70 lines
2.0 KiB
Matlab
70 lines
2.0 KiB
Matlab
function indx = resample(weights,method1,method2)
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% Resamples particles.
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%@info:
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%! @deftypefn {Function File} {@var{indx} =} resample (@var{weights}, @var{method})
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%! @anchor{particle/resample}
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%! @sp 1
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%! Resamples particles.
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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 weights
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%! n*1 vector of doubles, particles' weights.
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%! @item method
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%! string equal to 'residual' or 'traditional'.
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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 indx
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%! n*1 vector of intergers, indices.
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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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%! @sp 1
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%! @ref{particle/sequantial_importance_particle_filter}
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%! @sp 2
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%! @strong{This function calls:}
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%! @sp 1
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%! @ref{residual_resampling}, @ref{traditional_resampling}
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%! @sp 2
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%! @end deftypefn
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%@eod:
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% Copyright (C) 2011, 2012 Dynare Team
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%
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% This file is part of Dynare.
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%
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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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% 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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%
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% Dynare 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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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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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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% AUTHOR(S) frederic DOT karame AT univ DASH evry DOT fr
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% stephane DOT adjemian AT univ DASH lemans DOT fr
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switch method1
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case 'residual'
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indx = residual_resampling(weights);
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case 'traditional'
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if strcmpi(method2,'kitagawa')
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indx = traditional_resampling(weights,rand);
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elseif strcmpi(method2,'stratified')
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indx = traditional_resampling(weights,rand(size(weights)));
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else
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error('particle::resample: Unknown method!')
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end
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otherwise
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error('particle::resample: Unknown method!')
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end |