matlab/estimation/GetAllPosteriorDraws.m

@@ -61,7 +61,7 @@ if issmc(options_)
                 draws = transpose(posterior.param(column,:));
             end
         else
-%            draws = posterior.tlogpostkernel;
+            draws = NaN;
         end
     elseif isdime(options_)
         posterior = load(sprintf('%s%s%s%schains.mat', dname, filesep(), 'dime', filesep()));

matlab/estimation/get_posterior_folder_name.m

@@ -36,6 +36,8 @@ else
         folder_name='hssmc';
     elseif isdime(options_)
         folder_name='dime';
+    elseif isonline(options_)
+        folder_name='online';
     else
         error('get_posterior_folder_name:: case should not happen. Please contact the developers')
     end

matlab/estimation/online/online_auxiliary_filter.m

-%function [xparam,mean_xparam,median_xparam,lb95_xparam,ub95_xparam] = 
 function online_auxiliary_filter(xparam1, dataset_, options_, M_, estim_params_, bayestopt_, oo_)
-% [pmean, pmode, pmedian, pstdev, p025, p975, covariance] = online_auxiliary_filter(xparam1, dataset_, options_, M_, estim_params_, bayestopt_, oo_)
+% online_auxiliary_filter(xparam1, dataset_, options_, M_, estim_params_, bayestopt_, oo_)
 % Liu & West particle filter = auxiliary particle filter including Liu & West filter on parameters.
 %
 % INPUTS
@@ -13,14 +12,7 @@ function online_auxiliary_filter(xparam1, dataset_, options_, M_, estim_params_,
 % - bayestopt_               [struct]    Prior definition.
 % - oo_                      [struct]    Results.
 %
-% OUTPUTS
-% - xparam                   [double]    n×M matrix, parameters particles at the end of the sample (posterior approx.).
-% - mean_xparam              [double]    n×T matrix, time series of the parameters particles mean.
-% - median_xparam            [double]    n×T matrix, time series of the parameters particles median.
-% - lb95_xparam              [double]    n×T matrix, time series of 2.5 percent of the particles are below p025(i) for i=1,…,n.
-% - ub95_xparam              [double]    n×T matrix, time series of 97.5 percent of the particles are below p975(i) for i=1,…,n.
-%
-% Copyright © 2013-2023 Dynare Team
+% Copyright © 2013-2024 Dynare Team
 %
 % This file is part of Dynare.
 %