3rd Order Simulation with Pruning

Where to Begin

Some of the code exist already in C++: Ondra DLL for "regular" simulation at k-order. The pruning code exist only in Matlab in simult_.m but uses Stephane DLL involving Kronecker products.

The first step should be to have a global view of the necessary algorithm, see which part can be shared between "regular" simulation and pruning simulation, and probably doing a finer analysis of the required code. Then we can talk about language.

DynareWiki: ThirdOrderSimulationWithPruning (last edited 2014-05-16 12:10:58 by HoutanBastani)