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
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benchmark.m	add three datafiles corresponding to the usual calibration exercise in the literature.	2015-05-27 12:06:50 +02:00
data_risky_perturb2.m	Added measurement errors in the data set.	2012-03-08 15:44:34 +01:00
dsge_base2.mod	Updated tests for nonlinear filters.	2018-06-01 12:13:54 +02:00
dsge_base2_steadystate.m	Use cells of strings instead of char arrays.	2018-01-09 22:30:01 +01:00
dsge_unit_root.mod	Added integration test for nonlinear filters with unit roots.	2017-04-03 11:25:05 +02:00
dummy_model.mod	use filter_algorithm option in particle tests	2015-02-09 03:21:25 +01:00
extreme.m	correct the name of simulated dataset files.	2016-06-01 16:40:26 +02:00
linear_model.mod	use filter_algorithm option in particle tests	2015-02-09 03:21:25 +01:00
local_state_space_iteration_k_test.mod	New local_state_space_iteration_k MEX, for nonlinear filters at k-order	2019-12-20 11:31:56 +01:00
noisy_ar1.mod	use filter_algorithm option in particle tests	2015-02-09 03:21:25 +01:00
risky.m	correct the name of simulated dataset files.	2016-06-01 16:40:26 +02:00