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Use resampling in tests/particle/dsge_base2.mod.

time-shift
Stéphane Adjemian (Charybdis) 2012-11-07 15:59:37 +01:00
parent 4604148d2f
commit 2c674ce529
1 changed files with 5 additions and 4 deletions
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9
tests/particle/dsge_base2.mod
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@ -52,7 +52,7 @@ estimated_params_init;
alp, 0.4;
bet, 0.99;
tet, 0.357 ;
tau, 40;
tau, 50;
delt, 0.02;
rho, 0.95;
stderr e_a, .035;
@ -67,8 +67,9 @@ varobs y l i;
options_.particle.status = 1;
options_.particle.algorithm = 'sequential_importance_particle_filter';
options_.particle.initialization = 1;
options_.particle.number_of_particles = 1000;
options_.particle.resampling.status = 'none';
options_.particle.pruning = 1;
options_.particle.number_of_particles = 20000;
options_.particle.resampling.status = 'systematic';
options_.particle.resampling.neff_threshold = .1;
options_.gstep(1) = 1e-4;
@ -78,4 +79,4 @@ options_.mode_check_neighbourhood_size = 0.05;
set_dynare_threads('local_state_space_iteration_2',3);
estimation(datafile=data_risky_perturb2,order=2,nobs=100,mh_replic=0,mode_compute=7,mode_file=dsge_base2_mode,mode_check);
estimation(datafile=data_risky_perturb2,nograph,order=2,nobs=100,mh_replic=0,mode_compute=7,mode_check);