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Fix online_particle_filter.m: wrong condition for pruning in terms of order selection

rm-particles^2
Normann Rion 2022-09-19 06:53:13 +01:00
parent d71f8be6e7
commit 363056a3d1
1 changed files with 1 additions and 1 deletions
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2
src/online_auxiliary_filter.m
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@ -159,7 +159,7 @@ for t=1:sample_size
indx = resample(0, tau_tilde', DynareOptions.particle);
StateVectors = StateVectors(:,indx);
xparam = fore_xparam(:,indx);
if DynareOptions.order>=3 && pruning
if pruning
StateVectors_ = StateVectors_(:,indx);
end
w_stage1 = weights(indx)./tau_tilde(indx);