Commits · 84d213ea3e705f36871bc8f960d175a330fd71de · Dynare / particles

18 May, 2017 2 commits
- Fixed copyright notices. · 84d213ea
  Stéphane Adjemian authored May 18, 2017
  
  84d213ea
- Fixed indentation. · 4921000f
  Stéphane Adjemian authored May 18, 2017
  
  4921000f
23 Mar, 2017 1 commit
- update call to dyn_saveas · 823d9474
  Houtan Bastani authored Mar 23, 2017
  
  823d9474
22 Mar, 2017 1 commit
- update call to dyn_figure · 20978ce1
  Houtan Bastani authored Mar 22, 2017
  
  20978ce1
15 Mar, 2017 1 commit
- Merge pull request #8 from JohannesPfeifer/patch-3 · 79b42ec9
  Stéphane Adjemian authored Mar 15, 2017
```
Properly terminate nonlinear_kalman_filter if non-positive definite m…
```
  79b42ec9
23 Jan, 2017 1 commit
- Properly terminate nonlinear_kalman_filter if non-positive definite matrices are encountered · ddc5b5b6
  Johannes Pfeifer authored Jan 23, 2017
```
Otherwise, crashes can happen during mode-finding
```
  ddc5b5b6
30 Jun, 2016 2 commits
- Fix a bug in the predictive density calculation. · 285d5c17
  Frédéric Karamé authored Jun 30, 2016
  
  285d5c17
- Modifications to facilitate Cholesky of states variances. · 6d1036b7
  Frédéric Karamé authored Jun 30, 2016
  
  6d1036b7
14 Jun, 2016 1 commit
- fix latex file ending for linux compilation · 0fbab3d4
  Houtan Bastani authored Jun 14, 2016
  
  0fbab3d4
01 Jun, 2016 5 commits
- Fixed bug on a structure name. · 81c606ab
  Frédéric Karamé authored Jun 01, 2016
  
  81c606ab
- Modification of a structure name when calling incremental_weights. · 30540e39
  Frédéric Karamé authored Jun 01, 2016
  
  30540e39
- Fixed bug on structure name. · a9800bef
  Frédéric Karamé authored Jun 01, 2016
  
  a9800bef
- Changed logic for setting weights method in CPF. · af66ea9c
  Stéphane Adjemian authored Jun 01, 2016
  
  af66ea9c
- Renamed matlab routine. · 8c656316
  Stéphane Adjemian authored Jun 01, 2016
  
  8c656316
04 Dec, 2015 5 commits
- Add the possibility of Gaussian-Mixture Particle Filter without resampling. · a73e4d94
  Frédéric Karamé authored Dec 04, 2015
  
  a73e4d94
- Make the distinction between original Amisano and Tristani's way to calculate... · a6a3e1b1
  Frédéric Karamé authored Dec 04, 2015
```
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 Dec 04, 2015
  
  c8c14f42
- Correct the auxiliary filter part. · c50392de
  Frédéric Karamé authored Dec 04, 2015
  
  c50392de
- Fix a bug in the gaussian density calculation. · 7dbc2acc
  Frédéric Karamé authored Dec 04, 2015
  
  7dbc2acc
20 Oct, 2015 1 commit
- Fix the calculation of the likelihood on the APF. · 8d401a22
  Frédéric Karamé authored Oct 20, 2015
  
  8d401a22
09 Oct, 2015 1 commit
- Add the possibility to use an sparse-grid Kalman filter with approximation at order 2. · 5922f881
  Frédéric Karamé authored Oct 09, 2015
  
  5922f881
07 Oct, 2015 2 commits
- Minor modifications in the inputs of the function. · f37094b2
  Frédéric Karamé authored Oct 07, 2015
  
  f37094b2
- Correction on a bug and extension of the original paper for the calculation of incremental weights. · 18059c01
  Frédéric Karamé authored Oct 07, 2015
  
  18059c01
06 Oct, 2015 2 commits
- Modify the inputs of gaussian_density. · 5b5e88b5
  Frédéric Karamé authored Oct 06, 2015
  
  5b5e88b5
- fix a bug on format matrix. · 93039cd9
  Frédéric Karamé authored Oct 06, 2015
  
  93039cd9
02 Oct, 2015 2 commits
- Fix a bug in likelihood calculation. · 04ad104b
  Frédéric Karamé authored Oct 02, 2015
  
  04ad104b
- Modify the weights to prevent crash in the cholesky of the covariance. · cdc7f6dd
  Frédéric Karamé authored Oct 02, 2015
  
  cdc7f6dd
12 Aug, 2015 1 commit
- Merge pull request #6 from JohannesPfeifer/patch-1 · 7235de43
  Stéphane Adjemian authored Aug 12, 2015
```
Reflect new input argument of lyapunov_symm.m of Dynare
```
  7235de43
24 Jul, 2015 1 commit
- Reflect new input argument of lyapunov_symm.m of Dynare · 5220ec2a
  Johannes Pfeifer authored Jul 24, 2015
```
Related to https://github.com/DynareTeam/dynare/pull/983
```
  5220ec2a
28 May, 2015 1 commit
- Cosmetic change (display of online approach progress). · 12a5e664
  Stéphane Adjemian authored May 28, 2015
  
  12a5e664
27 May, 2015 2 commits
- update the function to the recent modifications in dynare_estimation. · 3e22ed1b
  Frédéric Karamé authored May 27, 2015
  
  3e22ed1b
- simplification of gaussian mixtures · c89801b2
  Frédéric Karamé authored May 27, 2015
  
  c89801b2
15 Apr, 2015 1 commit
- adapt the code to dynare evolutions · ef042694
  Frédéric Karamé authored Apr 15, 2015
  
  ef042694
28 Jan, 2015 1 commit
- fix a bug in the indices of the proposal calculations. · 5cd887b0
  Frédéric Karamé authored Jan 28, 2015
  
  5cd887b0
23 Jan, 2015 2 commits
- factorize some codes across options and modify the definition of mixtures. · ec4f2da2
  Frédéric Karamé authored Jan 23, 2015
  
  ec4f2da2
- factorize some codes across options. · 6e7090f1
  Frédéric Karamé authored Jan 23, 2015
  
  6e7090f1
14 Jan, 2015 2 commits
- Delete resampling possibility in gaussian particle filter · 2995562e
  Frédéric Karamé authored Jan 14, 2015
  
  2995562e
- Fix bug on gaussian filter for the option distribution_approximation=montecarlo · 5880db75
  Frédéric Karamé authored Jan 14, 2015
  
  5880db75
07 Jan, 2015 2 commits
- Remove de index_resample.m file used in the auxiliary particle filter and replaced by reample.m · d974c77d
  Frédéric Karamé authored Jan 07, 2015
  
  d974c77d
- Reintroduction of pruning and of options to build the sufficient statistics in... · aad6c297
  Frédéric Karamé authored Jan 07, 2015
```
Reintroduction of pruning and of options to build the sufficient statistics in the auxiliary particle filter
```
  aad6c297