GitLab

Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator)

correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations)

Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file)

covariance matrix F is singular.

C++ Estimation DLL: Adding basic Uniform and Gaussian random number generators to Priors.hh and a basic test routine

Preprocessor: use a sparse representation for the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters

Preprocessor: only compute on demand the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters

steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero

Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing

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ramsey_policy adding printing of steady state value of Lagrange multipliers