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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local_state_space_iteration_2.cc	C++17: use structured bindings instead of std::tie	2019-09-11 16:06:35 +02:00
local_state_space_iteration_k.cc	New local_state_space_iteration_k MEX, for nonlinear filters at k-order	2019-12-20 11:31:56 +01:00