Added option for kitagawa/stratified approach in traditional resampling.

matlab/global_initialization.m

@@ -178,9 +178,10 @@ particle.unscented.alpha = 1 ;
 particle.unscented.beta = 2 ;
 particle.unscented.kappa = 1 ;
 % Configuration of resampling in case of particles
-particle.resampling = 'systematic' ;
+particle.resampling.status = 'systematic' ;
 % Choice of the resampling method
-particle.resampling_method = 'traditional' ;
+particle.resampling.method1 = 'traditional' ;
+particle.resampling.method2 = 'kitagawa';
 % Configuration of the mixture filters
 particle.mixture_method = 'particles' ;
 % Size of the different mixtures

matlab/particle/resample.m

-function indx = resample(weights,method)
+function indx = resample(weights,method1,method2)
 % Resamples particles.
 
 %@info:
@@ -54,11 +54,17 @@ function indx = resample(weights,method)
 % AUTHOR(S) frederic DOT karame AT univ DASH evry DOT fr
 %           stephane DOT adjemian AT univ DASH lemans DOT fr
 
-switch method
+switch method1
   case 'residual'
     indx = residual_resampling(weights);
   case 'traditional'
-    indx = traditional_resampling(weights);
+    if strcmpi(method2,'kitagawa')
+        indx = traditional_resampling(weights,rand);
+    elseif strcmpi(method2,'stratified')
+        indx = traditional_resampling(weights,rand(size(weights)));
+    else
+        error('particle::resample: Unknown method!')
+    end
   otherwise
     error('particle::resample: Unknown method!')
 end
\ No newline at end of file

matlab/particle/sequential_importance_particle_filter.m

@@ -132,11 +132,11 @@ for t=1:sample_size
     lik(t) = log(mean(wtilde))+dfac;
     weights = wtilde/sum(wtilde);
     Neff = 1/(weights*weights');
-    if (Neff<.5*sample_size && ~isempty(strmatch(DynareOptions.particle.resampling,'generic','exact'))) || ~isempty(strmatch(DynareOptions.particle.resampling,'systematic','exact'))
+    if (Neff<.5*sample_size && strcmpi(DynareOptions.particle.resampling.status,'generic')) || strcmpi(DynareOptions.particle.resampling.status,'systematic')
         nb_obs_resamp = nb_obs_resamp+1 ;
-        StateVectors = tmp(mf0,resample(weights,DynareOptions.particle.resampling_method));
+        StateVectors = tmp(mf0,resample(weights,DynareOptions.particle.resampling.method1,DynareOptions.particle.resampling.method2));
         weights = ones(1,number_of_particles) ;
-    elseif ~isempty(strmatch(DynareOptions.particle_filter.resampling,'none','exact'))
+    elseif strcmpi(DynareOptions.particle_filter.resampling.status,'none')
         StateVectors = tmp(mf0,:);
         weights = number_of_particles*weights;
     end