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Added missing case in integration tests for particle filters. 

There was not test for the conditional particle filter (CPF).
time-shift
Stéphane Adjemian (Charybdis) 2020-01-27 11:46:25 +01:00
parent d0dc40c29e
commit 82f642fbca
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 7 additions and 0 deletions
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7
tests/particle/dsge_base2.mod
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@ -25,6 +25,9 @@
@#ifndef ALGO_APF
@#define ALGO_APF = 0
@#endif
@#ifndef ALGO_CPF
@#define ALGO_CPF = 0
@#endif
@#ifndef ALGO_GPF
@#define ALGO_GPF = 0
@#endif
@ -173,6 +176,10 @@ options_.threads.local_state_space_iteration_2 = 4;
estimation(order=2,nograph,filter_algorithm=apf,number_of_particles=10000,resampling=none,mh_replic=0,mode_compute=8,mode_check);
@#endif
@#if ALGO_CPF
estimation(order=2,nograph,filter_algorithm=cpf,number_of_particles=10000,resampling=none,mh_replic=0,mode_compute=8,mode_check);
@#endif
@#if ALGO_GPF
estimation(order=2,nograph,filter_algorithm=gf,distribution_approximation=montecarlo,number_of_particles=1000,mh_replic=0,mode_compute=8);
estimation(order=2,nograph,filter_algorithm=gf,distribution_approximation=montecarlo,number_of_particles=1000,mode_file=dsge_base2_mode,mh_replic=0,mode_compute=4,mode_check);