diff --git a/src/online_auxiliary_filter.m b/src/online_auxiliary_filter.m index 3e0b146acad3e8b15e3c23692071da0f587aa988..d68166bbef9ef05c0542c190a1e43a71ffc9df65 100644 --- a/src/online_auxiliary_filter.m +++ b/src/online_auxiliary_filter.m @@ -1,6 +1,6 @@ -function [xparam,std_param,lb_95,ub_95,median_param] = online_auxiliary_filter(xparam1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,bounds,DynareResults) - -% Carvalho & Lopes particle filter = auxiliary particle filter including Liu & West filter on parameters. +function [xparam,std_param,lb_95,ub_95,median_param] = online_auxiliary_filter(xparam1,DynareDataset,dataset_info,DynareOptions,Model,EstimatedParameters,BayesInfo,bounds,DynareResults) + +% Liu & West particle filter = auxiliary particle filter including Liu & West filter on parameters. % % INPUTS % ReducedForm [structure] Matlab's structure describing the reduced form model.