diff --git a/meson.build b/meson.build index 13e0c01d97d6c770d1b0d8657cfa3570a796b2c3..be322ea4804b91aa15c4fd8309f6a61a52493f0a 100644 --- a/meson.build +++ b/meson.build @@ -1772,6 +1772,7 @@ mod_and_m_tests = [ 'particle/benchmark.m', 'particle/mysample.m'] }, { 'test' : [ 'particle/first_spec.mod', + 'particle/first_spec_hssmc.mod', 'particle/local_state_space_iteration_k_test.mod', 'particle/local_state_space_iteration_3_test.mod' ], 'extra' : [ 'particle/first_spec_common.inc' ] }, diff --git a/tests/particle/first_spec_hssmc.mod b/tests/particle/first_spec_hssmc.mod new file mode 100644 index 0000000000000000000000000000000000000000..0343ec263ae533175b3ec968a28e96bdfb38c2e4 --- /dev/null +++ b/tests/particle/first_spec_hssmc.mod @@ -0,0 +1,26 @@ +//File testing error message if initial state vector is not positive definite + +@#include "first_spec_common.inc" + +varobs q ca; + +shocks; +var eeps = 0.04^2; +var nnu = 0.03^2; +var q = 0.01^2; +var ca = 0.01^2; +end; + +stoch_simul(order=3,periods=200, irf=0); +send_endogenous_variables_to_workspace; +save('my_data.mat','q','ca'); + +estimation(datafile='my_data.mat',order=2,mode_compute=0,mh_replic=0,filter_algorithm=sis,nonlinear_filter_initialization=2 + ,cova_compute=0, %tell program that no covariance matrix was computed + posterior_sampling_method='hssmc', + posterior_sampler_options=('steps',5, + 'lambda',2, + 'particles', 200, + 'scale',.5, + 'target', .25) +); \ No newline at end of file