Various improvements around particle filtering (!2329) · Merge requests · Dynare / dynare · GitLab

Snippets Groups Projects

Merged Johannes Pfeifer requested to merge JohannesPfeifer/dynare:PF into master 4 months ago

Dec 06, 2024
- online_auxiliary_filter.m: focus in and outputs on actually used arguments · bbcf9fac
  Johannes Pfeifer authored 4 months ago
  
  bbcf9fac
- solve_model_for_online_filter.m: use existing functions to set parameters and check correctness · 9be4dd3f
  Johannes Pfeifer authored 4 months ago
  
  9be4dd3f
- online_auxiliary_filter.m: use dyntable for output · 4ab952f0
  Johannes Pfeifer authored 4 months ago
  
  4ab952f0
- Add integration test for hssmc with particle filter · d76b1a38
  Johannes Pfeifer authored 4 months ago
  
  d76b1a38
Dec 05, 2024
- nonlinear filters: remove persistent variables that cause issues in parallel execution · 1717ea87
  Johannes Pfeifer authored 4 months ago
  
  1717ea87
- Remove unused and broken auxiliary_initialization.m · 9a36d552
  Johannes Pfeifer authored 4 months ago
  
  9a36d552