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Fixed bug related to the resampling of the particles.

time-shift
Stéphane Adjemian (Charybdis) 2012-05-04 11:22:17 +02:00
parent 650e67f6b7
commit ac2fa68b86
1 changed files with 2 additions and 2 deletions
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4
matlab/particle/sequential_importance_particle_filter.m
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@ -130,10 +130,10 @@ for t=1:sample_size
wtilde = weights.*exp(lnw-dfac);
lik(t) = log(sum(wtilde))+dfac;
weights = wtilde/sum(wtilde);
if strcmp(DynareOptions.particle.resampling.status,'generic'))
if strcmp(DynareOptions.particle.resampling.status,'generic')
Neff = 1/(weights*weights');
end
if (Neff<DynareOptions.particle.resampling.neff_threshold*sample_size && strcmp(DynareOptions.particle.resampling.status,'generic')) || strcmp(DynareOptions.particle.resampling.status,'systematic')
if (strcmp(DynareOptions.particle.resampling.status,'generic') && Neff<DynareOptions.particle.resampling.neff_threshold*sample_size ) || strcmp(DynareOptions.particle.resampling.status,'systematic')
nb_obs_resamp = nb_obs_resamp+1 ;
StateVectors = tmp(mf0,resample(weights,DynareOptions.particle.resampling.method1,DynareOptions.particle.resampling.method2));
weights = ones(1,number_of_particles)/number_of_particles;