Commit f187c3d4 authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Rewrote doc header.

parent e55f3fd2
function [LIK,lik] = sequential_importance_particle_filter(ReducedForm,Y,start,DynareOptions)
% Evaluates the likelihood of a nonlinear model with a particle filter (optionally with resampling).
% Standard Sequential Monte Carlo approach with
% - the usual proposal (the state transition distribution)
% - options on resampling: none, adaptive or systematic
%@info:
%! @deftypefn {Function File} {@var{y}, @var{y_} =} sequential_importance_particle_filter (@var{ReducedForm},@var{Y}, @var{start}, @var{DynareOptions})
%! @anchor{particle/sequential_importance_particle_filter}
%! @sp 1
%! Evaluates the likelihood of a nonlinear model with a particle filter (optionally with resampling).
%!
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item ReducedForm
%! Structure describing the state space model (built in @ref{non_linear_dsge_likelihood}).
%! @item Y
%! p*smpl matrix of doubles (p is the number of observed variables), the (detrended) data.
%! @item start
%! Integer scalar, likelihood evaluation starts at observation 'start'.
%! @item DynareOptions
%! Structure specifying Dynare's options.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item LIK
%! double scalar, value of (minus) the logged likelihood.
%! @item lik
%! smpl*1 vector of doubles, density of the observations at each period.
%! @end table
%! @sp 2
%! @strong{This function is called by:}
%! @ref{non_linear_dsge_likelihood}
%! @sp 2
%! @strong{This function calls:}
%!
%! @end deftypefn
%@eod:
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
% This file is part of Dynare (particles module).
%
% 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,
% Dynare particles module 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.
......@@ -57,9 +19,6 @@ function [LIK,lik] = sequential_importance_particle_filter(ReducedForm,Y,start,D
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) frederic DOT karame AT univ DASH lemans DOT fr
% stephane DOT adjemian AT univ DASH lemans DOT fr
persistent init_flag
persistent mf0 mf1
persistent number_of_particles number_of_state_variables
......
Markdown is supported
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment