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time-shift
Frédéric Karamé 2013-04-12 10:29:45 +02:00
parent 8976bcf82c
commit c85f27b910
1 changed files with 3 additions and 1 deletions
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4
matlab/particle/sequential_importance_particle_filter.m
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@ -1,6 +1,8 @@
function [LIK,lik] = sequential_importance_particle_filter(ReducedForm,Y,start,DynareOptions)
% Evaluates the likelihood of a nonlinear model with a particle filter (optionally with resampling).
% Standard Sequential Monte Carlo approach with
% - the usual proposal (the state transition distribution)
% - options on resampling: none, adaptive or systematic
%@info:
%! @deftypefn {Function File} {@var{y}, @var{y_} =} sequential_importance_particle_filter (@var{ReducedForm},@var{Y}, @var{start}, @var{DynareOptions})
%! @anchor{particle/sequential_importance_particle_filter}