41 lines
1.9 KiB
C++
41 lines
1.9 KiB
C++
/*
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* Copyright (C) 2009-2017 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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///////////////////////////////////////////////////////////
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// LogLikelihoodSubSample.cpp
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// Implementation of the Class LogLikelihoodSubSample
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// Created on: 14-Jan-2010 22:39:14
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///////////////////////////////////////////////////////////
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#include "LogLikelihoodSubSample.hh"
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LogLikelihoodSubSample::~LogLikelihoodSubSample()
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{
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};
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LogLikelihoodSubSample::LogLikelihoodSubSample(const std::string &basename, EstimatedParametersDescription &INestiParDesc, size_t n_endo, size_t n_exo,
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const std::vector<size_t> &zeta_fwrd_arg, const std::vector<size_t> &zeta_back_arg,
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const std::vector<size_t> &zeta_mixed_arg, const std::vector<size_t> &zeta_static_arg, const double qz_criterium,
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const std::vector<size_t> &varobs, double riccati_tol, double lyapunov_tol, bool noconstant_arg) :
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estiParDesc(INestiParDesc),
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kalmanFilter(basename, n_endo, n_exo, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, qz_criterium,
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varobs, riccati_tol, lyapunov_tol, noconstant_arg), eigQ(n_exo), eigH(varobs.size())
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{
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};
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