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dynare/mex/sources/estimation
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Sébastien Villemot 1329b57ff2 Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E) 2010-12-13 17:15:08 +01:00
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libmat C++ Estimation DLL: Adding draft logMHMCMCposterior.cc mexFile driver for the modified RandomWalkMetropolisHastings.cc and other related files inc. draft test random_walk_metropolis_hastings_core.m 2010-10-04 13:58:25 +01:00
tests estimation_dll: adding test for logposterior 2010-12-10 21:34:40 +01:00
utils Make sure "min" and "max" macros are never defined under Windows, this can create conflicts with "std::min" and "std::max" 2010-10-29 12:01:47 +02:00
DecisionRules.cc Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E) 2010-12-13 17:15:08 +01:00
DecisionRules.hh Declare libmat destructors virtual 2010-03-08 10:09:45 +00:00
DetrendData.cc Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration 2010-06-11 19:11:27 +02:00
DetrendData.hh Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration 2010-06-11 19:11:27 +02:00
EstimatedParameter.cc Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing 2010-06-02 13:38:27 +01:00
EstimatedParameter.hh Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator) 2010-06-10 19:13:20 +02:00
EstimatedParametersDescription.cc Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods() 2010-06-11 18:03:14 +02:00
EstimatedParametersDescription.hh Estimation DLL: bugfixes in LogLikelihoodMain 2010-06-10 19:13:20 +02:00
EstimationSubsample.cc Estimation: Update of main files 2010-05-07 16:08:58 +01:00
EstimationSubsample.hh Estimation DLL: bugfixes in LogLikelihoodMain 2010-06-10 19:13:20 +02:00
InitializeKalmanFilter.cc Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration 2010-06-11 19:11:27 +02:00
InitializeKalmanFilter.hh Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration 2010-06-11 19:11:27 +02:00
KalmanFilter.cc 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
KalmanFilter.hh 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 2010-09-03 11:17:50 +01:00
LogLikelihoodMain.cc Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration 2010-06-11 19:11:27 +02:00
LogLikelihoodMain.hh Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration 2010-06-11 19:11:27 +02:00
LogLikelihoodSubSample.cc 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
LogLikelihoodSubSample.hh 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
LogPosteriorDensity.cc C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc 2010-07-08 09:56:19 +01:00
LogPosteriorDensity.hh C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc 2010-07-08 09:56:19 +01:00
LogPriorDensity.cc 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 2010-09-03 11:17:50 +01:00
LogPriorDensity.hh C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc 2010-07-08 09:56:19 +01:00
Makefile.am Build system: add logMHMCMC DLL 2010-10-28 10:17:58 +02:00
ModelSolution.cc Estimation DLL: make it compatible with changes introduced in 648c3cd177 + code simplification 2010-09-20 19:25:31 +02:00
ModelSolution.hh Estimation DLL, ModelSolution class: make llxSteadyState a data member 2010-06-11 14:54:10 +02:00
Prior.cc Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood) 2010-06-11 19:18:16 +02:00
Prior.hh C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc 2010-07-08 09:56:19 +01:00
RandSampler.cc Estimation C++ DLL: Bug-fixing Sampler 2010-12-11 19:22:27 +00:00
RandSampler.hh C++ Estimation DLL: Update of logMHMCMCposterior and auxiliary files: added progress bar and recovery from file and tied up few loose ends - still unstable ! 2010-10-14 23:31:25 +01:00
RandomWalkMetropolisHastings.cc 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
RandomWalkMetropolisHastings.hh C++ Estimation DLL: Update of logMHMCMCposterior and auxiliary files: added progress bar and recovery from file and tied up few loose ends - still unstable ! 2010-10-14 23:31:25 +01:00
logMHMCMCposterior.cc Estimation DLL: removed illegal casts from pointer to integer 2010-12-09 10:49:44 +01:00
logposterior.cc logposterior: remove instances of mexErrMsgTxt 2010-09-23 10:44:22 +02:00