From 4aedf7e9c0f3d479dfc86ee819bd668e2ed23289 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Fri, 9 Mar 2012 18:33:31 +0100
Subject: [PATCH] Added a commented line to print the effective number of
particles if needed.
---
matlab/particle/sequential_importance_particle_filter.m | 1 +
1 file changed, 1 insertion(+)
diff --git a/matlab/particle/sequential_importance_particle_filter.m b/matlab/particle/sequential_importance_particle_filter.m
index 85d11e36a..5e110f8e7 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 ;
--
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