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Merge branch 'liu_west' into 'master' 

online auxiliary filter: add option to set termination condition of loop

See merge request Dynare/dynare!1994
evaluate-with-growth-neutrality-correction
Sébastien Villemot 2022-01-13 19:04:57 +00:00
parent ca4601bd1c 958dcf7b48
commit d8c99ff5a1
2 changed files with 2 additions and 1 deletions
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1
matlab/default_option_values.m
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@ -287,6 +287,7 @@ particle.mixture_structural_shocks = 1 ;
particle.mixture_measurement_shocks = 1 ;
% Online approach
particle.liu_west_delta = 0.99 ;
particle.liu_west_max_resampling_tries = 5000;
% Options for setting the weights in conditional particle filters.
particle.cpf_weights_method.amisanotristani = true;
particle.cpf_weights_method.murrayjonesparslow = false;

2
matlab/particles

@ -1 +1 @@
Subproject commit 383df9c85c823be61e25a3702a151b6f20e609fc
Subproject commit 2e18ca8ff584d1ab47658f329ab73ab1c27cdf6f