Commit 202d8a2b by Frédéric Karamé

### minor modifications

parent c8c7b9fa
 function indx = residual_resampling(weights) function indx = residual_resampling(weights,noise) % Resamples particles. %@info: ... ... @@ -30,7 +30,7 @@ function indx = residual_resampling(weights) %! @end deftypefn %@eod: % Copyright (C) 2011-2012 Dynare Team % Copyright (C) 2011, 2012 Dynare Team % % This file is part of Dynare. % ... ... @@ -53,6 +53,15 @@ function indx = residual_resampling(weights) % What is the number of particles? number_of_particles = length(weights); switch length(noise) case 1 kitagawa_resampling = 1; case number_of_particles kitagawa_resampling = 0; otherwise error(['particle::resampling: Unknown method! The size of the second argument (' inputname(noise) ') is wrong.']) end % Set vectors of indices. jndx = 1:number_of_particles; indx = zeros(1,number_of_particles); ... ... @@ -69,13 +78,20 @@ number_of_trials = number_of_particles-sum(iWEIGHTS); if number_of_trials WEIGHTS = (WEIGHTS-iWEIGHTS)/number_of_trials; EmpiricalCDF = cumsum(WEIGHTS); u = fliplr(cumprod(rand(1,number_of_trials).^(1./(number_of_trials:-1:1)))); if kitagawa_resampling u = (transpose(1:number_of_trials)-1+noise(:))/number_of_trials; else u = fliplr(cumprod(noise.^(1./(number_of_trials:-1:1)))); end j=1; for i=1:number_of_trials while (u(i)>EmpiricalCDF(j)) j=j+1; end iWEIGHTS(j)=iWEIGHTS(j)+1; if kitagawa_resampling==0 j=1; end end end ... ...
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