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Releases: FRBNY-DSGE/StateSpaceRoutines.jl

v0.4.3

10 Feb 21:05
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  • Tempered Particle Filter runs correctly in parallel with DistributedArrays.
  • Extensive tests for Tempered Particle Filter when run in parallel.
  • Sped up computation when there's only 1 state and shock.

v0.4.2

12 Aug 19:46
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Fix Tempered Particle Filter when run in parallel with multiple nodes.

v0.4.1

01 Mar 23:46
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  • Fix Koopman disturbance smoother when Z is time-varying.
  • Add further tests in time-varying cases.

v0.4.0

19 Feb 20:07
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  • Fix all smoothers to allow for time variation in any component of a Gaussian linear state space system. Previous attempts were
    incorrect.

v0.3.4

05 Jan 15:21
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  • Generalize Durbin-Koopman smoother to allow temporary time variation in CCC

v0.3.3

08 Aug 14:32
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  • Remove DSGE.jl from dependencies

v0.3.2

22 Jul 02:22
35870a2
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  • Update compatibility to Julia 1.x

v0.3.1

03 Feb 19:07
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v0.3.1 (2020-02-03)

  • Fix Kalman filter regime-switching bug.
  • Don't export resample method; resolves compatibility issue with SMC.jl in DSGE.jl.

Diff since v0.3.0

v0.3.0

10 Dec 19:43
v0.3.0
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v0.3.0 (2019-12-10)

  • Allows compatibility with PoolModel type.
  • Fix errors with compatibility in package loading.
  • Now only compatible with Julia v1.0 and v1.1.

Diff since v0.2.1

v0.2.1

10 Dec 06:00
v0.2.1
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v0.2.1 (2019-12-09)

  • Methods are modified to accept Real types, enabling compatibility with auto-differentiation techniques.
  • Removed dependence on QuantEcon.jl package, resolves error loading package in Julia v1.1.

Diff since v0.2.0