Merge branch 'liu_west' into 'master'

online auxiliary filter: add option to set termination condition of loop

See merge request Dynare/dynare!1994

matlab/default_option_values.m

@@ -287,6 +287,7 @@ particle.mixture_structural_shocks = 1 ;
 particle.mixture_measurement_shocks = 1 ;
 % Online approach
 particle.liu_west_delta = 0.99 ;
+particle.liu_west_max_resampling_tries = 5000;
 % Options for setting the weights in conditional particle filters.
 particle.cpf_weights_method.amisanotristani = true;
 particle.cpf_weights_method.murrayjonesparslow = false;

particles @ 2e18ca8f

-Subproject commit 383df9c85c823be61e25a3702a151b6f20e609fc
+Subproject commit 2e18ca8ff584d1ab47658f329ab73ab1c27cdf6f