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minor modifications

time-shift
Frédéric Karamé 2012-11-16 12:00:25 +01:00
parent c8c7b9faf6
commit 202d8a2bd2
1 changed files with 19 additions and 3 deletions
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22
matlab/particle/residual_resampling.m
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@ -1,4 +1,4 @@
function indx = residual_resampling(weights)
function indx = residual_resampling(weights,noise)
% Resamples particles.
%@info:
@ -30,7 +30,7 @@ function indx = residual_resampling(weights)
%! @end deftypefn
%@eod:
% Copyright (C) 2011-2012 Dynare Team
% Copyright (C) 2011, 2012 Dynare Team
%
% This file is part of Dynare.
%
@ -53,6 +53,15 @@ function indx = residual_resampling(weights)
% What is the number of particles?
number_of_particles = length(weights);
switch length(noise)
case 1
kitagawa_resampling = 1;
case number_of_particles
kitagawa_resampling = 0;
otherwise
error(['particle::resampling: Unknown method! The size of the second argument (' inputname(noise) ') is wrong.'])
end
% Set vectors of indices.
jndx = 1:number_of_particles;
indx = zeros(1,number_of_particles);
@ -69,13 +78,20 @@ number_of_trials = number_of_particles-sum(iWEIGHTS);
if number_of_trials
WEIGHTS = (WEIGHTS-iWEIGHTS)/number_of_trials;
EmpiricalCDF = cumsum(WEIGHTS);
u = fliplr(cumprod(rand(1,number_of_trials).^(1./(number_of_trials:-1:1))));
if kitagawa_resampling
u = (transpose(1:number_of_trials)-1+noise(:))/number_of_trials;
else
u = fliplr(cumprod(noise.^(1./(number_of_trials:-1:1))));
end
j=1;
for i=1:number_of_trials
while (u(i)>EmpiricalCDF(j))
j=j+1;
end
iWEIGHTS(j)=iWEIGHTS(j)+1;
if kitagawa_resampling==0
j=1;
end
end
end