GitLab

It is now supported by the MATLAB editor (as of R2022a).

online_auxiliary_filter.m: fix infinite loop

See merge request !15

Alternative samplers: header fixes and indentation

See merge request !13

Remove redundant options output

See merge request !12

The plot showing the evolution, along the sample, of thye particles
was crashing because of a missing function.

Bug fixes for online filter

See merge request !11

Port state variance initialization fix from dynare@dab5d380

auxiliary_particle_filter.m: set undefined variable

Closes dynare#1718

See merge request !10

Closes dynare#1718

Consistently use LaTeX labels in figures instead of relying on psfrag

See merge request !9

Ref. dynare#1673

Ref. dynare#1673

Ref. dynare#1673

Ref. dynare#1673

Ref. dynare#1673

Ref. dynare#1673

 - Rewrote doc headers
 - Changed function signatures
 - Removed persistent variables
 - Compute the mode of the particle weights
 - Return the covariance matrix of the particles in the last period
 - Various cosmetic changes

include parallelisation, correction of the likelihood calculation for the Amisano and Tristani option and the possibility of monte carlo draws for the proposal.