Verified Commit 82f642fb authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Added missing case in integration tests for particle filters.

There was not test for the conditional particle filter (CPF).
parent d0dc40c2
......@@ -25,6 +25,9 @@
@#ifndef ALGO_APF
@#define ALGO_APF = 0
@#endif
@#ifndef ALGO_CPF
@#define ALGO_CPF = 0
@#endif
@#ifndef ALGO_GPF
@#define ALGO_GPF = 0
@#endif
......@@ -173,6 +176,10 @@ options_.threads.local_state_space_iteration_2 = 4;
estimation(order=2,nograph,filter_algorithm=apf,number_of_particles=10000,resampling=none,mh_replic=0,mode_compute=8,mode_check);
@#endif
@#if ALGO_CPF
estimation(order=2,nograph,filter_algorithm=cpf,number_of_particles=10000,resampling=none,mh_replic=0,mode_compute=8,mode_check);
@#endif
@#if ALGO_GPF
estimation(order=2,nograph,filter_algorithm=gf,distribution_approximation=montecarlo,number_of_particles=1000,mh_replic=0,mode_compute=8);
estimation(order=2,nograph,filter_algorithm=gf,distribution_approximation=montecarlo,number_of_particles=1000,mode_file=dsge_base2_mode,mh_replic=0,mode_compute=4,mode_check);
......
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