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Dynare
particles
Commits
3e22ed1b
Commit
3e22ed1b
authored
May 27, 2015
by
Frédéric Karamé
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update the function to the recent modifications in dynare_estimation.
parent
c89801b2
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src/online_auxiliary_filter.m
src/online_auxiliary_filter.m
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src/online_auxiliary_filter.m
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3e22ed1b
function
[
xparam
,
std_param
,
lb_95
,
ub_95
,
median_param
]
=
online_auxiliary_filter
(
xparam1
,
DynareDataset
,
DynareOptions
,
Model
,
EstimatedParameters
,
BayesInfo
,
bounds
,
DynareResults
)
%
Carvalho & Lopes
particle filter = auxiliary particle filter including Liu & West filter on parameters.
function
[
xparam
,
std_param
,
lb_95
,
ub_95
,
median_param
]
=
online_auxiliary_filter
(
xparam1
,
DynareDataset
,
dataset_info
,
DynareOptions
,
Model
,
EstimatedParameters
,
BayesInfo
,
bounds
,
DynareResults
)
%
Liu & West
particle filter = auxiliary particle filter including Liu & West filter on parameters.
%
% INPUTS
% ReducedForm [structure] Matlab's structure describing the reduced form model.
...
...
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