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Fixed texinfo header + Cosmetic changes.

time-shift
Stéphane Adjemian (Charybdis) 2012-03-30 12:08:13 +02:00
parent 9bfc3f6ec6
commit be33621ca5
1 changed files with 34 additions and 30 deletions
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64
matlab/particle/multivariate_smooth_resampling.m
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@ -1,26 +1,30 @@
function new_etat = multivariate_smooth_resmp(weights,particles,number,number_of_partitions)
% Smooth Resamples particles.
function new_particles = multivariate_smooth_resampling(weights,particles,number_of_new_particles,number_of_partitions)
% Smooth Resampling of the particles.
%@info:
%! @deftypefn {Function File} {@var{indx} =} resample (@var{weights}, @var{method})
%! @anchor{particle/resample}
%! @deftypefn {Function File} {@var{new_particles} =} multivariate_smooth_resampling (@var{weights}, @var{particles}, @var{number_of_new_particles}, @var{number_of_partitions})
%! @anchor{particle/multivariate_smooth_resampling}
%! @sp 1
%! Resamples particles.
%! Smooth Resampling of the particles (multivariate version).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item weights
%! n*1 vector of doubles, particles' weights.
%! @item method
%! string equal to 'residual' or 'traditional'.
%! @item particles
%! n*1 vector of doubles, particles.
%! @item number_of_new_particles
%! Integer scalar.
%! @item number_of_partitions
%! Integer scalar.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item indx
%! n*1 vector of intergers, indices.
%! number_of_new_particles*1 vector of doubles, new particles.
%! @end table
%! @sp 2
%! @strong{This function is called by:}
@ -29,12 +33,12 @@ function new_etat = multivariate_smooth_resmp(weights,particles,number,number_of
%! @sp 2
%! @strong{This function calls:}
%! @sp 1
%! @ref{residual_resampling}, @ref{traditional_resampling}
%! @ref{particle/univariate_smooth_resampling}
%! @sp 2
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
@ -55,38 +59,38 @@ function new_etat = multivariate_smooth_resmp(weights,particles,number,number_of
% stephane DOT adjemian AT univ DASH lemans DOT fr
number_of_particles = length(weights);
number_of_states = size(particles,2);
number = number_of_particles/number_of_partitions ;
number_of_states = size(particles,2);
number = number_of_particles/number_of_partitions ;
tout = sort([particles weights],1) ;
particles = tout(:,1:number_of_states) ;
weights = tout(:,1+number_of_states) ;
cum_weights = cumsum(weights) ;
new_etat = zeros(number_of_particles,number_of_states) ;
indx = 1:number_of_particles ;
cum_weights = cumsum(weights) ;
new_particles = zeros(number_of_particles,number_of_states) ;
indx = 1:number_of_particles ;
for i=1:number_of_partitions
if i==number_of_partitions
if i==number_of_partitions
tmp = bsxfun(@ge,cum_weights,(i-1)/number_of_partitions) ;
kp = indx( tmp ) ;
else
else
tmp = bsxfun(@and,bsxfun(@ge,cum_weights,(i-1)/number_of_partitions),bsxfun(@lt,cum_weights,i/number_of_partitions)) ;
kp = indx( tmp ) ;
end
if numel(kp)>2
if numel(kp)>2
Np = length(kp) ;
wtilde = [ ( number_of_partitions*( cum_weights(kp(1)) - (i-1)/number_of_partitions) ) ;
( number_of_partitions*weights(kp(2:Np-1)) ) ;
wtilde = [ ( number_of_partitions*( cum_weights(kp(1)) - (i-1)/number_of_partitions) ) ;
( number_of_partitions*weights(kp(2:Np-1)) ) ;
( number_of_partitions*(i/number_of_partitions - cum_weights(kp(Np)-1) ) ) ] ;
test = sum(wtilde) ;
new_etat_j = zeros(number,number_of_states) ;
new_particles_j = zeros(number,number_of_states) ;
for j=1:number_of_states
etat_j = particles(kp,j) ;
if j>1
tout = sort( [ etat_j wtilde],1) ;
etat_j = tout(:,1) ;
wtilde = tout(:,2) ;
end
new_etat_j(:,j) = univariate_smooth_resmp(wtilde,etat_j,number) ;
particles_j = particles(kp,j) ;
if j>1
tout = sort( [ particles_j wtilde],1) ;
particles_j = tout(:,1) ;
wtilde = tout(:,2) ;
end
new_particles_j(:,j) = univariate_smooth_resmp(wtilde,particles_j,number) ;
end
new_etat((i-1)*number+1:i*number,:) = new_etat_j ;
end
new_particles((i-1)*number+1:i*number,:) = new_particles_j;
end
end