diff --git a/matlab/particle/sequential_importance_particle_filter.m b/matlab/particle/sequential_importance_particle_filter.m index 85d11e36af7efe1d454c2f45fcbc4b4abc5c7ae5..5e110f8e75c5f109f30d220f3a12b911637a663d 100644 --- a/matlab/particle/sequential_importance_particle_filter.m +++ b/matlab/particle/sequential_importance_particle_filter.m @@ -130,6 +130,7 @@ for t=1:sample_size wtilde = weights.*exp(lnw-dfac); lik(t) = log(mean(wtilde))+dfac; weights = wtilde/sum(wtilde); + % sum(weights>max(weights)*1e-6) Neff = 1/(weights*weights'); if (Neff<DynareOptions.particle.resampling.neff_threshold*sample_size && strcmpi(DynareOptions.particle.resampling.status,'generic')) || strcmpi(DynareOptions.particle.resampling.status,'systematic') nb_obs_resamp = nb_obs_resamp+1 ;