl_exception.hh New local_state_space_iteration_k MEX, for nonlinear filters at k-order 2019-12-20 11:31:56 +01:00
tl_static.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
tl_static.hh Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
twod_matrix.cc Dynare++: update copyright information 2019-06-19 15:02:41 +02:00
twod_matrix.hh Dynare++: improvements to comments 2019-06-19 17:35:01 +02:00