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Pruning and performance improvements for 3rd order particle filtering
authored
Sep 26, 2022
by
Sébastien Villemot
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NewFeatures.md
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@@ -17,7 +17,9 @@ Dynare 6 (unstable)
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Allows decomposition of the PAC target into an arbitrary number of components. (b297353b06c9c35223500439c0bc63321675768b)
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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)
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Pruning now available for 3rd order particle filtering (!2071, particles!16, !2045)
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`evaluate_planner_objective`
can now compute the unconditional welfare for order ⩾ 3. (!1962)
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