Skip to content
  • Sébastien Villemot's avatar
    New local_state_space_iteration_k MEX, for nonlinear filters at k-order · 996bdd6c
    Sébastien Villemot authored and Stéphane Adjemian's avatar Stéphane Adjemian committed
    It applies the approximated policy function to a set of particles, using
    Dynare++ routines.
    
    There is support for parallelization, using Dynare++ multithreading
    model (itself based on C++11 threads; we don’t use OpenMP because it is
    incompatible with MKL). For the time being, default to a single thread. This
    should be later refined through empirical testing.
    996bdd6c