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Dóra Kocsis
dynare
Commits
a96850a0
Commit
a96850a0
authored
Nov 16, 2012
by
Frédéric Karamé
Browse files
fix bugs on sorting variables.
test different cases before doing resampling
parent
f0fcfa3b
Changes
1
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Inline
Side-by-side
matlab/particle/multivariate_smooth_resampling.m
View file @
a96850a0
...
...
@@ -55,42 +55,67 @@ function new_particles = multivariate_smooth_resampling(weights,particles,number
%
You
should
have
received
a
copy
of
the
GNU
General
Public
License
%
along
with
Dynare
.
If
not
,
see
<
http
:
//www.gnu.org/licenses/>.
%
AUTHOR
(
S
)
frederic
DOT
karame
AT
univ
DASH
evry
DOT
fr
%
AUTHOR
(
S
)
frederic
DOT
karame
AT
univ
DASH
lemans
DOT
fr
%
stephane
DOT
adjemian
AT
univ
DASH
lemans
DOT
fr
number_of_particles
=
length
(
weights
);
number_of_states
=
size
(
particles
,
2
);
number
=
number_of_particles
/
number_of_partitions
;
tout
=
sort
([
particles
weights
],
1
)
;
tout
=
sort
rows
([
particles
weights
],
1
)
;
particles
=
tout
(
:
,
1
:
number_of_states
)
;
weights
=
tout
(
:
,
1
+
number_of_states
)
;
cum_weights
=
cumsum
(
weights
)
;
new_particles
=
zeros
(
number_of_particles
,
number_of_states
)
;
indx
=
1
:
number_of_particles
;
for
i
=
1
:
number_of_partitions
if
i
==
number_of_partitions
tmp
=
bsxfun
(
@ge
,
cum_weights
,(
i
-
1
)
/
number_of_partitions
)
;
kp
=
indx
(
tmp
)
;
else
tmp
=
bsxfun
(
@and
,
bsxfun
(
@ge
,
cum_weights
,(
i
-
1
)
/
number_of_partitions
),
bsxfun
(
@lt
,
cum_weights
,
i
/
number_of_partitions
))
;
kp
=
indx
(
tmp
)
;
end
if
numel
(
kp
)
>
2
Np
=
length
(
kp
)
;
wtilde
=
[
(
number_of_partitions
*
(
cum_weights
(
kp
(
1
))
-
(
i
-
1
)
/
number_of_partitions
)
)
;
(
number_of_partitions
*
weights
(
kp
(
2
:
Np
-
1
))
)
;
(
number_of_partitions
*
(
i
/
number_of_partitions
-
cum_weights
(
kp
(
Np
)
-
1
)
)
)
]
;
if
number_of_partitions
>
1
cum_weights
=
cumsum
(
weights
)
;
indx
=
1
:
number_of_particles
;
for
i
=
1
:
number_of_partitions
if
i
==
number_of_partitions
tmp
=
bsxfun
(
@gt
,
cum_weights
,(
i
-
1
)
/
number_of_partitions
)
;
kp
=
indx
(
tmp
)
;
else
tmp
=
bsxfun
(
@and
,
bsxfun
(
@gt
,
cum_weights
,(
i
-
1
)
/
number_of_partitions
),
bsxfun
(
@lt
,
cum_weights
,
i
/
number_of_partitions
))
;
kp
=
indx
(
tmp
)
;
end
if
numel
(
kp
)
>
2
Np
=
length
(
kp
)
;
wtilde
=
[
(
number_of_partitions
*
(
cum_weights
(
kp
(
1
))
-
(
i
-
1
)
/
number_of_partitions
)
)
;
(
number_of_partitions
*
weights
(
kp
(
2
:
Np
-
1
))
)
;
(
number_of_partitions
*
(
i
/
number_of_partitions
-
cum_weights
(
kp
(
Np
)
-
1
)
)
)
]
;
elseif
numel
(
kp
)
==
2
Np
=
length
(
kp
)
;
wtilde
=
[
(
number_of_partitions
*
(
cum_weights
(
kp
(
1
))
-
(
i
-
1
)
/
number_of_partitions
)
)
;
(
number_of_partitions
*
(
i
/
number_of_partitions
-
cum_weights
(
kp
(
Np
)
-
1
)
)
)
]
;
elseif
numel
(
kp
)
==
1
new_particles
=
ones
(
number
,
1
).
*
particles
(
kp
,
:
)
;
return
;
else
%
probleme
end
test
=
sum
(
wtilde
)
;
disp
(
test
)
new_particles
=
zeros
(
number_of_particles
,
number_of_states
)
;
new_particles_j
=
zeros
(
number
,
number_of_states
)
;
for
j
=
1
:
number_of_states
particles_j
=
particles
(
kp
,
j
)
;
if
j
>
1
tout
=
sort
(
[
particles_j
wtilde
],
1
)
;
tout
=
sort
rows
(
[
particles_j
wtilde
],
1
)
;
particles_j
=
tout
(
:
,
1
)
;
wtilde
=
tout
(
:
,
2
)
;
end
new_particles_j
(
:
,
j
)
=
univariate_smooth_resmp
(
wtilde
,
particles_j
,
number
)
;
new_particles_j
(
:
,
j
)
=
univariate_smooth_res
a
mp
ling
(
wtilde
,
particles_j
,
number
)
;
end
new_particles
((
i
-
1
)
*
number
+
1
:
i
*
number
,
:
)
=
new_particles_j
;
end
end
else
new_particles
=
zeros
(
number
,
number_of_states
)
;
for
j
=
1
:
number_of_states
if
j
>
1
tout
=
sortrows
(
[
particles
(
:
,
j
)
weights
],
1
)
;
particles_j
=
tout
(
:
,
1
)
;
weights_j
=
tout
(
:
,
2
)
;
else
particles_j
=
particles
(
:
,
j
)
;
weights_j
=
weights
;
end
new_particles
(
:
,
j
)
=
univariate_smooth_resampling
(
weights_j
,
particles_j
,
number
)
;
end
end
\ No newline at end of file
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