diff --git a/matlab/estimation/online/online_auxiliary_filter.m b/matlab/estimation/online/online_auxiliary_filter.m index dc467f732062957969135df939914c415fa994c5..ebe1394ff1d2e18c98bfd4e4e69aa3f5f848e7f9 100644 --- a/matlab/estimation/online/online_auxiliary_filter.m +++ b/matlab/estimation/online/online_auxiliary_filter.m @@ -1,6 +1,5 @@ -%function [xparam,mean_xparam,median_xparam,lb95_xparam,ub95_xparam] = function online_auxiliary_filter(xparam1, dataset_, options_, M_, estim_params_, bayestopt_, oo_) -% [pmean, pmode, pmedian, pstdev, p025, p975, covariance] = online_auxiliary_filter(xparam1, dataset_, options_, M_, estim_params_, bayestopt_, oo_) +% online_auxiliary_filter(xparam1, dataset_, options_, M_, estim_params_, bayestopt_, oo_) % Liu & West particle filter = auxiliary particle filter including Liu & West filter on parameters. % % INPUTS @@ -13,14 +12,7 @@ function online_auxiliary_filter(xparam1, dataset_, options_, M_, estim_params_, % - bayestopt_ [struct] Prior definition. % - oo_ [struct] Results. % -% OUTPUTS -% - xparam [double] n×M matrix, parameters particles at the end of the sample (posterior approx.). -% - mean_xparam [double] n×T matrix, time series of the parameters particles mean. -% - median_xparam [double] n×T matrix, time series of the parameters particles median. -% - lb95_xparam [double] n×T matrix, time series of 2.5 percent of the particles are below p025(i) for i=1,…,n. -% - ub95_xparam [double] n×T matrix, time series of 97.5 percent of the particles are below p975(i) for i=1,…,n. -% -% Copyright © 2013-2023 Dynare Team +% Copyright © 2013-2024 Dynare Team % % This file is part of Dynare. %