diff --git a/tests/particle/dsge_base2.mod b/tests/particle/dsge_base2.mod index f07148e9f890408f5c946169220bcc8beed630ff..473e9366e750f8426650e30a4ae1544dad7ffa68 100644 --- a/tests/particle/dsge_base2.mod +++ b/tests/particle/dsge_base2.mod @@ -8,7 +8,7 @@ @#endif @#ifndef ALGO_SIR - @#define ALGO_SIR = 1 + @#define ALGO_SIR = 0 @#endif @#ifndef ALGO_APF @@ -24,7 +24,7 @@ @#endif @#ifndef ALGO_ONLINE - @#define ALGO_ONLINE = 0 + @#define ALGO_ONLINE = 1 @#endif @#ifndef MCMC @@ -150,9 +150,12 @@ estimation(order=3,nograph,filter_algorithm=gf,proposal_approximation=montecarlo @#endif @#if ALGO_ONLINE - estimation(order=1,nograph,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9)); - estimation(order=2,nograph,number_of_particles=10000,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9)); - estimation(order=3,nograph,number_of_particles=10000,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9)); +% estimation(order=1,nograph,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9)); +% estimation(order=2,nograph,number_of_particles=10000,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9)); +% estimation(order=3,nograph,number_of_particles=10000,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9)); + estimation(order=1,posterior_sampling_method='online',posterior_sampler_options=('particles',1000)); + estimation(order=2,posterior_sampling_method='online',posterior_sampler_options=('particles',1000)); + estimation(order=3,posterior_sampling_method='online',filter_algorithm=nlkf,proposal_approximation=montecarlo,number_of_particles=500,posterior_sampler_options=('particles',500)); @#endif @#if MCMC @@ -187,9 +190,7 @@ estimation(order=3,filter_algorithm=nlkf,number_of_particles=10000,proposal_appr @#endif @#if SMC -% estimation(order=1,nograph,posterior_sampling_method='hssmc'); -% estimation(order=2,nograph,posterior_sampling_method='hssmc',filter_algorithm=nlkf,proposal_approximation=montecarlo); -% estimation(order=2,nograph,posterior_sampling_method='hssmc',number_of_particles=10000); -% estimation(order=3,nograph,posterior_sampling_method='hssmc',number_of_particles=10000,filter_algorithm=apf,resampling=none);%,posterior_sampler_options=('particles',1000)); - estimation(order=3,nograph,posterior_sampling_method='hssmc',filter_algorithm=nlkf,proposal_approximation=montecarlo); + 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)); @#endif