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Fixed bug related to the shape of the weights vector in paricle filter with pruning.

time-shift
Stéphane Adjemian (Charybdis) 2013-06-24 09:59:32 +02:00
parent 08feada8b0
commit fbec03fe1c
1 changed files with 2 additions and 2 deletions
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4
matlab/particle/sequential_importance_particle_filter.m
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@ -156,8 +156,8 @@ for t=1:sample_size
if (strcmp(DynareOptions.particle.resampling.status,'generic') && neff(weights)<DynareOptions.particle.resampling.neff_threshold*sample_size ) || ...
strcmp(DynareOptions.particle.resampling.status,'systematic')
if pruning
temp = resample([tmp(mf0,:)' tmp_(mf0,:)'],weights,DynareOptions);
StateVectors = temp(:,1:number_of_state_variables)' ;
temp = resample([tmp(mf0,:)' tmp_(mf0,:)'],weights',DynareOptions);
StateVectors = temp(:,1:number_of_state_variables)';
StateVectors_ = temp(:,number_of_state_variables+1:2*number_of_state_variables)';
else
StateVectors = resample(tmp(mf0,:)',weights',DynareOptions)';