function [particle_options] = check_particle_filter_options(particle_options) % function [particle_filter_options, options_] = check_particle_filter_options(particle_filter_options_string, options_) % initialization of particle filter options % % INPUTS % particle_filter_options: structure storing the options % OUTPUTS % particle_filter_options: checked particle filter options % % SPECIAL REQUIREMENTS % none % Copyright © 2021 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 . if strcmpi(particle_options.filter_algorithm, 'sis') particle_options.algorithm = 'sequential_importance_particle_filter'; elseif strcmpi(particle_options.filter_algorithm, 'apf') particle_options.algorithm = 'auxiliary_particle_filter'; elseif strcmpi(particle_options.filter_algorithm, 'gf') particle_options.algorithm = 'gaussian_filter'; elseif strcmpi(particle_options.filter_algorithm, 'gmf') particle_options.algorithm = 'gaussian_mixture_filter'; elseif strcmpi(particle_options.filter_algorithm, 'cpf') particle_options.algorithm = 'conditional_particle_filter'; elseif strcmpi(particle_options.filter_algorithm, 'nlkf') particle_options.algorithm = 'nonlinear_kalman_filter'; else error(['Estimation: Unknown filter ' particle_options.filter_algorithm]) end if ~isempty(particle_options.particle_filter_options) % set default options and user defined options options_list = read_key_value_string(particle_options.particle_filter_options); for i=1:rows(options_list) switch options_list{i,1} case 'posterior_sampler' if ~(strcmpi(options_list{i,2}, 'Herbst_Schorfheide') || ... strcmpi(options_list{i,2}, 'DSMH')) error(['check_particle_filter_options:: the proposal_distribution option to estimation takes either ' ... 'Herbst_Schorfheide or Herbst_Schorfheide as options']); else particle_options.posterior_sampler=options_list{i,2}; end case 'initial_state_prior_std' if options_list{i,2} <= 0 error('check_particle_filter_options:: the initial_state_prior_std option takes a positive argument'); else particle_options.initial_state_prior_std=options_list{i,2}; end case 'pruning' if ~islogical(options_list{i,2}) error('check_particle_filter_options:: the pruning options takes only true or false'); else particle_options.pruning=options_list{i,2}; end case 'unscented_alpha' if options_list{i,2} <= 0 error('check_particle_filter_options:: the unscented_alpha option takes a positive argument'); else particle_options.unscented.alpha=options_list{i,2}; end case 'unscented_beta' if options_list{i,2} <= 0 error('check_particle_filter_options:: the unscented_beta option takes a positive argument'); else particle_options.unscented.beta=options_list{i,2}; end case 'unscented_kappa' if options_list{i,2} <= 0 error('check_particle_filter_options:: the unscented_kappa option takes a positive argument'); else particle_options.unscented.kappa=options_list{i,2}; end case 'mixture_state_variables' if options_list{i,2} <= 0 error('check_particle_filter_options:: the mixture_state_variables option takes a positive integer'); else particle_options.mixture_state_variables=options_list{i,2}; end case 'mixture_structural_shocks' if options_list{i,2} <= 0 error('check_particle_filter_options:: the mixture_structural_shocks option takes a positive integer'); else particle_options.mixture_structural_shocks=options_list{i,2}; end case 'mixture_measurement_shocks' if options_list{i,2} <= 0 error('check_particle_filter_options:: the mixture_measurement_shocks option takes a positive integer'); else particle_options.mixture_measurement_shocks=options_list{i,2}; end case 'liu_west_delta' if options_list{i,2} <= 0 error('check_particle_filter_options:: the liu_west_delta option takes a positive argument'); else particle_options.liu_west_delta=options_list{i,2}; end otherwise warning(['check_particle_filter_options: Unknown option (' options_list{i,1} ')!']) end end end