Added a commented line to print the effective number of particles if needed.
parent
4ba016cc16
commit
4aedf7e9c0
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@ -130,6 +130,7 @@ for t=1:sample_size
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wtilde = weights.*exp(lnw-dfac);
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wtilde = weights.*exp(lnw-dfac);
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lik(t) = log(mean(wtilde))+dfac;
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lik(t) = log(mean(wtilde))+dfac;
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weights = wtilde/sum(wtilde);
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weights = wtilde/sum(wtilde);
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% sum(weights>max(weights)*1e-6)
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Neff = 1/(weights*weights');
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Neff = 1/(weights*weights');
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if (Neff<DynareOptions.particle.resampling.neff_threshold*sample_size && strcmpi(DynareOptions.particle.resampling.status,'generic')) || strcmpi(DynareOptions.particle.resampling.status,'systematic')
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if (Neff<DynareOptions.particle.resampling.neff_threshold*sample_size && strcmpi(DynareOptions.particle.resampling.status,'generic')) || strcmpi(DynareOptions.particle.resampling.status,'systematic')
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nb_obs_resamp = nb_obs_resamp+1 ;
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nb_obs_resamp = nb_obs_resamp+1 ;
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