From d4f776aa4105f80d861a046216ef4c8fb00bd5d0 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, 14 Nov 2024 14:58:58 +0100
Subject: [PATCH] Modification of the mod-file to call the online sampler with
posterior_sampling_method instead of mode_compute=11.
---
tests/particle/dsge_base2.mod | 21 +++++++++++----------
1 file changed, 11 insertions(+), 10 deletions(-)
diff --git a/tests/particle/dsge_base2.mod b/tests/particle/dsge_base2.mod
index f07148e9f..473e9366e 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
--
GitLab