Commits · fbec03fe1cd9b39d9e4c70b5ed88fe328b58019a · Dóra Kocsis / dynare · GitLab

24 Jun, 2013 1 commit
- Fixed bug related to the shape of the weights vector in paricle filter with pruning. · fbec03fe
  Stéphane Adjemian authored Jun 24, 2013
  
  fbec03fe
20 Jun, 2013 2 commits
- Fixed typo. · 78a1607b
  Stéphane Adjemian authored Jun 20, 2013
  
  78a1607b
- Removed useless line. · ea920649
  Stéphane Adjemian authored Jun 20, 2013
  
  ea920649
18 Jun, 2013 1 commit
- Bug fixes. · 8820c63f
  Frédéric Karamé authored Jun 18, 2013
  
  8820c63f
12 Apr, 2013 2 commits
- add comments · c85f27b9
  Frédéric Karamé authored Apr 12, 2013
  
  c85f27b9
- factorization of the Neff routine · ae558842
  Frédéric Karamé authored Apr 12, 2013
  
  ae558842
15 Feb, 2013 2 commits
- fix copyright dates · 4fa14176
  Houtan Bastani authored Feb 15, 2013
  
  4fa14176
- modification in the call of resampling: only one call now · 155f6f3b
  Frédéric Karamé authored Jan 28, 2013
  
  155f6f3b
05 Feb, 2013 1 commit
- Removed call to gaussian_filter_bank routine in sequantial_importance_particle_filter. · f0ef6c93
  Stéphane Adjemian authored Feb 05, 2013
  
  f0ef6c93
16 Nov, 2012 3 commits
- typo fixed. · 35c77c2e
  Frédéric Karamé authored Nov 16, 2012
  
  35c77c2e
- bug fixed. · 915a203a
  Frédéric Karamé authored Nov 16, 2012
  
  915a203a
- fixed bug in calculation of observed mean and variance + add the possibility for smooth resampling · eb9bc512
  Frédéric Karamé authored Nov 16, 2012
  
  eb9bc512
07 Nov, 2012 2 commits
- Put back pruning in particle filter (implemented in sequential_importance_particle_filter). · 4604148d
  Stéphane Adjemian authored Nov 07, 2012
  
  4604148d
- Fixed issue with weights when computing first and second order moments. · c7bd0522
  Stéphane Adjemian authored Nov 07, 2012
  
  c7bd0522
08 Jun, 2012 1 commit
- Update copyright notices · 1f9cea66
  Sébastien Villemot authored Jun 08, 2012
  
  1f9cea66
04 May, 2012 1 commit
- Fixed bug related to the resampling of the particles. · ac2fa68b
  Stéphane Adjemian authored May 04, 2012
  
  ac2fa68b
30 Mar, 2012 3 commits
- Cosmetic changes. · 795d0fce
  Stéphane Adjemian authored Mar 30, 2012
  
  795d0fce
- Added smooth resampling. · 6c6b6293
  Stéphane Adjemian authored Mar 30, 2012
  
  6c6b6293
- Fixed bug in the evaluation of the likelihood. · 294dbdc5
  Stéphane Adjemian authored Mar 30, 2012
  
  294dbdc5
12 Mar, 2012 1 commit
- Added a commented line to print the effective number of particles if needed. · 4aedf7e9
  Stéphane Adjemian authored Mar 09, 2012
  
  4aedf7e9
09 Mar, 2012 2 commits
- Fixed bug. · 1ac55d8b
  Stéphane Adjemian authored Mar 09, 2012
  
  1ac55d8b
- Added an option for the threshold level of neff in the generic case of the resampling routines. · ec9b4742
  Stéphane Adjemian authored Mar 09, 2012
  
  ec9b4742
08 Mar, 2012 1 commit
- Force the weights to sum up to one, and not to the number of particles as in... · f12e8a37
  Stéphane Adjemian authored Mar 08, 2012
```
Force the weights to sum up to one, and not to the number of particles as in WK (Econometrica 2010).
```
  f12e8a37
05 Mar, 2012 2 commits
- Parallelization of local_state_space_iteration_2 (used in non linear filters). · a2f3a536
  Stéphane Adjemian authored Mar 05, 2012
  
  a2f3a536
- Fixed compatibility issue with octave (use set_dynare_seed routine instead of the matlab's commands · 0d58e185
  Stéphane Adjemian authored Mar 05, 2012
```
to set the seed of the random number generators).
```
  0d58e185
04 Mar, 2012 3 commits
- Added option for kitagawa/stratified approach in traditional resampling. · 724b9941
  Stéphane Adjemian authored Mar 03, 2012
  
  724b9941
- Bug fix. Added missing input (method specification) to the resampling routine. · 3b471e3a
  Stéphane Adjemian authored Mar 03, 2012
  
  3b471e3a
- Deleted trailing white spaces. · 13f1e62d
  Stéphane Adjemian authored Mar 03, 2012
  
  13f1e62d
11 Jan, 2012 1 commit
- Added sequential importance particle filter routine. · 83bfaa81
  Stéphane Adjemian authored Jan 07, 2012
  
  83bfaa81