-
- Downloads
Reduce memory requirements for analytic Hessian.
Tested with QUEST III (Ratto et al. 2009): 63 params and 59 state dimension. (cherry picked from commit 6b913013)
Showing
- matlab/dsge_likelihood.m 27 additions, 28 deletionsmatlab/dsge_likelihood.m
- matlab/getH.m 324 additions, 112 deletionsmatlab/getH.m
- matlab/hessian_sparse.m 81 additions, 0 deletionsmatlab/hessian_sparse.m
- matlab/kalman/likelihood/computeDLIK.m 34 additions, 26 deletionsmatlab/kalman/likelihood/computeDLIK.m
- matlab/kalman/likelihood/univariate_computeDLIK.m 35 additions, 12 deletionsmatlab/kalman/likelihood/univariate_computeDLIK.m
- matlab/kalman/likelihood/univariate_computeDstate.m 9 additions, 7 deletionsmatlab/kalman/likelihood/univariate_computeDstate.m
- matlab/thet2tau.m 6 additions, 2 deletionsmatlab/thet2tau.m
Loading
Please register or sign in to comment