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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
..
block_kalman_filter Various improvements related to the MEX R2018a API 2019-07-09 11:54:12 +02:00
bytecode Bytecode: fix logic in routine that substracts two sparse matrices 2019-11-27 16:57:47 +01:00
dynare_simul_ Use Unicode copyright symbol (in UTF-8 encoding) 2019-04-16 11:42:16 +02:00
gensylv Use Unicode copyright symbol (in UTF-8 encoding) 2019-04-16 11:42:16 +02:00
k_order_perturbation capitalize Cepremap and Matlab, uncapitalize DYNARE 2019-10-02 14:09:21 +02:00
kalman_steady_state Kalman steady state DLL: various modernizations and simplifications 2019-04-30 15:54:43 +02:00
kronecker Always compile MEX files with OpenMP (when they can take advantage of it) 2019-06-25 17:26:17 +02:00
local_state_space_iterations New local_state_space_iteration_k MEX, for nonlinear filters at k-order 2019-12-20 11:31:56 +01:00
mjdgges Various improvements related to the MEX R2018a API 2019-07-09 11:54:12 +02:00
ms-sbvar replace use of old-style casts 2019-07-30 15:15:23 -04:00
num_procs Add new num_procs MEX file for getting number of available processing units 2019-06-27 14:34:09 +02:00
perfect_foresight_problem perfect_foresight_problem MEX: optimization for linear models 2019-11-14 14:45:10 +01:00
sobol Various improvements related to the MEX R2018a API 2019-07-09 11:54:12 +02:00
Makefile.am Add new num_procs MEX file for getting number of available processing units 2019-06-27 14:34:09 +02:00
dynblas.h Use Unicode copyright symbol (in UTF-8 encoding) 2019-04-16 11:42:16 +02:00
dynlapack.h Use Unicode copyright symbol (in UTF-8 encoding) 2019-04-16 11:42:16 +02:00
dynmex.h Implement mxIsScalar() for MATLAB < R2015a (8.5) 2019-06-25 20:31:13 +02:00
dynumfpack.h Use Unicode copyright symbol (in UTF-8 encoding) 2019-04-16 11:42:16 +02:00