Stéphane Adjemian (Charybdis) c1b6a58eb7 Manually revert 05fc096569. ... Robust prediction error covariance matrix computation is now optional (with rescale_prediction_error_covariance option). Closes #1437.		2017-04-27 10:44:27 +02:00
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computeDLIK.m	Reduce memory requirements for analytic Hessian.	2012-08-21 16:00:55 +02:00
kalman_filter.m	Manually revert 05fc096569.	2017-04-27 10:44:27 +02:00
kalman_filter_d.m	Diffuse Kalman filter: add comment for better comparison to Koopman/Durbin (2003) as there is a typo in their paper	2016-11-04 09:21:53 +01:00
kalman_filter_fast.m	Manually revert 05fc096569.	2017-04-27 10:44:27 +02:00
kalman_filter_ss.m	Make multivariate kalman filter and smoother robust to badly scaled covariance matrix of observables.	2015-10-13 17:15:01 +02:00
missing_observations_kalman_filter.m	Manually revert 05fc096569.	2017-04-27 10:44:27 +02:00
missing_observations_kalman_filter_d.m	Diffuse Kalman filter: add comment for better comparison to Koopman/Durbin (2003) as there is a typo in their paper	2016-11-04 09:21:53 +01:00
univariate_computeDLIK.m	Reduce memory requirements for analytic Hessian.	2012-08-21 16:00:55 +02:00
univariate_computeDstate.m	Reduce memory requirements for analytic Hessian.	2012-08-21 16:00:55 +02:00
univariate_kalman_filter.m	Add header info to univariate_kalman_filter.m	2016-08-22 19:24:35 +02:00
univariate_kalman_filter_d.m	Add comment on logic of singularity testing in univariate_kalman_filter_d.m	2016-08-22 19:24:35 +02:00
univariate_kalman_filter_ss.m	Add comments to Kalman filtering routines	2016-08-22 19:24:35 +02:00