Commits · 7c8518731911d98ab1322894d49500638ae201a5 · Mark Song / particles

10 Sep, 2018 1 commit
- Update URLs for the move to GitLab · 7c851873
  Sébastien Villemot authored Sep 10, 2018
  
  7c851873
28 Jun, 2018 3 commits
- include modifications for parallelisation. · 66867386
  Frédéric Karamé authored Jun 28, 2018
  
  66867386
- include parallelisation, correction of the likelihood calculation for the... · fb7ec278
  Frédéric Karamé authored Jun 28, 2018
```
include parallelisation, correction of the likelihood calculation for the Amisano and Tristani option and the possibility of monte carlo draws for the proposal.
```
  fb7ec278
- Replace the likelihood of the mean by the mean of the likelihoods. · 35c3a9fc
  Frédéric Karamé authored Jun 28, 2018
  
  35c3a9fc
13 Jun, 2018 1 commit
- Initial particles are drawn in the prior distribution + bug fixes. · ef22c716
  Frédéric Karamé authored Jun 13, 2018
  
  ef22c716
11 Jun, 2018 1 commit
- Add flags to deal with errors on Cholesky matrices in CPF filter. · 43615ce4
  Frédéric Karamé authored Jun 11, 2018
  
  43615ce4
09 Jun, 2018 1 commit
- Correct the calculation of the incremental weights. · 1f08164b
  Frédéric Karamé authored Jun 09, 2018
  
  1f08164b
08 Jun, 2018 3 commits
- Add the option of Monte Carlo nonlinear Kalman filter. · 28f7c762
  Frédéric Karamé authored Jun 08, 2018
  
  28f7c762
- Add the possibility of proposal approximated with Monte Carlo. · ee6eaa84
  Frédéric Karamé authored Jun 08, 2018
  
  ee6eaa84
- Correct the calculation of the incremental weights. · 427e88e6
  Frédéric Karamé authored Jun 08, 2018
  
  427e88e6
01 Jun, 2018 1 commit
- Added routines for Dynamic Striated Metropolis Hastings. · 857168dd
  Frédéric Karamé authored Jun 01, 2018
  
  857168dd
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
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Properly terminate nonlinear_kalman_filter if non-positive definite m…
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  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
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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
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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
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Reflect new input argument of lyapunov_symm.m of Dynare
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  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