Skip to content
Snippets Groups Projects

Draft: Integrate DSMH

Open Draft: Integrate DSMH
JohannesPfeifer/dynare:DSMH into master
Open Johannes Pfeifer requested to merge JohannesPfeifer/dynare:DSMH into master
Viewing commit 53a089b7
Prev Next
Show latest version
1 file
+ 16
− 6
Compare changes
  • Side-by-side
  • Inline
tests/particle/dsge_base2.mod
+ 16
− 6
@@ -24,15 +24,19 @@
@#endif
@#ifndef ALGO_ONLINE
@#define ALGO_ONLINE = 1
@#define ALGO_ONLINE = 0
@#endif
@#ifndef MCMC
@#define MCMC = 0
@#endif
@#ifndef SMC
@#define SMC = 0
@#ifndef HSSMC
@#define HSSMC = 0
@#endif
@#ifndef DSMH
@#define DSMH = 1
@#endif
%%
@@ -189,8 +193,14 @@ estimation(order=3,nograph,filter_algorithm=gf,proposal_approximation=montecarlo
estimation(order=3,filter_algorithm=nlkf,number_of_particles=10000,proposal_approximation=montecarlo,resampling=none,silent_optimizer,mode_compute=0,cova_compute=0,MCMC_jumping_covariance=prior_variance,mh_init_scale_factor=0.01);
@#endif
@#if SMC
@#if HSSMC
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));
% 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
@#if DSMH
estimation(order=1,posterior_sampling_method='dsmh',posterior_sampler_options=('particles',200));
% estimation(order=2,posterior_sampling_method='dsmh',posterior_sampler_options=('particles',1000));
% estimation(order=3,posterior_sampling_method='dsmh',filter_algorithm=nlkf,proposal_approximation=montecarlo,number_of_particles=500,posterior_sampler_options=('particles',500));
@#endif