Commit f0ef6c93 authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Removed call to gaussian_filter_bank routine in sequantial_importance_particle_filter.

parent 21055da5
......@@ -97,8 +97,8 @@ ghuu = ReducedForm.ghuu;
ghxu = ReducedForm.ghxu;
% Get covariance matrices.
Q = ReducedForm.Q;
H = ReducedForm.H;
Q = ReducedForm.Q; % Covariance matrix of the structural innovations.
H = ReducedForm.H; % COvariance matrix of the measurement errors.
if isempty(H)
H = 0;
end
......@@ -120,8 +120,6 @@ state_variance_rank = size(StateVectorVarianceSquareRoot,2);
% Factorize the covariance matrix of the structural innovations
Q_lower_triangular_cholesky = chol(Q)';
[PredictedStateMean,PredictedStateVarianceSquareRoot,StateVectorMean,StateVectorVarianceSquareRoot] = ...
gaussian_filter_bank(ReducedForm,Y(:,1),StateVectorMean,StateVectorVarianceSquareRoot,Q_lower_triangular_cholesky,Q_lower_triangular_cholesky,H,DynareOptions) ;
StateVectors = bsxfun(@plus,StateVectorVarianceSquareRoot*randn(state_variance_rank,number_of_particles),StateVectorMean) ;
% Set seed for randn().
......
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