Changed options.

time-shift
Stéphane Adjemian (Charybdis) 2012-03-09 16:36:43 +01:00
parent 323e6fdf4f
commit 10cd5f200a
1 changed files with 8 additions and 3 deletions

View File

@ -67,10 +67,15 @@ varobs y l i;
options_.particle.status = 1;
options_.particle.algorithm = 'sequential_importance_particle_filter';
options_.particle.initialization = 1;
options_.particle.number_of_particles = 5000;
options_.particle.number_of_particles = 1000;
options_.particle.resampling.status = 'none';
options_.particle.resampling.neff_threshold = .1;
options_.gstep(1) = 1e-4;
options_.gstep(2) = .1;
options_.mode_check_neighbourhood_size = 0.05;
set_dynare_threads('local_state_space_iteration2',3);
set_dynare_threads('local_state_space_iteration_2',3);
estimation(datafile=data_risky_perturb2,order=2,nobs=100,mh_replic=0,mode_compute=4,mode_check);
estimation(datafile=data_risky_perturb2,order=2,nobs=100,mh_replic=0,mode_compute=7,mode_file=dsge_base2_mode,mode_check);