dynare/matlab/kalman
Marco Ratto a6bddb2d57 Improve computation of outer product gradient for univariate Kalman algorithms, by exploiting the larger number of individual densities computed during recursions (used in optimizer number 5). 2014-07-23 16:33:39 +02:00
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likelihood Improve computation of outer product gradient for univariate Kalman algorithms, by exploiting the larger number of individual densities computed during recursions (used in optimizer number 5). 2014-07-23 16:33:39 +02:00
build_selection_matrix.m Updated copyright notices 2011-02-04 17:27:33 +01:00
steady_state_kalman_gain.m Updated copyright notices 2011-02-04 17:27:33 +01:00