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Dóra Kocsis
dynare
Commits
fb4def04
Commit
fb4def04
authored
Mar 03, 2012
by
Stéphane Adjemian
Browse files
Fixed bug related to the name of the sub-structure for the non linear filters.
parent
bbf63f0d
Changes
1
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matlab/global_initialization.m
View file @
fb4def04
...
...
@@ -41,7 +41,7 @@ options_.terminal_condition = 0;
options_
.
rplottype
=
0
;
options_
.
smpl
=
0
;
options_
.
dynatol
.
f
=
1e-5
;
options_
.
dynatol
.
x
=
1e-5
;
options_
.
dynatol
.
x
=
1e-5
;
options_
.
maxit_
=
10
;
options_
.
slowc
=
1
;
options_
.
timing
=
0
;
...
...
@@ -57,7 +57,7 @@ options_.solve_tolf = eps^(1/3);
options_
.
solve_tolx
=
eps
^
(
2
/
3
);
options_
.
solve_maxit
=
500
;
% Default number of threads for parallelized mex files.
% Default number of threads for parallelized mex files.
options_
.
threads
.
kronecker
.
A_times_B_kronecker_C
=
1
;
options_
.
threads
.
kronecker
.
sparse_hessian_times_B_kronecker_C
=
1
;
...
...
@@ -118,7 +118,7 @@ ep.verbosity = 0;
% Set bytecode flag
ep
.
use_bytecode
=
0
;
% Initialization of the perfect foresight equilibrium paths
% * init=0, previous solution is used.
% * init=0, previous solution is used.
% * init=1, a path generated with the first order reduced form is used.
% * init=2, mix of cases 0 and 1.
ep
.
init
=
0
;
...
...
@@ -156,37 +156,37 @@ options_.ep = ep;
% Particle filter
%
% Default is that we do not use the non linear kalman filter
% Default is that we do not use the non linear kalman filter
particle
.
status
=
0
;
% How do we initialize the states?
particle
.
initialization
=
1
;
particle
_filter
.
initial_state_prior_std
=
.
0001
;
% Set the default order of approximation of the model (perturbation).
particle
_filter
.
perturbation
=
2
;
particle
.
initial_state_prior_std
=
.
0001
;
% Set the default order of approximation of the model (perturbation).
particle
.
perturbation
=
2
;
% Set the default number of particles.
particle
_filter
.
number_of_particles
=
500
;
particle
.
number_of_particles
=
500
;
% Set the default approximation order (Smolyak)
particle
_filter
.
smolyak_accuracy
=
3
;
particle
.
smolyak_accuracy
=
3
;
% By default we don't use pruning
particle
_filter
.
pruning
=
0
;
particle
.
pruning
=
0
;
% Set default algorithm
particle
_filter
.
algorithm
=
'sequential_importance_particle_filter'
;
% Set the Gaussian approximation method
particle
_filter
.
approximation_method
=
'unscented'
;
particle
.
algorithm
=
'sequential_importance_particle_filter'
;
% Set the Gaussian approximation method
particle
.
approximation_method
=
'unscented'
;
% Set unscented parameters alpha, beta and kappa for gaussian approximation
particle
_filter
.
unscented
.
alpha
=
1
;
particle
_filter
.
unscented
.
beta
=
2
;
particle
_filter
.
unscented
.
kappa
=
1
;
particle
.
unscented
.
alpha
=
1
;
particle
.
unscented
.
beta
=
2
;
particle
.
unscented
.
kappa
=
1
;
% Configuration of resampling in case of particles
particle
_filter
.
resampling
=
'systematic'
;
% Choice of the resampling method
particle
_filter
.
resampling_method
=
'traditional'
;
% Configuration of the mixture filters
particle
_filter
.
mixture_method
=
'particles'
;
particle
.
resampling
=
'systematic'
;
% Choice of the resampling method
particle
.
resampling_method
=
'traditional'
;
% Configuration of the mixture filters
particle
.
mixture_method
=
'particles'
;
% Size of the different mixtures
particle
_filter
.
mixture_state_variables
=
5
;
particle
_filter
.
mixture_structural_shocks
=
1
;
particle
_filter
.
mixture_measurement_shocks
=
1
;
particle
.
mixture_state_variables
=
5
;
particle
.
mixture_structural_shocks
=
1
;
particle
.
mixture_measurement_shocks
=
1
;
% Copy ep structure in options_ global structure
options_
.
particle
=
particle
;
...
...
@@ -215,9 +215,9 @@ options_.solve_algo = 2;
options_
.
linear
=
0
;
options_
.
replic
=
50
;
options_
.
drop
=
100
;
% if mjdgges.dll (or .mexw32 or ....) doesn't exist, matlab/qz is added to the path.
% There exists now qz/mjdgges.m that contains the calls to the old Sims code
% Hence, if mjdgges.m is visible exist(...)==2,
% if mjdgges.dll (or .mexw32 or ....) doesn't exist, matlab/qz is added to the path.
% There exists now qz/mjdgges.m that contains the calls to the old Sims code
% Hence, if mjdgges.m is visible exist(...)==2,
% this means that the DLL isn't avaiable and use_qzdiv is set to 1
if
exist
(
'mjdgges'
,
'file'
)
==
2
options_
.
use_qzdiv
=
1
;
...
...
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