From cc04ef6ebf449d37872fdee7ec4f107bada8d954 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Fri, 13 Aug 2021 12:23:27 +0200
Subject: [PATCH] Particle filter: document remaining options
(@stepan removed trailing spaces)
---
doc/manual/source/the-model-file.rst | 52 ++++++++++++++++++++++++++++
1 file changed, 52 insertions(+)
diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index db947caffc..2351b23e6b 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -7266,6 +7266,58 @@ block decomposition of the model (see :opt:`block`).
``nonlinear_filter_initialization=1`` (initialization based on
the first order approximation of the model).
+ .. option:: particle_filter_options = (NAME, VALUE, ...)
+
+ A list of NAME and VALUE pairs. Can be used to set some fine-grained
+ options for the particle filter routines. The set of available options
+ depends on the selected filter routine.
+
+ More information on particle filter options is available at
+ `<https://git.dynare.org/Dynare/dynare/-/wikis/Particle-filters>`__.
+
+
+ Available options are:
+
+ ``'pruning'``
+
+ Enable pruning for particle filter-related simulations. Default: ``false``.
+
+ ``'liu_west_delta'``
+
+ Set the value for delta for the Liu/West online filter. Default: ``0.99``.
+
+ ``'unscented_alpha'``
+
+ Set the value for alpha for unscented transforms. Default: ``1``.
+
+ ``'unscented_beta'``
+
+ Set the value for beta for unscented transforms. Default: ``2``.
+
+ ``'unscented_kappa'``
+
+ Set the value for kappa for unscented transforms. Default: ``1``.
+
+ ``'initial_state_prior_std'``
+
+ Value of the diagonal elements for the initial covariance of the state
+ variables when employing ``nonlinear_filter_initialization=3``. Default: ``1``.
+
+ ``'mixture_state_variables'``
+
+ Number of mixture components in the Gaussian-mixture filter (gmf)
+ for the state variables. Default: ``5``.
+
+ ``'mixture_structural_shocks'``
+
+ Number of mixture components in the Gaussian-mixture filter (gmf)
+ for the structural shocks. Default: ``1``.
+
+ ``'mixture_measurement_shocks'``
+
+ Number of mixture components in the Gaussian-mixture filter (gmf)
+ for the measurement errors. Default: ``1``.
+
*Note*
If no ``mh_jscale`` parameter is used for a parameter in
--
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