From f187c3d41485820a2152f4c4de6c2198a34eab00 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Fri, 12 Dec 2014 16:35:14 +0100 Subject: [PATCH] Rewrote doc header. --- src/sequential_importance_particle_filter.m | 47 ++------------------- 1 file changed, 3 insertions(+), 44 deletions(-) diff --git a/src/sequential_importance_particle_filter.m b/src/sequential_importance_particle_filter.m index eadaeba41..8099a2f6c 100644 --- a/src/sequential_importance_particle_filter.m +++ b/src/sequential_importance_particle_filter.m @@ -1,55 +1,17 @@ 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} -%! @sp 1 -%! Evaluates the likelihood of a nonlinear model with a particle filter (optionally with resampling). -%! -%! @sp 2 -%! @strong{Inputs} -%! @sp 1 -%! @table @ @var -%! @item ReducedForm -%! Structure describing the state space model (built in @ref{non_linear_dsge_likelihood}). -%! @item Y -%! p*smpl matrix of doubles (p is the number of observed variables), the (detrended) data. -%! @item start -%! Integer scalar, likelihood evaluation starts at observation 'start'. -%! @item DynareOptions -%! Structure specifying Dynare's options. -%! @end table -%! @sp 2 -%! @strong{Outputs} -%! @sp 1 -%! @table @ @var -%! @item LIK -%! double scalar, value of (minus) the logged likelihood. -%! @item lik -%! smpl*1 vector of doubles, density of the observations at each period. -%! @end table -%! @sp 2 -%! @strong{This function is called by:} -%! @ref{non_linear_dsge_likelihood} -%! @sp 2 -%! @strong{This function calls:} -%! -%! @end deftypefn -%@eod: % Copyright (C) 2011-2013 Dynare Team % -% This file is part of Dynare. +% This file is part of Dynare (particles module). % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % -% Dynare is distributed in the hope that it will be useful, +% Dynare particles module is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. @@ -57,9 +19,6 @@ function [LIK,lik] = sequential_importance_particle_filter(ReducedForm,Y,start,D % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . -% AUTHOR(S) frederic DOT karame AT univ DASH lemans DOT fr -% stephane DOT adjemian AT univ DASH lemans DOT fr - persistent init_flag persistent mf0 mf1 persistent number_of_particles number_of_state_variables