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Fixed texinfo header.

time-shift
Stéphane Adjemian (Charybdis) 2012-03-30 11:55:01 +02:00
parent 795d0fce16
commit 2db0c98b9b
1 changed files with 18 additions and 19 deletions
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37
matlab/particle/univariate_smooth_resampling.m
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@ -1,26 +1,28 @@
function new_particles = univariate_smooth_resmp(weights,particles,number)
% Smooth Resamples particles.
function resampled_particles = univariate_smooth_resampling(weights,particles,number_of_partitions)
% Smooth Resampling of the particles.
%@info:
%! @deftypefn {Function File} {@var{indx} =} resample (@var{weights}, @var{method})
%! @anchor{particle/resample}
%! @deftypefn {Function File} {@var{resampled_particles} =} univariate_smooth_resampling (@var{weights}, @var{particles}, @var{number_of_partitions})
%! @anchor{particle/univariate_smooth_resampling}
%! @sp 1
%! Resamples particles.
%! Smooth Resampling of the particles (univariate version).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item weights
%! n*1 vector of doubles, particles' weights.
%! @item method
%! string equal to 'residual' or 'traditional'.
%! @item particles
%! n*1 vector of doubles, particles.
%! @item number_of_partitions
%! Integer scalar.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item indx
%! n*1 vector of intergers, indices.
%! n*1 vector of doubles, resampled particles.
%! @end table
%! @sp 2
%! @strong{This function is called by:}
@ -28,13 +30,11 @@ function new_particles = univariate_smooth_resmp(weights,particles,number)
%! @ref{particle/sequantial_importance_particle_filter}
%! @sp 2
%! @strong{This function calls:}
%! @sp 1
%! @ref{residual_resampling}, @ref{traditional_resampling}
%! @sp 2
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
@ -55,7 +55,7 @@ function new_particles = univariate_smooth_resmp(weights,particles,number)
% stephane DOT adjemian AT univ DASH lemans DOT fr
M = length(particles) ;
lambda_tilde = [ (.5*(2*weights(1)+weights(2))) ;
lambda_tilde = [ (.5*(2*weights(1)+weights(2))) ;
(.5*(weights(2:M-1)+weights(3:M))) ;
(.5*(weights(M-1)+2*weights(M))) ] ;
lambda_bar = cumsum(lambda_tilde) ;
@ -64,17 +64,16 @@ u = rand(1,1) ;
new_particles = zeros(number,1) ;
i = 1 ;
j = 1 ;
while i<=number
while i<=number
u_j = ( i-1 + u)/number ;
while u_j>lambda_bar(j)
while u_j>lambda_bar(j)
j = j+1 ;
if j==M
if j==M
j = M-1 ;
break ;
end
end
end
end
u_star = (u_j - (lambda_bar(j)-lambda_tilde(j)))./lambda_tilde(j) ;
new_particles(i) = (particles(j+1) - particles(j))*u_star + particles(j) ;
i = i+1 ;
end
end