From a37589f34d0d0d9a2daf4e04c294e844d0f3304c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Fr=C3=A9d=C3=A9ric=20Karam=C3=A9?=
<frederic.karame@univ-lemans.fr>
Date: Thu, 9 Jan 2025 10:50:48 +0100
Subject: [PATCH] Add the case posterior_sampling_method='dsmh'.
---
tests/particle/dsge_base2.mod | 22 ++++++++++++++++------
1 file changed, 16 insertions(+), 6 deletions(-)
diff --git a/tests/particle/dsge_base2.mod b/tests/particle/dsge_base2.mod
index 473e9366e..ad55553a1 100644
--- a/tests/particle/dsge_base2.mod
+++ b/tests/particle/dsge_base2.mod
@@ -24,15 +24,19 @@
@#endif
@#ifndef ALGO_ONLINE
- @#define ALGO_ONLINE = 1
+ @#define ALGO_ONLINE = 0
@#endif
@#ifndef MCMC
@#define MCMC = 0
@#endif
-@#ifndef SMC
- @#define SMC = 0
+@#ifndef HSSMC
+ @#define HSSMC = 0
+@#endif
+
+@#ifndef DSMH
+ @#define DSMH = 1
@#endif
%%
@@ -189,8 +193,14 @@ estimation(order=3,nograph,filter_algorithm=gf,proposal_approximation=montecarlo
estimation(order=3,filter_algorithm=nlkf,number_of_particles=10000,proposal_approximation=montecarlo,resampling=none,silent_optimizer,mode_compute=0,cova_compute=0,MCMC_jumping_covariance=prior_variance,mh_init_scale_factor=0.01);
@#endif
-@#if SMC
+@#if HSSMC
estimation(order=1,posterior_sampling_method='hssmc',posterior_sampler_options=('particles',1000));
- estimation(order=2,posterior_sampling_method='hssmc',posterior_sampler_options=('particles',1000));
- estimation(order=3,posterior_sampling_method='hssmc',filter_algorithm=nlkf,proposal_approximation=montecarlo,number_of_particles=500,posterior_sampler_options=('particles',500));
+% estimation(order=2,posterior_sampling_method='hssmc',posterior_sampler_options=('particles',1000));
+% estimation(order=3,posterior_sampling_method='hssmc',filter_algorithm=nlkf,proposal_approximation=montecarlo,number_of_particles=500,posterior_sampler_options=('particles',500));
+@#endif
+
+@#if DSMH
+ estimation(order=1,posterior_sampling_method='dsmh',posterior_sampler_options=('particles',1000));
+% estimation(order=2,posterior_sampling_method='dsmh',posterior_sampler_options=('particles',1000));
+% estimation(order=3,posterior_sampling_method='dsmh',filter_algorithm=nlkf,proposal_approximation=montecarlo,number_of_particles=500,posterior_sampler_options=('particles',500));
@#endif
--
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