Draft: Integrate DSMH (!2345) · Merge requests · Dynare / dynare · GitLab

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Open Johannes Pfeifer requested to merge JohannesPfeifer/dynare:DSMH into master 2 months ago

Feb 07, 2025
- testsuite: split particle unit test in separate files · 7f497fb1
  Johannes Pfeifer authored 2 months ago
  
  7f497fb1
- Online filter: move trajectory plot to subfolder · 77a778ee
  Johannes Pfeifer authored 2 months ago
  
  77a778ee
Feb 06, 2025
- Add the case posterior_sampling_method='dsmh'. · 53a089b7
  Frédéric Karamé authored 3 months ago and Johannes Pfeifer committed 2 months ago
  
  53a089b7
- DSMH: Remove unnecessary resampling step · d5f02715
  Johannes Pfeifer authored 2 months ago
  
  d5f02715
- hssmc.m: Cosmetic header change · df2b8fbe
  Frédéric Karamé authored 3 months ago and Johannes Pfeifer committed 2 months ago
  
  df2b8fbe
- DSMH: filter out case where number of particles is too small · d049c0b9
  Johannes Pfeifer authored 2 months ago
  
  d049c0b9
- Make DSMH an option of posterior_sampling_method · 3290f3ab
  Frédéric Karamé authored 3 months ago and Johannes Pfeifer committed 2 months ago
  
  3290f3ab
- kitagawa.m: allow drawing defined number of particles instead of all particles · f7f44a7b
  Frédéric Karamé authored 3 months ago and Johannes Pfeifer committed 2 months ago
  
  f7f44a7b