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Verified Commit 3137e757 authored by Johannes Pfeifer's avatar Johannes Pfeifer Committed by Sébastien Villemot
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auxiliary_particle_filter.m: set undefined variable 

Closes Dynare/dynare#1718

(cherry picked from commit 3dca797b)
parent a675e32f
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src/auxiliary_particle_filter.m
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...@@ -134,6 +134,7 @@ for t=1:sample_size ...@@ -134,6 +134,7 @@ for t=1:sample_size
if (ParticleOptions.resampling.status.generic && neff(weights)<ParticleOptions.resampling.threshold*sample_size) || ParticleOptions.resampling.status.systematic if (ParticleOptions.resampling.status.generic && neff(weights)<ParticleOptions.resampling.threshold*sample_size) || ParticleOptions.resampling.status.systematic
if pruning if pruning
temp = resample([StateVectors' StateVectors_'],weights',ParticleOptions); temp = resample([StateVectors' StateVectors_'],weights',ParticleOptions);
number_of_state_variables=size(StateVectors,1);
StateVectors = temp(:,1:number_of_state_variables)'; StateVectors = temp(:,1:number_of_state_variables)';
StateVectors_ = temp(:,number_of_state_variables+1:2*number_of_state_variables)'; StateVectors_ = temp(:,number_of_state_variables+1:2*number_of_state_variables)';
else else
......
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