Commit fb4def04 authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Fixed bug related to the name of the sub-structure for the non linear filters.

parent bbf63f0d
......@@ -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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