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Dynare
particles
Commits
84d213ea
Commit
84d213ea
authored
May 18, 2017
by
Stéphane Adjemian
Browse files
Fixed copyright notices.
parent
4921000f
Changes
28
Hide whitespace changes
Inline
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src/auxiliary_initialization.m
View file @
84d213ea
...
@@ -2,7 +2,7 @@ function initial_distribution = auxiliary_initialization(ReducedForm,Y,start,Par
...
@@ -2,7 +2,7 @@ function initial_distribution = auxiliary_initialization(ReducedForm,Y,start,Par
% Evaluates the likelihood of a nonlinear model with a particle filter allowing eventually resampling.
% Evaluates the likelihood of a nonlinear model with a particle filter allowing eventually resampling.
% Copyright (C) 2011-201
4
Dynare Team
% Copyright (C) 2011-201
7
Dynare Team
%
%
% This file is part of Dynare (particles module).
% This file is part of Dynare (particles module).
%
%
...
...
src/auxiliary_particle_filter.m
View file @
84d213ea
...
@@ -3,7 +3,7 @@ function [LIK,lik] = auxiliary_particle_filter(ReducedForm,Y,start,ParticleOptio
...
@@ -3,7 +3,7 @@ function [LIK,lik] = auxiliary_particle_filter(ReducedForm,Y,start,ParticleOptio
% Evaluates the likelihood of a nonlinear model with the auxiliary particle filter
% Evaluates the likelihood of a nonlinear model with the auxiliary particle filter
% allowing eventually resampling.
% allowing eventually resampling.
%
%
% Copyright (C) 2011-201
5
Dynare Team
% Copyright (C) 2011-201
7
Dynare Team
%
%
% This file is part of Dynare (particles module).
% This file is part of Dynare (particles module).
%
%
...
...
src/conditional_filter_proposal.m
View file @
84d213ea
...
@@ -18,7 +18,7 @@ function [ProposalStateVector,Weights] = conditional_filter_proposal(ReducedForm
...
@@ -18,7 +18,7 @@ function [ProposalStateVector,Weights] = conditional_filter_proposal(ReducedForm
%
%
% NOTES
% NOTES
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% Copyright (C) 2012-201
3
Dynare Team
% Copyright (C) 2012-201
7
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/conditional_particle_filter.m
View file @
84d213ea
...
@@ -37,7 +37,7 @@ function [LIK,lik] = conditional_particle_filter(ReducedForm,Y,start,ParticleOpt
...
@@ -37,7 +37,7 @@ function [LIK,lik] = conditional_particle_filter(ReducedForm,Y,start,ParticleOpt
%
%
% NOTES
% NOTES
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% Copyright (C) 2009-201
0
Dynare Team
% Copyright (C) 2009-201
7
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/fit_gaussian_mixture.m
View file @
84d213ea
function
[
StateMu
,
StateSqrtP
,
StateWeights
]
=
fit_gaussian_mixture
(
X
,
X_weights
,
StateMu
,
StateSqrtP
,
StateWeights
,
crit
,
niters
,
check
)
function
[
StateMu
,
StateSqrtP
,
StateWeights
]
=
fit_gaussian_mixture
(
X
,
X_weights
,
StateMu
,
StateSqrtP
,
StateWeights
,
crit
,
niters
,
check
)
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013
-2017
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/gaussian_densities.m
View file @
84d213ea
...
@@ -19,7 +19,7 @@ function IncrementalWeights = gaussian_densities(obs,mut_t,sqr_Pss_t_t,st_t_1,sq
...
@@ -19,7 +19,7 @@ function IncrementalWeights = gaussian_densities(obs,mut_t,sqr_Pss_t_t,st_t_1,sq
%
%
% NOTES
% NOTES
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% Copyright (C) 2009-201
0
Dynare Team
% Copyright (C) 2009-201
7
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/gaussian_filter.m
View file @
84d213ea
...
@@ -30,7 +30,7 @@ function [LIK,lik] = gaussian_filter(ReducedForm, Y, start, ParticleOptions, Thr
...
@@ -30,7 +30,7 @@ function [LIK,lik] = gaussian_filter(ReducedForm, Y, start, ParticleOptions, Thr
%
%
% NOTES
% NOTES
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% Copyright (C) 2009-201
5
Dynare Team
% Copyright (C) 2009-201
7
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/gaussian_filter_bank.m
View file @
84d213ea
...
@@ -19,7 +19,7 @@ function [PredictedStateMean,PredictedStateVarianceSquareRoot,StateVectorMean,St
...
@@ -19,7 +19,7 @@ function [PredictedStateMean,PredictedStateVarianceSquareRoot,StateVectorMean,St
%
%
% NOTES
% NOTES
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% Copyright (C) 2009-201
2
Dynare Team
% Copyright (C) 2009-201
7
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/gaussian_mixture_densities.m
View file @
84d213ea
...
@@ -21,7 +21,7 @@ function IncrementalWeights = gaussian_mixture_densities(obs,StateMuPrior,State
...
@@ -21,7 +21,7 @@ function IncrementalWeights = gaussian_mixture_densities(obs,StateMuPrior,State
%
%
% NOTES
% NOTES
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% Copyright (C) 2009-201
2
Dynare Team
% Copyright (C) 2009-201
7
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/gaussian_mixture_filter.m
View file @
84d213ea
...
@@ -35,7 +35,7 @@ function [LIK,lik] = gaussian_mixture_filter(ReducedForm,Y,start,ParticleOptions
...
@@ -35,7 +35,7 @@ function [LIK,lik] = gaussian_mixture_filter(ReducedForm,Y,start,ParticleOptions
%
%
% NOTES
% NOTES
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% Copyright (C) 2009-201
3
Dynare Team
% Copyright (C) 2009-201
7
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/gaussian_mixture_filter_bank.m
View file @
84d213ea
...
@@ -23,7 +23,7 @@ function [StateMuPrior,StateSqrtPPrior,StateWeightsPrior,StateMuPost,StateSqrtPP
...
@@ -23,7 +23,7 @@ function [StateMuPrior,StateSqrtPPrior,StateWeightsPrior,StateMuPost,StateSqrtPP
%
%
% NOTES
% NOTES
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% Copyright (C) 2009-201
2
Dynare Team
% Copyright (C) 2009-201
7
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/importance_sampling.m
View file @
84d213ea
function
State_Particles
=
importance_sampling
(
StateMuPost
,
StateSqrtPPost
,
StateWeightsPost
,
numP
)
function
State_Particles
=
importance_sampling
(
StateMuPost
,
StateSqrtPPost
,
StateWeightsPost
,
numP
)
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013
-2017
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/measurement_equations.m
View file @
84d213ea
function
measure
=
measurement_equations
(
StateVectors
,
ReducedForm
,
ThreadsOptions
)
function
measure
=
measurement_equations
(
StateVectors
,
ReducedForm
,
ThreadsOptions
)
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013
-2017
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/multivariate_smooth_resampling.m
View file @
84d213ea
...
@@ -38,7 +38,7 @@ function new_particles = multivariate_smooth_resampling(particles,weights)
...
@@ -38,7 +38,7 @@ function new_particles = multivariate_smooth_resampling(particles,weights)
%!
@end
deftypefn
%!
@end
deftypefn
%
@eod
:
%
@eod
:
%
Copyright
(
C
)
2012
-
201
3
Dynare
Team
%
Copyright
(
C
)
2012
-
201
7
Dynare
Team
%
%
%
This
file
is
part
of
Dynare
.
%
This
file
is
part
of
Dynare
.
%
%
...
...
src/mykmeans.m
View file @
84d213ea
function
[
c
,
SqrtVariance
,
Weights
]
=
mykmeans
(
x
,
g
,
init
,
cod
)
function
[
c
,
SqrtVariance
,
Weights
]
=
mykmeans
(
x
,
g
,
init
,
cod
)
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013
-2017
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/neff.m
View file @
84d213ea
function
n
=
neff
(
w
)
function
n
=
neff
(
w
)
% Evaluates the criterion for resampling
% Evaluates the criterion for resampling
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013
-2014
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/nonlinear_kalman_filter.m
View file @
84d213ea
...
@@ -30,7 +30,7 @@ function [LIK,lik] = nonlinear_kalman_filter(ReducedForm, Y, start, ParticleOpti
...
@@ -30,7 +30,7 @@ function [LIK,lik] = nonlinear_kalman_filter(ReducedForm, Y, start, ParticleOpti
%
%
% NOTES
% NOTES
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% The vector "lik" is used to evaluate the jacobian of the likelihood.
% Copyright (C) 2009-201
5
Dynare Team
% Copyright (C) 2009-201
7
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/probability.m
View file @
84d213ea
function
[
prior
,
likelihood
,
C
,
posterior
]
=
probability
(
mu
,
sqrtP
,
prior
,
X
)
function
[
prior
,
likelihood
,
C
,
posterior
]
=
probability
(
mu
,
sqrtP
,
prior
,
X
)
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013
-2017
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/probability2.m
View file @
84d213ea
...
@@ -14,7 +14,7 @@ function [density] = probability2(mu,S,X)
...
@@ -14,7 +14,7 @@ function [density] = probability2(mu,S,X)
%
%
% NOTES
% NOTES
%
%
% Copyright (C) 2009-201
2
Dynare Team
% Copyright (C) 2009-201
7
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
src/probability3.m
View file @
84d213ea
function
[
prior
,
likelihood
,
C
,
posterior
]
=
probability3
(
mu
,
sqrtP
,
prior
,
X
,
X_weights
)
function
[
prior
,
likelihood
,
C
,
posterior
]
=
probability3
(
mu
,
sqrtP
,
prior
,
X
,
X_weights
)
% Copyright (C) 2013 Dynare Team
% Copyright (C) 2013
-2017
Dynare Team
%
%
% This file is part of Dynare.
% This file is part of Dynare.
%
%
...
...
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