stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Liu West: Remove redundant option

mr#1896
Johannes Pfeifer 2021-08-12 20:07:39 +02:00 committed by Stéphane Adjemian (Charybdis)
parent c46f661669
commit 341aca25ad
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
2 changed files with 0 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
matlab/check_particle_filter_options.m
View File

@ -111,12 +111,6 @@ if ~isempty(particle_options.particle_filter_options)
else
particle_options.liu_west_delta=options_list{i,2};
end
case 'liu_west_chol_sigma_bar'
if options_list{i,2} <= 0
error('check_particle_filter_options:: the liu_west_chol_sigma_bar option takes a positive argument');
else
particle_options.liu_west_chol_sigma_bar=options_list{i,2};
end
otherwise
warning(['check_particle_filter_options: Unknown option (' options_list{i,1} ')!'])

1
matlab/default_option_values.m
View File

@ -287,7 +287,6 @@ particle.mixture_structural_shocks = 1 ;
particle.mixture_measurement_shocks = 1 ;
% Online approach
particle.liu_west_delta = 0.99 ;
particle.liu_west_chol_sigma_bar = .01 ;
% Options for setting the weights in conditional particle filters.
particle.cpf_weights_method.amisanotristani = true;
particle.cpf_weights_method.murrayjonesparslow = false;