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Dóra Kocsis
dynare
Commits
c85f27b9
Commit
c85f27b9
authored
Apr 12, 2013
by
Frédéric Karamé
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parent
8976bcf8
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matlab/particle/sequential_importance_particle_filter.m
View file @
c85f27b9
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
}
...
...
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