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use filter_algorithm option in particle tests

time-shift
Houtan Bastani 2015-02-09 03:21:25 +01:00
parent f72910ae33
commit 7f067311df
4 changed files with 4 additions and 13 deletions
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8
tests/particle/dsge_base2.mod
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@ -96,12 +96,6 @@ options_.mode_check.number_of_points = 250;
//set_dynare_threads('local_state_space_iteration_2',3);
options_.particle.algorithm = 'sequential_importance_particle_filter';
//options_.particle.algorithm = 'auxiliary_particle_filter';
//options_.particle.algorithm = 'gaussian_mixture_filter';
//options_.particle.algorithm = 'conditional_particle_filter';
//options_.particle.algorithm = 'gaussian_filter';
//options_.particle.IS_approximation_method = 'quadrature' ;
options_.particle.IS_approximation_method = 'cubature' ;
//options_.particle.IS_approximation_method = 'unscented' ;
@ -117,4 +111,4 @@ options_.mh_posterior_mode_estimation=0 ;
options_.particle.liu_west_delta = 0.99 ;
options_.mode_check_node_number = 250 ;
estimation(datafile=data_risky_perturb3,order=1,nograph,nobs=100,mh_replic=0,mode_compute=11);
estimation(datafile=data_risky_perturb3,order=1,nograph,nobs=100,mh_replic=0,mode_compute=11,filter_algorithm=sis);

3
tests/particle/dummy_model.mod
View File

@ -44,7 +44,6 @@ varobs x, y;
//estimation(datafile=mydata,order=1,first_obs=5001,nobs=100,mh_replic=0);
options_.particle.status = 1;
options_.particle.algorithm = 'sequential_importance_particle_filter';
options_.particle.initialization = 1;
options_.particle.number_of_particles = 1000;
@ -58,4 +57,4 @@ d, 0.7912;
g, 0.2448;
end;
estimation(datafile=mydata,order=2,first_obs=5001,nobs=100,mh_replic=0,mode_compute=8);
estimation(datafile=mydata,order=2,first_obs=5001,nobs=100,mh_replic=0,mode_compute=8,filter_algorithm=sis);

3
tests/particle/linear_model.mod
View File

@ -56,7 +56,6 @@ varobs y, z;
options_.particle.status = 1;
options_.particle.algorithm = 'sequential_importance_particle_filter';
options_.particle.initialization = 1;
options_.particle.pruning = 0;
options_.particle.number_of_particles = 20000;
@ -71,4 +70,4 @@ options_.mode_check_neighbourhood_size = 0.05;
set_dynare_threads('local_state_space_iteration_2',3);
estimation(order=2,nobs=100,datafile=linear_model_data,mh_replic=0);
estimation(order=2,nobs=100,datafile=linear_model_data,mh_replic=0,filter_algorithm=sis);

3
tests/particle/noisy_ar1.mod
View File

@ -38,7 +38,6 @@ particle = 1;
if particle;
options_.particle.status = 1;
options_.particle.algorithm = 'sequential_importance_particle_filter';
options_.particle.initialization = 1;
options_.particle.pruning = 0;
options_.particle.number_of_particles = 20000;
@ -52,7 +51,7 @@ options_.mode_check_neighbourhood_size = 0.05;
set_dynare_threads('local_state_space_iteration_2',3);
estimation(order=2,nobs=100,datafile=linear_model_data,mh_replic=0);
estimation(order=2,nobs=100,datafile=linear_model_data,mh_replic=0,filter_algorithm=sis);
else;