Marco Ratto 5297836577 Harmonize criteria for exiting diffuse steps in likelihood with the smoother. ... Since initial Pinf is well scaled to unity, crit1= 1.e-6 is used for smoother and should also apply to likelihood evaluations.		2015-04-03 18:02:03 +02:00
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computeDLIK.m	Reduce memory requirements for analytic Hessian.	2012-08-21 16:00:55 +02:00
kalman_filter.m	Fix copyright notices	2013-06-12 17:04:46 +02:00
kalman_filter_d.m	Harmonize criteria for exiting diffuse steps in likelihood with the smoother.	2015-04-03 18:02:03 +02:00
kalman_filter_fast.m	adding Ed Herbst fast implementation of the Kalman filter and test	2013-02-21 17:47:16 +01:00
kalman_filter_ss.m	Merge remote-tracking branch 'ratto/master'	2012-06-08 18:24:18 +02:00
missing_observations_kalman_filter.m	Initializes the s variable	2012-07-01 15:19:36 +02:00
missing_observations_kalman_filter_d.m	Harmonize criteria for exiting diffuse steps in likelihood with the smoother.	2015-04-03 18:02:03 +02:00
univariate_computeDLIK.m	Reduce memory requirements for analytic Hessian.	2012-08-21 16:00:55 +02:00
univariate_computeDstate.m	Reduce memory requirements for analytic Hessian.	2012-08-21 16:00:55 +02:00
univariate_kalman_filter.m	Fixed typo.	2014-09-11 17:33:42 +02:00
univariate_kalman_filter_d.m	Harmonize criteria for exiting diffuse steps in likelihood with the smoother.	2015-04-03 18:02:03 +02:00
univariate_kalman_filter_ss.m	Improve computation of outer product gradient for univariate Kalman algorithms, by exploiting the larger number of individual densities computed during recursions (used in optimizer number 5).	2014-07-23 16:33:39 +02:00