function resampled_output = resample(particles,weights,ParticleOptions) % Resamples particles. % if particles = 0, returns the resampling index (except for smooth resampling) % Otherwise, returns the resampled particles set. %@info: %! @deftypefn {Function File} {@var{indx} =} resample (@var{weights}, @var{method}) %! @anchor{particle/resample} %! @sp 1 %! Resamples particles. %! @sp 2 %! @strong{Inputs} %! @sp 1 %! @table @ @var %! @item weights %! n*1 vector of doubles, particles' weights. %! @item method %! string equal to 'residual' or 'traditional'. %! @end table %! @sp 2 %! @strong{Outputs} %! @sp 1 %! @table @ @var %! @item indx %! n*1 vector of intergers, indices. %! @end table %! @sp 2 %! @strong{This function is called by:} %! @sp 1 %! @ref{particle/sequantial_importance_particle_filter} %! @sp 2 %! @strong{This function calls:} %! @sp 1 %! @ref{residual_resampling}, @ref{traditional_resampling} %! @sp 2 %! @end deftypefn %@eod: % Copyright © 2011-2014 Dynare Team % % This file is part of Dynare. % % 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, % 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. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . defaultmethod = 1; % For residual based method set this variable equal to 0. if defaultmethod if ParticleOptions.resampling.method.kitagawa resampled_output = traditional_resampling(particles,weights,rand); elseif ParticleOptions.resampling.method.stratified resampled_output = traditional_resampling(particles,weights,rand(size(weights))); elseif ParticleOptions.resampling.method.smooth if particles==0 error('Particle = 0 is incompatible with this resampling method!') end resampled_output = multivariate_smooth_resampling(particles,weights); else error('Unknown sampling method!') end else if ParticleOptions.resampling.method.kitagawa resampled_output = residual_resampling(particles,weights,rand); elseif ParticleOptions.resampling.method.stratified resampled_output = residual_resampling(particles,weights,rand(size(weights))); else error('Unknown sampling method!') end end