Commits · 7c8f486727082e6ded967762c2a0e134aa786fa1 · Marco Ratto / dynare

28 Jan, 2021 1 commit
- Allow setting initial state for Kalman filter · 7c8f4867
  Johannes Pfeifer authored Jan 18, 2021
```
Supersedes Dynare/dynare!1522
```
  7c8f4867
26 Jan, 2018 2 commits
- Copyright header fix. · 74fc7cc0
  Stéphane Adjemian authored Jan 26, 2018
  
  74fc7cc0
- Add debugging info to Kalman filter routines · b933a440
  Johannes Pfeifer authored Nov 22, 2017 and Stéphane Adjemian committed Jan 26, 2018
  
  b933a440
01 Jun, 2017 1 commit
- Fixed indentation of matlab files. · 99cb7311
  Stéphane Adjemian authored Jun 01, 2017
  
  99cb7311
16 May, 2017 2 commits
- Fixed indentation of matlab files. · 5417b27a
  Stéphane Adjemian authored May 16, 2017
  
  5417b27a
- Fixed copyright notices. · a53636e2
  Stéphane Adjemian authored May 16, 2017
  
  a53636e2
31 Mar, 2017 1 commit
- Make 792924 consistent with cases where Pinf is an empty matrix · 1755192e
  Johannes Pfeifer authored Mar 31, 2017
```
Fixes the crash in `analytic_derivatives/fs2000_analytic_derivation.mod`
```
  1755192e
30 Mar, 2017 1 commit

- test the rank of Pinf in univariate smoother for the subset of observables,... · 792924a3

Marco Ratto authored Mar 30, 2017

- test the rank of Pinf in univariate smoother for the subset of observables, in order to trap cases where this is not already trapped in compute_Pinf_Pstar.m
- issue warning when diffuse steps never end [maybe we should issue an error?]

792924a3

19 Nov, 2016 1 commit
- Fix bug in missing_DiffuseKalmanSmootherH3_Z.m · 1a978e42
  Johannes Pfeifer authored Nov 19, 2016
```
Closes #1339 by properly factorizing computations
```
  1a978e42
14 Nov, 2016 1 commit
- missing_DiffuseKalmanSmootherH3_Z.m: Fix typo in formula that makes tests fail · 46b44cd4
  Johannes Pfeifer authored Nov 14, 2016
  
  46b44cd4
04 Nov, 2016 2 commits
- Add smoothed state uncertainty to Kalman smoother routines · 98cf1bfc
  Johannes Pfeifer authored Oct 31, 2016
  
  98cf1bfc
- Document missing_DiffuseKalmanSmootherH3_Z.m · 8166707d
  Johannes Pfeifer authored Oct 31, 2016
```
Also properly initializes Kinf
```
  8166707d
22 Aug, 2016 1 commit
- Correct header of missing_DiffuseKalmanSmootherH3_Z.m and make sure H is vector · f6145321
  Johannes Pfeifer authored Jun 16, 2016 and Stéphane Adjemian committed Aug 22, 2016
  
  f6145321
04 May, 2016 1 commit
- fix copyright dates · 25121bca
  Houtan Bastani authored May 04, 2016
  
  25121bca
12 Apr, 2016 1 commit
- Document variable ordering in various headers · 98384eb6
  Johannes Pfeifer authored Apr 10, 2016
  
  98384eb6
13 Oct, 2015 1 commit
- proper use on diffuse_kalman_tol in univariate diffuse filter and smoother · 93e7be66
  Marco Ratto authored Oct 13, 2015
  
  93e7be66
03 Apr, 2015 1 commit
- Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines. · 090c4fed
  Stéphane Adjemian authored Apr 03, 2015
  
  090c4fed
04 Nov, 2011 1 commit
- fixed bug for measurement errors returned by smoother · 6eb16f06
  Michel Juillard authored Nov 04, 2011
  
  6eb16f06
25 Mar, 2011 1 commit
- more bug corrections in smoother routines · 78d88290
  MichelJuillard authored Mar 25, 2011
  
  78d88290
24 Mar, 2011 1 commit

removing useless 'd' output argument from the Kalman smoother functions.... · 5f8b5fa4

MichelJuillard authored Mar 24, 2011

removing useless 'd' output argument from the Kalman smoother functions. Removed global initialization of options_.diffuse_d. Fixed minor bugs in Kalman smoother functions.

5f8b5fa4

10 Feb, 2011 1 commit
- use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in... · 43479f6e
  Houtan Bastani authored Feb 10, 2011
```
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
```
  43479f6e
04 Feb, 2011 1 commit
- Updated copyright notices · 02652f6e
  Sébastien Villemot authored Feb 04, 2011
  
  02652f6e
18 Jan, 2011 1 commit
- bug correction for diffuse smoother · 1db24b31
  Michel Juillard authored Jan 18, 2011
  
  1db24b31
13 Jan, 2011 1 commit

- added schur_statespace_transformation.m to factor it out of DsgeLikelihood.m and DsgeSmoother.m · e2a1d77f

Michel Juillard authored Jan 13, 2011

  and corrected a bug in the code
- added missing functions missing_DiffuseKalmanSmootherH1_Z.m (multivariate version) and
                          missing_DiffuseKalmanSmootherH3_Z.m (univariate version)
- use only these two versions of the Kalman smoother in DsgeSmoother.m

e2a1d77f

13 Feb, 2010 1 commit
- Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. · 44623a1d
  Stéphane Adjemian (Karaba) authored Feb 13, 2010
  
  44623a1d
12 Feb, 2010 1 commit
- Bug fix and efficiency changes in smoothing routines. · a83c0e68
  Stéphane Adjemian (Charybdis) authored Feb 12, 2010
  
  a83c0e68
16 Dec, 2009 1 commit
- Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle · 502e3e1d
  sebastien authored Dec 16, 2009
```
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
```
  502e3e1d
14 Mar, 2009 1 commit

v4.1: Ondra's changes to make smoothing faster in large models. Still needs to... · 48d00e3a

michel authored Mar 14, 2009

v4.1: Ondra's changes to make smoothing faster in large models. Still needs to be ported to other smoother routines

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2466 ac1d8469-bf42-47a9-8791-bf33cf982152

48d00e3a

03 Dec, 2008 1 commit
- various bug fixes for filter and smoother with missing observations · bf65cb4f
  michel authored Dec 03, 2008
```
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2282 ac1d8469-bf42-47a9-8791-bf33cf982152
```
  bf65cb4f
01 Dec, 2008 1 commit

adding missing data smoother + small corrections · 70665164

michel authored Dec 01, 2008

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2278 ac1d8469-bf42-47a9-8791-bf33cf982152

70665164

26 Oct, 2008 1 commit

· ae0c71bf

michel authored Oct 26, 2008

correcting bugs in Kalman Smoother

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2198 ac1d8469-bf42-47a9-8791-bf33cf982152

ae0c71bf

14 Sep, 2008 1 commit

bugs correction in diffuse filter · 68d00f20

michel authored Sep 14, 2008

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2064 ac1d8469-bf42-47a9-8791-bf33cf982152

68d00f20

04 Sep, 2008 1 commit

- updated dynare_m.exe (for old changes, unrelated to current modifications) · 77858192

michel authored Sep 04, 2008

- added missing smoother function (DiffuseKalmanSmootherH3corr_Z.m is still missing)
- added computation of updated variable in smoother functions
- used same names for variables computed by smoother when results are only for posterior mode or for all posterior distribution

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2032 ac1d8469-bf42-47a9-8791-bf33cf982152

77858192

26 Aug, 2008 1 commit

a is E_t Y_t and a1 is E_t Y_{t+1}; function returns a · 999d95cb

michel authored Aug 26, 2008

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2004 ac1d8469-bf42-47a9-8791-bf33cf982152

999d95cb

01 Aug, 2008 1 commit
- v4 matlab: fixed some existing copyright headers (and some other minor header issues) · db503684
  sebastien authored Aug 01, 2008
```
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
```
  db503684
01 May, 2008 1 commit

v4: fixed bug concerning handling of filter decomposition (decomp) in... · 6352e90b

michel authored May 01, 2008

v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1814 ac1d8469-bf42-47a9-8791-bf33cf982152

6352e90b

16 Apr, 2008 1 commit

v4 diffuse smoother: added initialization d=0 · e59b3c13

michel authored Apr 16, 2008

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1804 ac1d8469-bf42-47a9-8791-bf33cf982152

e59b3c13

04 Feb, 2008 1 commit

v4: more changes related to new filter · 2f3767d3

michel authored Feb 04, 2008

more variables returned by the smoother saved in oo_
DiffuseKalmanSmoother1_Z.m isn't finished yet

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1689 ac1d8469-bf42-47a9-8791-bf33cf982152

2f3767d3

31 Jan, 2008 1 commit

v4 bug corrections for new diffuse algorithm · a34ce9e3

michel authored Jan 31, 2008

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1684 ac1d8469-bf42-47a9-8791-bf33cf982152

a34ce9e3

30 Jan, 2008 1 commit
- v4 bug correction and correct smoother for new diffuse algorithm · 4443d561
  michel authored Jan 30, 2008
```
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1682 ac1d8469-bf42-47a9-8791-bf33cf982152
```
  4443d561