From 788833d874a2ff59b83caad771fbc39eb7e37337 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Fr=C3=A9d=C3=A9ric=20Karam=C3=A9?= Date: Wed, 28 May 2014 11:24:19 +0200 Subject: [PATCH] Added options. --- tests/particle/dsge_base2.mod | 20 +++++++++----------- 1 file changed, 9 insertions(+), 11 deletions(-) diff --git a/tests/particle/dsge_base2.mod b/tests/particle/dsge_base2.mod index 9ebb71fef..d4794ee1f 100644 --- a/tests/particle/dsge_base2.mod +++ b/tests/particle/dsge_base2.mod @@ -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);