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Added options.

time-shift
Frédéric Karamé 2014-05-28 11:24:19 +02:00
parent 07d321c159
commit 788833d874
1 changed files with 9 additions and 11 deletions
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20
tests/particle/dsge_base2.mod
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@ -68,20 +68,20 @@ varobs y l i ;
options_.particle.status = 1;
options_.particle.initialization = 1;
options_.particle.pruning = 0;
options_.particle.number_of_particles = 1000 ;
options_.particle.number_of_particles = 5000 ;
options_.particle.resampling.status = 'systematic';
//options_.particle.resampling.method1 = 'traditional' ;
options_.particle.resampling.method1 = 'traditional' ;
//options_.particle.resampling.method1 = 'residual' ;
options_.particle.resampling.method1 = 'smooth' ;
//options_.particle.resampling.method1 = 'smooth' ;
options_.particle.reampling.method2 = 'kitagawa' ;
//options_.particle.resampling.method2 = 'stratified' ;
options_.particle.reampling.method2 = 'kitagawa' ;//'stratified' ;
options_.particle.resampling.number_of_partitions = 1;
options_.particle.resampling.neff_threshold = .5;
options_.mode_check.neighbourhood_size = .2 ;
options_.mode_check.number_of_points = 250;
set_dynare_threads('local_state_space_iteration_2',3);
//set_dynare_threads('local_state_space_iteration_2',3);
options_.particle.algorithm = 'sequential_importance_particle_filter';
//options_.particle.algorithm = 'auxiliary_particle_filter';
@ -94,14 +94,12 @@ options_.particle.IS_approximation_method = 'cubature' ;
//options_.particle.IS_approximation_method = 'unscented' ;
//options_.particle.approximation_method = 'quadrature' ;
options_.particle.approximation_method = 'cubature' ;
//options_.particle.approximation_method = 'cubature' ;
//options_.particle.approximation_method = 'unscented' ;
//options_.particle.approximation_method = 'MonteCarlo' ;
//options_.mh_posterior_mode_estimation=1 ;
// online
options_.particle.liu_west_delta = 0.9 ;
options_.mode_check_node_number = 250 ;
estimation(datafile=data_risky_perturb2,nograph,order=2,nobs=100,mh_replic=0,mode_compute=7,mode_check);
estimation(datafile=data_risky_perturb3,nograph,order=2,nobs=100,mh_replic=0,mode_compute=7,mode_check);