function resampled_particles = resample(particles,weights,DynareOptions) % Resamples particles. %@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 (C) 2011-2013 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 . % AUTHOR(S) frederic DOT karame AT univ DASH evry DOT fr % stephane DOT adjemian AT univ DASH lemans DOT fr switch DynareOptions.particle.resampling.method1 case 'residual' if strcmpi(DynareOptions.particle.resampling.method2,'kitagawa') resampled_particles = residual_resampling(particles,weights,rand); elseif strcmpi(DynareOptions.particle.resampling.method2,'stratified') resampled_particles = residual_resampling(particles,weights,rand(size(weights))); else error('particle::resample: Unknown method!') end case 'traditional' if strcmpi(DynareOptions.particle.resampling.method2,'kitagawa') resampled_particles = traditional_resampling(particles,weights,rand); elseif strcmpi(DynareOptions.particle.resampling.method2,'stratified') resampled_particles = traditional_resampling(particles,weights,rand(size(weights))); else error('particle::resample: Unknown method!') end case 'smooth' resampled_particles = multivariate_smooth_resampling(particles,weights) ; otherwise error('particle::resample: Unknown method!') end