From 82f642fbca015906707eecf086095c5730cb6e48 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Mon, 27 Jan 2020 11:46:25 +0100 Subject: [PATCH] Added missing case in integration tests for particle filters. There was not test for the conditional particle filter (CPF). --- tests/particle/dsge_base2.mod | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/tests/particle/dsge_base2.mod b/tests/particle/dsge_base2.mod index b456755a2..8b259d60e 100644 --- a/tests/particle/dsge_base2.mod +++ b/tests/particle/dsge_base2.mod @@ -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);