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@207
|
[207]
|
06/02/08 19:04:49 |
edsuom |
Got Rao-Blackwellized version working locally & remotely, with better but … |
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@205
|
[205]
|
06/01/08 00:22:10 |
edsuom |
Rao-Blackwellization on z looks very promising, but let's ditch it on … |
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@202
|
[202]
|
05/28/08 23:43:21 |
edsuom |
Using normal proposal on z instead of uniform; same result at convergence, … |
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@201
|
[201]
|
05/28/08 17:18:11 |
edsuom |
Working on reducing variance in likelihood estimates |
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@200
|
[200]
|
05/27/08 16:46:38 |
edsuom |
Integration over log-volatility simulations using Metropolis-within-Gibbs … |
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@199
|
[199]
|
05/27/08 15:37:01 |
edsuom |
Integration over log-volatility simulations using Metropolis-within-Gibbs … |
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@196
|
[196]
|
05/24/08 00:05:18 |
edsuom |
Huge progress, got PMC running with noticably less variance in population … |
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@192
|
[192]
|
05/23/08 11:43:54 |
edsuom |
Got C code working nicely and integrated with pmc; working on making … |
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@191
|
[191]
|
05/22/08 17:21:43 |
edsuom |
Figured out N1=10, N2=2, Ne=3 sim params |
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@190
|
[190]
|
05/21/08 23:13:52 |
edsuom |
Got C-based hybrid Gibbs working; Three-sample Lh evaluation appears … |
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@189
|
[189]
|
05/21/08 18:16:16 |
edsuom |
C code for model.likelihood appears to be working, but unit test for the … |
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@188
|
[188]
|
05/21/08 13:20:34 |
edsuom |
About to switch to using a single set of proposal samples instead of two |
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@187
|
[187]
|
05/20/08 18:09:32 |
edsuom |
Working on putting the likelihood method together, finally |
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@186
|
[186]
|
05/20/08 15:42:21 |
edsuom |
Working on putting the likelihood method together, finally |
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@185
|
[185]
|
05/19/08 15:06:13 |
edsuom |
Unit testing support C code for model |
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@184
|
[184]
|
05/17/08 01:31:43 |
edsuom |
Grinding along with C code for new model |
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@183
|
[183]
|
05/16/08 16:40:27 |
edsuom |
Grinding along with C code for new model |
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|
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@182
|
[182]
|
05/15/08 13:35:24 |
edsuom |
Grinding along with C code for new model |
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|
|
@181
|
[181]
|
05/15/08 10:05:12 |
edsuom |
Unit testing model support C code |
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|
|
@180
|
[180]
|
05/15/08 01:27:07 |
edsuom |
Grinding along with C code for new model |
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|
|
@179
|
[179]
|
05/14/08 17:30:57 |
edsuom |
Getting support C code for new model working and tested |
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|
|
@178
|
[178]
|
05/12/08 21:29:10 |
edsuom |
Rewrote zProposal to use truncated normal |
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|
|
@177
|
[177]
|
05/10/08 22:37:06 |
edsuom |
Working on new truncated-normal zProposal |
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|
|
@158
|
[158]
|
04/25/08 00:24:02 |
edsuom |
Got log-volatility Metropolis-within-Gibbs simulation working!!! |
|
|
|
@157
|
[157]
|
04/24/08 20:15:13 |
edsuom |
Got log-volatility Metropolis-within-Gibbs simulation working!!! |
|
|
|
@156
|
[156]
|
04/23/08 15:34:26 |
edsuom |
Working on Model.logLikelihood: VAR process tested |
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|
|
@155
|
[155]
|
04/23/08 02:17:19 |
edsuom |
Got hybrid Gibbs Model.likelihood prototyped |
|
|
|
@154
|
[154]
|
04/22/08 19:38:33 |
edsuom |
weave.Weaver.inline has the same value-returning behavior as weave.inline; … |
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|
|
@153
|
[153]
|
04/21/08 21:26:43 |
edsuom |
Working on Model.likelihood, some really hairy C code |
|
|
|
@152
|
[152]
|
04/19/08 23:20:46 |
edsuom |
Working on hybrid Gibbs log-volatility simulation and likelihood … |
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|
|
@147
|
[147]
|
04/16/08 16:27:16 |
edsuom |
Got decorrelation working; weave.Weaver now uses inline as its method … |
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|
|
@145
|
[145]
|
04/10/08 22:47:22 |
edsuom |
Improvements to weave.Weaver; much better unit testing for VAR |
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|
|
@143
|
[143]
|
04/08/08 21:42:51 |
edsuom |
Working on model |
|
|
|
@141
|
[141]
|
04/08/08 03:38:21 |
edsuom |
Got VAR(1)+drift process working forward & back |
|
|
|
@140
|
[140]
|
04/07/08 22:25:54 |
edsuom |
Got cool & convenient Weaver mixin written and tested; refactored … |
