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!10
auxiliary_particle_filter.m: set undefined variable
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Merged
auxiliary_particle_filter.m: set undefined variable
JohannesPfeifer/particles:apf
into
master
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Merged
auxiliary_particle_filter.m: set undefined variable
Johannes Pfeifer
requested to merge
JohannesPfeifer/particles:apf
into
master
Nov 13, 2020
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Dynare/dynare#1718 (closed)
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3dca797b
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Nov 13, 2020
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@@ -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
pruning
temp
=
resample
([
StateVectors
' StateVectors_'
],
weights
'
,
ParticleOptions
);
number_of_state_variables
=
size
(
StateVectors
,
1
);
StateVectors
=
temp
(:,
1
:
number_of_state_variables
)
'
;
StateVectors_
=
temp
(:,
number_of_state_variables
+
1
:
2
*
number_of_state_variables
)
'
;
else
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