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Johannes Pfeifer
dynare
Commits
f879eb4a
Commit
f879eb4a
authored
9 months ago
by
Johannes Pfeifer
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smc_samplers_initialization.m: clean up header
parent
6c9c99ee
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Pipeline
#10692
passed
9 months ago
Stage: build
Stage: test
Stage: pkg
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matlab/estimation/smc/smc_samplers_initialization.m
+10
-18
10 additions, 18 deletions
matlab/estimation/smc/smc_samplers_initialization.m
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10 additions
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18 deletions
matlab/estimation/smc/smc_samplers_initialization.m
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View file @
f879eb4a
function
[
particles
,
tlogpostkernel
,
loglikelihood
,
SimulationFolder
]
=
smc_samplers_initialization
(
funobj
,
sampler
,
n
,
Prior
,
SimulationFolder
,
nsteps
)
function
[
particles
,
tlogpostkernel
,
loglikelihood
]
=
smc_samplers_initialization
(
funobj
,
sampler
,
n
,
Prior
,
SimulationFolder
,
nsteps
)
% function [particles, tlogpostkernel, loglikelihood] = smc_samplers_initialization(funobj, sampler, n, Prior, SimulationFolder, nsteps)
% Initialize SMC samplers by drawing initial particles in the prior distribution.
%
% INPUTS
% -
TargetFun
[char] string specifying the name of the objective function (posterior kernel).
% -
funobj
[char] string specifying the name of the objective function (posterior kernel).
% - sampler [char] name of the sampler.
% - n [integer] scalar, number of particles.
% - mh_bounds [double] p×2 matrix defining lower and upper bounds for the estimated parameters.
% - dataset_ [dseries] sample
% - dataset_info [struct] informations about the dataset
% - options_ [struct] dynare's options
% - M_ [struct] model description
% - estim_params_ [struct] estimated parameters
% - bayestopt_ [struct] estimated parameters
% - oo_ [struct] outputs
% - Prior [class] prior information
% - SimulationFolder [char] name of output folder
% - nsteps [integer] number of steps
%
% OUTPUTS
% - ix2 [double] p×n matrix of particles
% - ilogpo2 [double] n×1 vector of posterior kernel values for the particles
% - iloglik2 [double] n×1 vector of likelihood values for the particles
% - ModelName [string] name of the mod-file
% - MetropolisFolder [string] path to the Metropolis subfolder
% - bayestopt_ [structure] estimation options structure
% - particles [double] p×n matrix of particles
% - tlogpostkernel [double] n×1 vector of posterior kernel values for the particles
% - loglikelihood [double] n×1 vector of likelihood values for the particles
%
% SPECIAL REQUIREMENTS
% None.
% Copyright © 2022-202
3
Dynare Team
% Copyright © 2022-202
4
Dynare Team
%
% This file is part of Dynare.
%
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