dynare/mex/sources/estimation
Sébastien Villemot 75fbd38524 Handle constant in Kalman filter
Previously, the filter was only working with options_.noconstant, i.e. when the
data are centered.
2013-02-07 18:34:17 +01:00
..
libmat Fix compilation errors with GCC 4.7 2012-05-08 16:10:10 +02:00
tests Fix MOD-file name in Kalman tests 2013-01-30 16:44:10 +01:00
utils Make various functions more generic, using templates 2013-01-30 16:43:02 +01:00
DecisionRules.cc C++ DecisionRules: support models with no static variables 2013-02-07 16:03:11 +01:00
DecisionRules.hh Declare libmat destructors virtual 2010-03-08 10:09:45 +00:00
DetrendData.cc Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
DetrendData.hh Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
EstimatedParameter.cc Updated copyright notices 2011-02-04 17:27:33 +01:00
EstimatedParameter.hh Updated copyright notices 2011-02-04 17:27:33 +01:00
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 Updated copyright notices 2011-02-04 17:27:33 +01:00
InitializeKalmanFilter.cc Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
InitializeKalmanFilter.hh Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
KalmanFilter.cc Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
KalmanFilter.hh Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
LogLikelihoodMain.cc Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
LogLikelihoodMain.hh Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
LogLikelihoodSubSample.cc Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
LogLikelihoodSubSample.hh Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
LogPosteriorDensity.cc Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
LogPosteriorDensity.hh Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
LogPriorDensity.cc Update copyright notices 2012-06-08 18:22:34 +02:00
LogPriorDensity.hh Update copyright notices 2012-06-08 18:22:34 +02:00
Makefile.am Fix "make dist" following changes in estimation DLL 2012-02-24 12:21:33 +01:00
ModelSolution.cc Update copyright notices 2012-06-08 18:22:34 +02:00
ModelSolution.hh Make various functions more generic, using templates 2013-01-30 16:43:02 +01:00
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 Updated copyright notices 2011-02-04 17:27:33 +01:00
Proposal.cc Estimation C++ DLL: Adding the new Proposal class with common, adjustable seed for both normal and uniform rng and the associated changes including the removal of now obsolete RandSampler class. 2010-12-24 09:49:59 +00:00
Proposal.hh Updated copyright notices 2011-02-04 17:27:33 +01:00
RandomWalkMetropolisHastings.hh Update copyright notices 2012-06-08 18:22:34 +02:00
logMHMCMCposterior.cc Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00
logposterior.cc Handle constant in Kalman filter 2013-02-07 18:34:17 +01:00