From fbec03fe1cd9b39d9e4c70b5ed88fe328b58019a Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Mon, 24 Jun 2013 09:59:32 +0200
Subject: [PATCH] Fixed bug related to the shape of the weights vector in
paricle filter with pruning.
---
matlab/particle/sequential_importance_particle_filter.m | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
diff --git a/matlab/particle/sequential_importance_particle_filter.m b/matlab/particle/sequential_importance_particle_filter.m
index adb211511..7d0606504 100644
--- a/matlab/particle/sequential_importance_particle_filter.m
+++ b/matlab/particle/sequential_importance_particle_filter.m
@@ -156,8 +156,8 @@ for t=1:sample_size
if (strcmp(DynareOptions.particle.resampling.status,'generic') && neff(weights)<DynareOptions.particle.resampling.neff_threshold*sample_size ) || ...
strcmp(DynareOptions.particle.resampling.status,'systematic')
if pruning
- temp = resample([tmp(mf0,:)' tmp_(mf0,:)'],weights,DynareOptions);
- StateVectors = temp(:,1:number_of_state_variables)' ;
+ temp = resample([tmp(mf0,:)' tmp_(mf0,:)'],weights',DynareOptions);
+ StateVectors = temp(:,1:number_of_state_variables)';
StateVectors_ = temp(:,number_of_state_variables+1:2*number_of_state_variables)';
else
StateVectors = resample(tmp(mf0,:)',weights',DynareOptions)';
--
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