Commit 996bdd6c authored by Committed by Stéphane Adjemian
New local_state_space_iteration_k MEX, for nonlinear filters at k-order
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.
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