Frédéric Karamé
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c85f27b910
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add comments
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2013-04-12 10:38:34 +02:00 |
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Frédéric Karamé
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ae55884261
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factorization of the Neff routine
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2013-04-12 10:38:33 +02:00 |
Houtan Bastani
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4fa141762d
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fix copyright dates
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2013-02-15 11:58:30 +01:00 |
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Frédéric Karamé
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155f6f3bf7
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modification in the call of resampling: only one call now
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2013-02-15 10:35:32 +01:00 |
Stéphane Adjemian (Charybdis)
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f0ef6c930a
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Removed call to gaussian_filter_bank routine in sequantial_importance_particle_filter.
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2013-02-05 10:37:11 +01:00 |
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Frédéric Karamé
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35c77c2e46
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typo fixed.
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2012-11-16 13:25:41 +01:00 |
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Frédéric Karamé
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915a203add
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bug fixed.
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2012-11-16 13:12:21 +01:00 |
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Frédéric Karamé
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eb9bc512d7
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fixed bug in calculation of observed mean and variance + add the possibility for smooth resampling
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2012-11-16 12:35:11 +01:00 |
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Stéphane Adjemian (Charybdis)
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4604148d2f
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Put back pruning in particle filter (implemented in sequential_importance_particle_filter).
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2012-11-07 15:58:56 +01:00 |
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Stéphane Adjemian (Charybdis)
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c7bd05224f
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Fixed issue with weights when computing first and second order moments.
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2012-11-07 10:48:05 +01:00 |
Sébastien Villemot
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1f9cea669a
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Update copyright notices
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2012-06-08 18:22:34 +02:00 |
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Stéphane Adjemian (Charybdis)
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ac2fa68b86
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Fixed bug related to the resampling of the particles.
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2012-05-04 11:22:17 +02:00 |
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Stéphane Adjemian (Charybdis)
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795d0fce16
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Cosmetic changes.
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2012-03-30 11:48:23 +02:00 |
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Stéphane Adjemian (Charybdis)
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6c6b62937f
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Added smooth resampling.
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2012-03-30 11:47:24 +02:00 |
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Stéphane Adjemian (Charybdis)
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294dbdc52c
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Fixed bug in the evaluation of the likelihood.
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2012-03-30 11:21:24 +02:00 |
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Stéphane Adjemian (Charybdis)
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4aedf7e9c0
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Added a commented line to print the effective number of particles if needed.
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2012-03-12 10:29:25 +01:00 |
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Stéphane Adjemian (Charybdis)
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1ac55d8be8
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Fixed bug.
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2012-03-09 12:57:58 +01:00 |
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Stéphane Adjemian (Charybdis)
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ec9b47426a
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Added an option for the threshold level of neff in the generic case of the resampling routines.
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2012-03-09 12:44:25 +01:00 |
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Stéphane Adjemian (Charybdis)
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f12e8a3754
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Force the weights to sum up to one, and not to the number of particles as in WK (Econometrica 2010).
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2012-03-08 16:36:31 +01:00 |
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Stéphane Adjemian (Charybdis)
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a2f3a53634
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Parallelization of local_state_space_iteration_2 (used in non linear filters).
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2012-03-05 23:11:49 +01:00 |
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Stéphane Adjemian (Charybdis)
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0d58e1855d
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Fixed compatibility issue with octave (use set_dynare_seed routine instead of the matlab's commands
to set the seed of the random number generators).
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2012-03-05 14:37:55 +01:00 |
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Stéphane Adjemian (Charybdis)
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724b99412f
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Added option for kitagawa/stratified approach in traditional resampling.
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2012-03-04 22:12:59 +01:00 |
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Stéphane Adjemian (Charybdis)
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3b471e3a99
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Bug fix. Added missing input (method specification) to the resampling routine.
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2012-03-04 22:12:59 +01:00 |
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Stéphane Adjemian (Charybdis)
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13f1e62de8
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Deleted trailing white spaces.
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2012-03-04 22:12:58 +01:00 |
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Stéphane Adjemian (Charybdis)
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83bfaa814e
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Added sequential importance particle filter routine.
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2012-01-11 16:01:24 +01:00 |