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Amends the various filters to fit the fixed version of local_state_space_iteration_3

Merged Normann Rion requested to merge normann/particles:local_state_space_iteration_3 into master
10 files
+ 57
33
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@@ -33,6 +33,7 @@ end
@@ -33,6 +33,7 @@ end
% Get steady state and mean.
% Get steady state and mean.
%steadystate = ReducedForm.steadystate;
%steadystate = ReducedForm.steadystate;
constant = ReducedForm.constant;
constant = ReducedForm.constant;
 
ss = ReducedForm.ys;
state_variables_steady_state = ReducedForm.state_variables_steady_state;
state_variables_steady_state = ReducedForm.state_variables_steady_state;
% Set persistent variables.
% Set persistent variables.
@@ -54,6 +55,7 @@ ghu = ReducedForm.ghu;
@@ -54,6 +55,7 @@ ghu = ReducedForm.ghu;
ghxx = ReducedForm.ghxx;
ghxx = ReducedForm.ghxx;
ghuu = ReducedForm.ghuu;
ghuu = ReducedForm.ghuu;
ghxu = ReducedForm.ghxu;
ghxu = ReducedForm.ghxu;
 
ghs2 = ReducedForm.ghs2;
if (order == 3)
if (order == 3)
ghxxx = ReducedForm.ghxxx;
ghxxx = ReducedForm.ghxxx;
ghuuu = ReducedForm.ghuuu;
ghuuu = ReducedForm.ghuuu;
@@ -100,7 +102,7 @@ yhat = bsxfun(@minus,StateVectors,state_variables_steady_state);
@@ -100,7 +102,7 @@ yhat = bsxfun(@minus,StateVectors,state_variables_steady_state);
if (order == 2)
if (order == 2)
tmp = local_state_space_iteration_2(yhat,zeros(number_of_structural_innovations,number_of_particles),ghx,ghu,constant,ghxx,ghuu,ghxu,ThreadsOptions.local_state_space_iteration_2);
tmp = local_state_space_iteration_2(yhat,zeros(number_of_structural_innovations,number_of_particles),ghx,ghu,constant,ghxx,ghuu,ghxu,ThreadsOptions.local_state_space_iteration_2);
elseif (order == 3)
elseif (order == 3)
tmp = local_state_space_iteration_3(yhat,zeros(number_of_structural_innovations,number_of_particles),ghx,ghu,constant,ghxx,ghuu,ghxu,ghxxx,ghuuu,ghxxu,ghxuu,ghxss,ghuss,ThreadsOptions.local_state_space_iteration_3);
tmp = local_state_space_iteration_3(yhat, zeros(number_of_structural_innovations,number_of_particles), ghx, ghu, ghxx, ghuu, ghxu, ghs2, ghxxx, ghuuu, ghxxu, ghxuu, ghxss, ghuss, ss, options_.threads.local_state_space_iteration_3, false);
else
else
error('Orders > 3 not allowed');
error('Orders > 3 not allowed');
end
end
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