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Make compatible the outputs of the online particle filter with the Dynare...
Make compatible the outputs of the online particle filter with the Dynare routines for presenting results + migrate the Online Particle Filter from nonlinear filters to posterior samplers + make it compatible with commit e4953523 (Efficient_drawing). Now require to create an online option for posterior_sampling_method.
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- matlab/default_option_values.m 10 additions, 3 deletionsmatlab/default_option_values.m
- matlab/estimation/GetAllPosteriorDraws.m 43 additions, 0 deletionsmatlab/estimation/GetAllPosteriorDraws.m
- matlab/estimation/GetPosteriorMeanVariance.m 6 additions, 0 deletionsmatlab/estimation/GetPosteriorMeanVariance.m
- matlab/estimation/GetPosteriorParametersStatistics.m 2 additions, 2 deletionsmatlab/estimation/GetPosteriorParametersStatistics.m
- matlab/estimation/check_posterior_analysis_data.m 6 additions, 0 deletionsmatlab/estimation/check_posterior_analysis_data.m
- matlab/estimation/check_posterior_sampler_options.m 119 additions, 96 deletionsmatlab/estimation/check_posterior_sampler_options.m
- matlab/estimation/dynare_estimation_1.m 35 additions, 18 deletionsmatlab/estimation/dynare_estimation_1.m
- matlab/estimation/online/isonline.m 25 additions, 0 deletionsmatlab/estimation/online/isonline.m
- matlab/estimation/online/online_auxiliary_filter.m 41 additions, 72 deletionsmatlab/estimation/online/online_auxiliary_filter.m
- matlab/estimation/set_number_of_subdraws.m 6 additions, 0 deletionsmatlab/estimation/set_number_of_subdraws.m
- matlab/issmc.m 1 addition, 1 deletionmatlab/issmc.m
- matlab/nonlinear-filters/solve_model_for_online_filter.m 0 additions, 1 deletionmatlab/nonlinear-filters/solve_model_for_online_filter.m
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