From 1c9e186d579663b14700c69dbfe73581f1bce208 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Fr=C3=A9d=C3=A9ric=20Karam=C3=A9?=
 <frederic.karame@univ-lemans.fr>
Date: Fri, 1 Jun 2018 11:52:13 +0200
Subject: [PATCH 1/2] Updated tests for nonlinear filters.

(cherry picked from commit e2cf2260dbd5cceeade11f0617ab33de2f8ee72b)
---
 tests/particle/dsge_base2.mod | 30 +++++++++++++++++++-----------
 1 file changed, 19 insertions(+), 11 deletions(-)

diff --git a/tests/particle/dsge_base2.mod b/tests/particle/dsge_base2.mod
index b7d4cb1b5..592d35675 100644
--- a/tests/particle/dsge_base2.mod
+++ b/tests/particle/dsge_base2.mod
@@ -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
 

From a0c51d220cb51d30804ff2faa16c7f60d05df9e9 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Fri, 1 Jun 2018 15:59:43 +0200
Subject: [PATCH 2/2] submodule update: preprocessor

---
 preprocessor | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/preprocessor b/preprocessor
index 9166cda22..d7c979a4e 160000
--- a/preprocessor
+++ b/preprocessor
@@ -1 +1 @@
-Subproject commit 9166cda2257d062c2a2f685af3a4022e4731ccd1
+Subproject commit d7c979a4e6b80338f4f33eb1fd55ac773b9e0560