Rewrote doc header.
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function [LIK,lik] = sequential_importance_particle_filter(ReducedForm,Y,start,DynareOptions)
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function [LIK,lik] = sequential_importance_particle_filter(ReducedForm,Y,start,DynareOptions)
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% Evaluates the likelihood of a nonlinear model with a particle filter (optionally with resampling).
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% Evaluates the likelihood of a nonlinear model with a particle filter (optionally with resampling).
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% Standard Sequential Monte Carlo approach with
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% - the usual proposal (the state transition distribution)
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% - options on resampling: none, adaptive or systematic
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%@info:
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%! @deftypefn {Function File} {@var{y}, @var{y_} =} sequential_importance_particle_filter (@var{ReducedForm},@var{Y}, @var{start}, @var{DynareOptions})
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%! @anchor{particle/sequential_importance_particle_filter}
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%! @sp 1
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%! Evaluates the likelihood of a nonlinear model with a particle filter (optionally with resampling).
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%!
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item ReducedForm
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%! Structure describing the state space model (built in @ref{non_linear_dsge_likelihood}).
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%! @item Y
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%! p*smpl matrix of doubles (p is the number of observed variables), the (detrended) data.
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%! @item start
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%! Integer scalar, likelihood evaluation starts at observation 'start'.
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%! @item DynareOptions
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%! Structure specifying Dynare's options.
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%! @end table
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%! @sp 2
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%! @strong{Outputs}
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%! @sp 1
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%! @table @ @var
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%! @item LIK
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%! double scalar, value of (minus) the logged likelihood.
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%! @item lik
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%! smpl*1 vector of doubles, density of the observations at each period.
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%! @end table
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%! @sp 2
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%! @strong{This function is called by:}
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%! @ref{non_linear_dsge_likelihood}
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%! @sp 2
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%! @strong{This function calls:}
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%!
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%! @end deftypefn
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%@eod:
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% Copyright (C) 2011-2013 Dynare Team
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% Copyright (C) 2011-2013 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare (particles module).
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%
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%
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% Dynare is free software: you can redistribute it and/or modify
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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% (at your option) any later version.
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%
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%
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% Dynare is distributed in the hope that it will be useful,
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% Dynare particles module is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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% GNU General Public License for more details.
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@ -57,9 +19,6 @@ function [LIK,lik] = sequential_importance_particle_filter(ReducedForm,Y,start,D
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% You should have received a copy of the GNU General Public License
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% AUTHOR(S) frederic DOT karame AT univ DASH lemans DOT fr
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% stephane DOT adjemian AT univ DASH lemans DOT fr
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persistent init_flag
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persistent init_flag
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persistent mf0 mf1
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persistent mf0 mf1
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persistent number_of_particles number_of_state_variables
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persistent number_of_particles number_of_state_variables
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