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Merge branch 'master' into ecb-master

time-shift
Houtan Bastani 2018-06-01 16:02:30 +02:00
parent 5a515aa3c4 a0c51d220c
commit 30310bc7b4
2 changed files with 20 additions and 12 deletions
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2
preprocessor

@ -1 +1 @@
Subproject commit 9166cda2257d062c2a2f685af3a4022e4731ccd1
Subproject commit d7c979a4e6b80338f4f33eb1fd55ac773b9e0560

30
tests/particle/dsge_base2.mod
View File

@ -1,9 +1,9 @@
// DGP
@#ifndef RISKY_CALIBRATION
@#define RISKY_CALIBRATION = 0
@#define RISKY_CALIBRATION = 1
@#endif
@#ifndef EXTREME_CALIBRATION
@#define EXTREME_CALIBRATION = 1
@#define EXTREME_CALIBRATION = 0
@#endif
@#ifndef BENCHMARK_CALIBRATION
@#define BENCHMARK_CALIBRATION = 0
@ -11,7 +11,10 @@
// ALGORITHM
@#ifndef LINEAR_KALMAN
@#define LINEAR_KALMAN = 0
@#define LINEAR_KALMAN = 1
@#endif
@#ifndef NON_LINEAR_KALMAN
@#define NON_LINEAR_KALMAN = 0
@#endif
@#ifndef ALGO_SIR
@#define ALGO_SIR = 0
@ -29,7 +32,7 @@
@#define ALGO_GCF = 0
@#endif
@#ifndef ALGO_GUF
@#define ALGO_GUF = 1
@#define ALGO_GUF = 0
@#endif
@#ifndef ALGO_GMPF
@#define ALGO_GMPF = 0
@ -86,7 +89,7 @@ stderr l, uniform_pdf,,, 0.00001, 0.1;
stderr i, uniform_pdf,,, 0.00001, 0.1;
end;
@#if RISKY_CALIBRATION
@#if EXTREME_CALIBRATION
estimated_params_init;
alp, 0.4;
bet, 0.99;
@ -101,7 +104,7 @@ end;
end;
@#endif
@#if EXTREME_CALIBRATION
@#if RISKY_CALIBRATION
estimated_params_init;
alp, 0.4;
bet, 0.99;
@ -118,8 +121,9 @@ end;
varobs y l i ;
options_.mode_check.neighbourhood_size = .01 ;
options_.mode_check.neighbourhood_size = .1 ;
options_.mode_check.number_of_points = 250;
options_.threads.local_state_space_iteration_2 = 4;
@#if EXTREME_CALIBRATION
data(file='./extreme.m');
@ -135,11 +139,15 @@ options_.mode_check.number_of_points = 250;
@#if LINEAR_KALMAN
% estimation(nograph,order=1,mode_compute=8,mh_replic=0,mode_check);
estimation(nograph,order=1,mode_compute=8,mh_replic=0,mode_check);
@#endif
@#if NON_LINEAR_KALMAN
estimation(nograph,order=2,filter_algorithm=nlkf,mode_compute=8,mh_replic=0);
@#endif
@#if ALGO_SIR
estimation(order=2,nograph,number_of_particles=1000,mh_replic=0,mode_compute=8,mode_check);
estimation(order=2,nograph,number_of_particles=1000,mh_replic=0,mode_compute=8);
@#endif
@#if ALGO_SISmoothR
@ -149,7 +157,7 @@ options_.mode_check.number_of_points = 250;
@#endif
@#if ALGO_APF
estimation(order=2,nograph,filter_algorithm=apf,number_of_particles=1000,mh_replic=0,mode_compute=8,mode_check);
estimation(order=2,nograph,filter_algorithm=apf,number_of_particles=10000,resampling=none,mh_replic=0,mode_compute=8,mode_check);
@#endif
@#if ALGO_GPF
@ -163,7 +171,7 @@ options_.mode_check.number_of_points = 250;
@#endif
@#if ALGO_GUF
estimation(order=2,nograph,filter_algorithm=gf,proposal_approximation=unscented,distribution_approximation=unscented,mh_replic=0,mode_compute=4);
estimation(order=2,nograph,filter_algorithm=gf,proposal_approximation=unscented,distribution_approximation=unscented,mh_replic=0,mode_compute=8);
estimation(order=2,nograph,filter_algorithm=gf,proposal_approximation=unscented,distribution_approximation=unscented,mh_replic=0,mode_compute=8,mode_check);
@#endif