Commit c85f27b9 authored by Frédéric Karamé's avatar Frédéric Karamé
Browse files

add comments

parent 8976bcf8
function [LIK,lik] = sequential_importance_particle_filter(ReducedForm,Y,start,DynareOptions)
% Evaluates the likelihood of a nonlinear model with a particle filter (optionally with resampling).
% Standard Sequential Monte Carlo approach with
% - the usual proposal (the state transition distribution)
% - options on resampling: none, adaptive or systematic
%@info:
%! @deftypefn {Function File} {@var{y}, @var{y_} =} sequential_importance_particle_filter (@var{ReducedForm},@var{Y}, @var{start}, @var{DynareOptions})
%! @anchor{particle/sequential_importance_particle_filter}
......
Supports Markdown
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment