Use nonlinear filter.

parent 0f3dd003
Pipeline #4733 passed with stages
in 114 minutes and 5 seconds
......@@ -11,10 +11,10 @@
// ALGORITHM
@#ifndef LINEAR_KALMAN
@#define LINEAR_KALMAN = 1
@#define LINEAR_KALMAN = 0
@#endif
@#ifndef NON_LINEAR_KALMAN
@#define NON_LINEAR_KALMAN = 0
@#define NON_LINEAR_KALMAN = 1
@#endif
@#ifndef ALGO_SIR
@#define ALGO_SIR = 0
......@@ -221,4 +221,4 @@ options_.threads.local_state_space_iteration_2 = 4;
options_.posterior_sampling_method = 'RWGMH';
options_.rwgmh_scale_shock = (1e-5)*[10 10 1 1 10 10 10 1000 10 10] ;
estimation(order=1,mh_replic=5000,mode_compute=0,mode_file=dsge_base2_mode);
@#endif
\ No newline at end of file
@#endif
Markdown is supported
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment