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Jul 10, 2018
- Replace the likelihood of the mean by the mean of the likelihoods. · 60a1bddc
  Frédéric Karamé authored 6 years ago
  
  (cherry picked from commit 35c3a9fc)
  60a1bddc
- Initial particles are drawn in the prior distribution + bug fixes. · f5af0b46
  Frédéric Karamé authored 6 years ago
  
  (cherry picked from commit ef22c716)
  f5af0b46
- Add flags to deal with errors on Cholesky matrices in CPF filter. · 4f68487f
  Frédéric Karamé authored 6 years ago
  
  (cherry picked from commit 43615ce4)
  4f68487f
- Correct the calculation of the incremental weights. · af44f82a
  Frédéric Karamé authored 6 years ago
  
  (cherry picked from commit 1f08164b)
  af44f82a
- Add the option of Monte Carlo nonlinear Kalman filter. · 31e853bb
  Frédéric Karamé authored 6 years ago
  
  (cherry picked from commit 28f7c762)
  31e853bb
- Add the possibility of proposal approximated with Monte Carlo. · b63e4e7e
  Frédéric Karamé authored 6 years ago
  
  (cherry picked from commit ee6eaa84)
  b63e4e7e
- Correct the calculation of the incremental weights. · f6c9a0f7
  Frédéric Karamé authored 6 years ago
  
  (cherry picked from commit 427e88e6)
  f6c9a0f7
May 18, 2017
- Fixed copyright notices. · 84d213ea
  Stéphane Adjemian authored 7 years ago
  
  84d213ea
- Fixed indentation. · 4921000f
  Stéphane Adjemian authored 7 years ago
  
  4921000f
Mar 23, 2017
- update call to dyn_saveas · 823d9474
  Houtan Bastani authored 8 years ago
  
  823d9474
Mar 22, 2017
- update call to dyn_figure · 20978ce1
  Houtan Bastani authored 8 years ago
  
  20978ce1
Mar 15, 2017
- Merge pull request #8 from JohannesPfeifer/patch-3 · 79b42ec9
  Stéphane Adjemian authored 8 years ago
  
  Properly terminate nonlinear_kalman_filter if non-positive definite m…
  79b42ec9
Jan 23, 2017
- Properly terminate nonlinear_kalman_filter if non-positive definite matrices are encountered · ddc5b5b6
  Johannes Pfeifer authored 8 years ago
  
  Otherwise, crashes can happen during mode-finding
  ddc5b5b6
Jun 30, 2016
- Fix a bug in the predictive density calculation. · 285d5c17
  Frédéric Karamé authored 8 years ago
  
  285d5c17
- Modifications to facilitate Cholesky of states variances. · 6d1036b7
  Frédéric Karamé authored 8 years ago
  
  6d1036b7
Jun 14, 2016
- fix latex file ending for linux compilation · 0fbab3d4
  Houtan Bastani authored 8 years ago
  
  0fbab3d4
Jun 01, 2016
- Fixed bug on a structure name. · 81c606ab
  Frédéric Karamé authored 8 years ago
  
  81c606ab
- Modification of a structure name when calling incremental_weights. · 30540e39
  Frédéric Karamé authored 8 years ago
  
  30540e39
- Fixed bug on structure name. · a9800bef
  Frédéric Karamé authored 8 years ago
  
  a9800bef
- Changed logic for setting weights method in CPF. · af66ea9c
  Stéphane Adjemian authored 8 years ago
  
  af66ea9c
- Renamed matlab routine. · 8c656316
  Stéphane Adjemian authored 8 years ago
  
  8c656316
Dec 04, 2015
- Add the possibility of Gaussian-Mixture Particle Filter without resampling. · a73e4d94
  Frédéric Karamé authored 9 years ago
  
  a73e4d94
- Make the distinction between original Amisano and Tristani's way to calculate... · a6a3e1b1
  Frédéric Karamé authored 9 years ago
  
  Make the distinction between original Amisano and Tristani's way to calculate particles weights and the likelihood (CPF1) and Murray's way (CPF2).
  a6a3e1b1
- Re-activate the option of resampling in Gaussian Particle Filter. · c8c14f42
  Frédéric Karamé authored 9 years ago
  
  c8c14f42
- Correct the auxiliary filter part. · c50392de
  Frédéric Karamé authored 9 years ago
  
  c50392de
- Fix a bug in the gaussian density calculation. · 7dbc2acc
  Frédéric Karamé authored 9 years ago
  
  7dbc2acc
Oct 20, 2015
- Fix the calculation of the likelihood on the APF. · 8d401a22
  Frédéric Karamé authored 9 years ago
  
  8d401a22
Oct 09, 2015
- Add the possibility to use an sparse-grid Kalman filter with approximation at order 2. · 5922f881
  Frédéric Karamé authored 9 years ago
  
  5922f881
Oct 07, 2015
- Minor modifications in the inputs of the function. · f37094b2
  Frédéric Karamé authored 9 years ago
  
  f37094b2
- Correction on a bug and extension of the original paper for the calculation of incremental weights. · 18059c01
  Frédéric Karamé authored 9 years ago
  
  18059c01
Oct 06, 2015
- Modify the inputs of gaussian_density. · 5b5e88b5
  Frédéric Karamé authored 9 years ago
  
  5b5e88b5
- fix a bug on format matrix. · 93039cd9
  Frédéric Karamé authored 9 years ago
  
  93039cd9
Oct 02, 2015
- Fix a bug in likelihood calculation. · 04ad104b
  Frédéric Karamé authored 9 years ago
  
  04ad104b
- Modify the weights to prevent crash in the cholesky of the covariance. · cdc7f6dd
  Frédéric Karamé authored 9 years ago
  
  cdc7f6dd
Aug 12, 2015
- Merge pull request #6 from JohannesPfeifer/patch-1 · 7235de43
  Stéphane Adjemian authored 9 years ago
  
  Reflect new input argument of lyapunov_symm.m of Dynare
  7235de43
Jul 24, 2015
- Reflect new input argument of lyapunov_symm.m of Dynare · 5220ec2a
  Johannes Pfeifer authored 9 years ago
  
  Related to https://github.com/DynareTeam/dynare/pull/983
  5220ec2a
May 28, 2015
- Cosmetic change (display of online approach progress). · 12a5e664
  Stéphane Adjemian authored 9 years ago
  
  12a5e664
May 27, 2015
- update the function to the recent modifications in dynare_estimation. · 3e22ed1b
  Frédéric Karamé authored 9 years ago
  
  3e22ed1b
- simplification of gaussian mixtures · c89801b2
  Frédéric Karamé authored 9 years ago
  
  c89801b2
Apr 15, 2015
- adapt the code to dynare evolutions · ef042694
  Frédéric Karamé authored 10 years ago
  
  ef042694