neff.m 768 Bytes
Newer Older
1
2
3
function n = neff(w)
% Evaluates the criterion for resampling

Stéphane Adjemian's avatar
Stéphane Adjemian committed
4
% Copyright (C) 2013-2014 Dynare Team
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.

21
n = 1/dot(w,w);