Force the weights to sum up to one, and not to the number of particles as in WK (Econometrica 2010).

to set the seed of the random number generators).

equations are approximated at order two around the deterministic steady state.

Cosmetic changes in texinfo headers. Deleted trailing white spaces. Changed the value of show_time in the third internal test.

Added matlab routine to iterate on the state equation approximated at order 2 (needed for nonlinear filters).

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3316 ac1d8469-bf42-47a9-8791-bf33cf982152

_2 = variation around mat var-cov calculations

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3312 ac1d8469-bf42-47a9-8791-bf33cf982152

* Added number of particles (10;-) when calling monte_carlo_gaussian_particle_filter from particle/DsgeLiklihood.
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3233 ac1d8469-bf42-47a9-8791-bf33cf982152

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3232 ac1d8469-bf42-47a9-8791-bf33cf982152

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3222 ac1d8469-bf42-47a9-8791-bf33cf982152

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3142 ac1d8469-bf42-47a9-8791-bf33cf982152

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3139 ac1d8469-bf42-47a9-8791-bf33cf982152

* Renamed gaussian_particle_filter.m. Changed the names of the variables in this file. The 
gaussian nodes are not stored anymore in a big matrix.
* Added a function to compute the cholesky decomposition of a symetric semidefinite positive
matrix.  



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3138 ac1d8469-bf42-47a9-8791-bf33cf982152

* Removed seed from gaussian_particle_filter.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3118 ac1d8469-bf42-47a9-8791-bf33cf982152