Modification of a structure name when calling incremental_weights.
parent
28a1f9822b
commit
9ae3f02f5a
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@ -294,7 +294,7 @@ for t=1:sample_size
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StateParticles = bsxfun(@plus,StateMuPost(:,i),StateSqrtPPost(:,:,i)*nodes') ;
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IncrementalWeights = gaussian_mixture_densities(Y(:,t),StateMuPrior,StateSqrtPPrior,StateWeightsPrior,...
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StateMuPost,StateSqrtPPost,StateWeightsPost,...
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StateParticles,H,const_lik,ReducedForm,ThreadsOptions) ;
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StateParticles,H,const_lik,weights,weights_c,ReducedForm,ThreadsOptions) ;
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SampleWeights(i) = sum(StateWeightsPost(i)*weights.*IncrementalWeights) ;
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end
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SumSampleWeights = sum(SampleWeights) ;
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@ -312,7 +312,8 @@ for t=1:sample_size
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StateParticles = importance_sampling(StateMuPost,StateSqrtPPost,StateWeightsPost',number_of_particles) ;
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IncrementalWeights = gaussian_mixture_densities(Y(:,t),StateMuPrior,StateSqrtPPrior,StateWeightsPrior,...
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StateMuPost,StateSqrtPPost,StateWeightsPost,...
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StateParticles,H,const_lik,ReducedForm,ThreadsOptions) ;
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StateParticles,H,const_lik,1/number_of_particles,...
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1/number_of_particles,ReducedForm,ThreadsOptions) ;
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SampleWeights = IncrementalWeights/number_of_particles ;
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SumSampleWeights = sum(SampleWeights,1) ;
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SampleWeights = SampleWeights./SumSampleWeights ;
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