Pruning and performance improvements for 3rd order particle filtering authored by Sébastien Villemot's avatar Sébastien Villemot
......@@ -17,7 +17,9 @@ Dynare 6 (unstable)
- Allows decomposition of the PAC target into an arbitrary number of components. (b297353b06c9c35223500439c0bc63321675768b)
- Performance improvements for k-order perturbation simulation and particle
filtering at higher order (⩾ 3). (#1802)
filtering at higher order (⩾ 3). (#1802, !2071, particles!16, !2045)
- Pruning now available for 3rd order particle filtering (!2071, particles!16, !2045)
- `evaluate_planner_objective` can now compute the unconditional welfare for order ⩾ 3. (!1962)
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