Skip to content
Snippets Groups Projects
Commit d4f776aa authored by Frédéric Karamé's avatar Frédéric Karamé
Browse files

Modification of the mod-file to call the online sampler with...

Modification of the mod-file to call the online sampler with posterior_sampling_method instead of mode_compute=11.
parent 8f14007e
No related branches found
No related tags found
1 merge request!2323Make compatible the outputs of the online particle filter with the Dynare...
......@@ -8,7 +8,7 @@
@#endif
@#ifndef ALGO_SIR
@#define ALGO_SIR = 1
@#define ALGO_SIR = 0
@#endif
@#ifndef ALGO_APF
......@@ -24,7 +24,7 @@
@#endif
@#ifndef ALGO_ONLINE
@#define ALGO_ONLINE = 0
@#define ALGO_ONLINE = 1
@#endif
@#ifndef MCMC
......@@ -150,9 +150,12 @@ estimation(order=3,nograph,filter_algorithm=gf,proposal_approximation=montecarlo
@#endif
@#if ALGO_ONLINE
estimation(order=1,nograph,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9));
estimation(order=2,nograph,number_of_particles=10000,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9));
estimation(order=3,nograph,number_of_particles=10000,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9));
% estimation(order=1,nograph,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9));
% estimation(order=2,nograph,number_of_particles=10000,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9));
% estimation(order=3,nograph,number_of_particles=10000,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9));
estimation(order=1,posterior_sampling_method='online',posterior_sampler_options=('particles',1000));
estimation(order=2,posterior_sampling_method='online',posterior_sampler_options=('particles',1000));
estimation(order=3,posterior_sampling_method='online',filter_algorithm=nlkf,proposal_approximation=montecarlo,number_of_particles=500,posterior_sampler_options=('particles',500));
@#endif
@#if MCMC
......@@ -187,9 +190,7 @@ estimation(order=3,filter_algorithm=nlkf,number_of_particles=10000,proposal_appr
@#endif
@#if SMC
% estimation(order=1,nograph,posterior_sampling_method='hssmc');
% estimation(order=2,nograph,posterior_sampling_method='hssmc',filter_algorithm=nlkf,proposal_approximation=montecarlo);
% estimation(order=2,nograph,posterior_sampling_method='hssmc',number_of_particles=10000);
% estimation(order=3,nograph,posterior_sampling_method='hssmc',number_of_particles=10000,filter_algorithm=apf,resampling=none);%,posterior_sampler_options=('particles',1000));
estimation(order=3,nograph,posterior_sampling_method='hssmc',filter_algorithm=nlkf,proposal_approximation=montecarlo);
estimation(order=1,posterior_sampling_method='hssmc',posterior_sampler_options=('particles',1000));
estimation(order=2,posterior_sampling_method='hssmc',posterior_sampler_options=('particles',1000));
estimation(order=3,posterior_sampling_method='hssmc',filter_algorithm=nlkf,proposal_approximation=montecarlo,number_of_particles=500,posterior_sampler_options=('particles',500));
@#endif
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment