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libmat
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Estimation DLL, QRDecomposition: removed unused data members
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2010-12-17 10:52:00 +01:00 |
tests
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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.
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2010-12-24 09:49:59 +00:00 |
utils
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Make sure "min" and "max" macros are never defined under Windows, this can create conflicts with "std::min" and "std::max"
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2010-10-29 12:01:47 +02:00 |
DecisionRules.cc
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Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E)
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2010-12-13 17:15:08 +01:00 |
DecisionRules.hh
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Declare libmat destructors virtual
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2010-03-08 10:09:45 +00:00 |
DetrendData.cc
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Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
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2010-06-11 19:11:27 +02:00 |
DetrendData.hh
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Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
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2010-06-11 19:11:27 +02:00 |
EstimatedParameter.cc
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Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing
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2010-06-02 13:38:27 +01:00 |
EstimatedParameter.hh
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Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator)
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2010-06-10 19:13:20 +02:00 |
EstimatedParametersDescription.cc
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Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods()
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2010-06-11 18:03:14 +02:00 |
EstimatedParametersDescription.hh
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Estimation DLL: bugfixes in LogLikelihoodMain
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2010-06-10 19:13:20 +02:00 |
EstimationSubsample.cc
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Estimation: Update of main files
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2010-05-07 16:08:58 +01:00 |
EstimationSubsample.hh
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Estimation DLL: bugfixes in LogLikelihoodMain
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2010-06-10 19:13:20 +02:00 |
InitializeKalmanFilter.cc
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Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
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2010-06-11 19:11:27 +02:00 |
InitializeKalmanFilter.hh
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Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
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2010-06-11 19:11:27 +02:00 |
KalmanFilter.cc
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Estimation C++ DLL: Bug fixing in KalmanFilter.cc - re-setting a_init and some minor refactoring and tidying up
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2010-12-17 09:02:24 +00:00 |
KalmanFilter.hh
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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
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2010-09-03 11:17:50 +01:00 |
LogLikelihoodMain.cc
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Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
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2010-06-11 19:11:27 +02:00 |
LogLikelihoodMain.hh
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Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
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2010-06-11 19:11:27 +02:00 |
LogLikelihoodSubSample.cc
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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!
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2010-12-07 23:03:11 +00:00 |
LogLikelihoodSubSample.hh
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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!
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2010-12-07 23:03:11 +00:00 |
LogPosteriorDensity.cc
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C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
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2010-07-08 09:56:19 +01:00 |
LogPosteriorDensity.hh
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C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
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2010-07-08 09:56:19 +01:00 |
LogPriorDensity.cc
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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
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2010-09-03 11:17:50 +01:00 |
LogPriorDensity.hh
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C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
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2010-07-08 09:56:19 +01:00 |
Makefile.am
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Another build system fix
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2010-12-28 10:50:51 +01:00 |
ModelSolution.cc
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Estimation DLL: make it compatible with changes introduced in 648c3cd177 + code simplification
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2010-09-20 19:25:31 +02:00 |
ModelSolution.hh
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Estimation DLL, ModelSolution class: make llxSteadyState a data member
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2010-06-11 14:54:10 +02:00 |
Prior.cc
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Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
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2010-06-11 19:18:16 +02:00 |
Prior.hh
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C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
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2010-07-08 09:56:19 +01:00 |
Proposal.cc
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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.
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2010-12-24 09:49:59 +00:00 |
Proposal.hh
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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.
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2010-12-24 09:49:59 +00:00 |
RandomWalkMetropolisHastings.cc
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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.
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2010-12-24 09:49:59 +00:00 |
RandomWalkMetropolisHastings.hh
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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.
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2010-12-24 09:49:59 +00:00 |
logMHMCMCposterior.cc
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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.
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2010-12-24 09:49:59 +00:00 |
logposterior.cc
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logposterior: remove instances of mexErrMsgTxt
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2010-09-23 10:44:22 +02:00 |