From c85f27b91067a79d4f73100e31e104d0367988ac Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Fr=C3=A9d=C3=A9ric=20Karam=C3=A9?= Date: Fri, 12 Apr 2013 10:29:45 +0200 Subject: [PATCH] add comments --- matlab/particle/sequential_importance_particle_filter.m | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/matlab/particle/sequential_importance_particle_filter.m b/matlab/particle/sequential_importance_particle_filter.m index 29d884aad..b8cc6f926 100644 --- a/matlab/particle/sequential_importance_particle_filter.m +++ b/matlab/particle/sequential_importance_particle_filter.m @@ -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}