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Use nonlinear filter.

time-shift
Stéphane Adjemian (Charybdis) 2021-01-16 17:43:30 +01:00
parent 0f3dd003b7
commit 78a4bca383
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 3 additions and 3 deletions
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6
tests/particle/dsge_base2.mod
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@ -11,10 +11,10 @@
// ALGORITHM
@#ifndef LINEAR_KALMAN
@#define LINEAR_KALMAN = 1
@#define LINEAR_KALMAN = 0
@#endif
@#ifndef NON_LINEAR_KALMAN
@#define NON_LINEAR_KALMAN = 0
@#define NON_LINEAR_KALMAN = 1
@#endif
@#ifndef ALGO_SIR
@#define ALGO_SIR = 0
@ -221,4 +221,4 @@ options_.threads.local_state_space_iteration_2 = 4;
options_.posterior_sampling_method = 'RWGMH';
options_.rwgmh_scale_shock = (1e-5)*[10 10 1 1 10 10 10 1000 10 10] ;
estimation(order=1,mh_replic=5000,mode_compute=0,mode_file=dsge_base2_mode);
@#endif
@#endif