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Dóra Kocsis
dynare
Commits
0d58e185
Commit
0d58e185
authored
Mar 05, 2012
by
Stéphane Adjemian
Browse files
Fixed compatibility issue with octave (use set_dynare_seed routine instead of the matlab's commands
to set the seed of the random number generators).
parent
59d3d30c
Changes
2
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matlab/particle/auxiliary_particle_filter.m
View file @
0d58e185
...
...
@@ -82,8 +82,7 @@ state_variance_rank = size(StateVectorVarianceSquareRoot,2);
Q_lower_triangular_cholesky
=
chol
(
Q
)
'
;
% Set seed for randn().
stream
=
RandStream
(
'mt19937ar'
,
'Seed'
,
1
);
RandStream
.
setDefaultStream
(
stream
);
set_dynare_seed
(
'default'
);
% Initialization of the likelihood.
const_lik
=
log
(
2
*
pi
)
*
number_of_observed_variables
;
...
...
matlab/particle/sequential_importance_particle_filter.m
View file @
0d58e185
...
...
@@ -107,8 +107,7 @@ state_variance_rank = size(StateVectorVarianceSquareRoot,2);
Q_lower_triangular_cholesky
=
chol
(
Q
)
'
;
%
Set
seed
for
randn
().
stream
=
RandStream
(
'
mt19937ar
','
Seed
'
,
1
);
RandStream
.
setDefaultStream
(
stream
);
set_dynare_seed
(
'
default
'
);
%
Initialization
of
the
likelihood
.
const_lik
=
log
(
2
*
pi
)
*
number_of_observed_variables
;
...
...
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