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41 results

index_resample.m

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  • Forked from Dynare / dynare
    Source project has a limited visibility.
    index_resample.m 2.48 KiB
    function resampling_index = index_resample(particles,weights,DynareOptions)
    % Resamples particles.
    
    %@info:
    %! @deftypefn {Function File} {@var{indx} =} resample (@var{weights}, @var{method})
    %! @anchor{particle/resample}
    %! @sp 1
    %! Resamples particles.
    %! @sp 2
    %! @strong{Inputs}
    %! @sp 1
    %! @table @ @var
    %! @item weights
    %! n*1 vector of doubles, particles' weights.
    %! @item method
    %! string equal to 'residual' or 'traditional'.
    %! @end table
    %! @sp 2
    %! @strong{Outputs}
    %! @sp 1
    %! @table @ @var
    %! @item indx
    %! n*1 vector of intergers, indices.
    %! @end table
    %! @sp 2
    %! @strong{This function is called by:}
    %! @sp 1
    %! @ref{particle/sequantial_importance_particle_filter}
    %! @sp 2
    %! @strong{This function calls:}
    %! @sp 1
    %! @ref{residual_resampling}, @ref{traditional_resampling}
    %! @sp 2
    %! @end deftypefn
    %@eod:
    
    % Copyright (C) 2013 Dynare Team
    %
    % This file is part of Dynare.
    %
    % Dynare is free software: you can redistribute it and/or modify
    % it under the terms of the GNU General Public License as published by
    % the Free Software Foundation, either version 3 of the License, or
    % (at your option) any later version.
    %
    % Dynare is distributed in the hope that it will be useful,
    % but WITHOUT ANY WARRANTY; without even the implied warranty of
    % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    % GNU General Public License for more details.
    %
    % You should have received a copy of the GNU General Public License
    % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
    
    % AUTHOR(S) frederic DOT karame AT univ DASH evry DOT fr
    %           stephane DOT adjemian AT univ DASH lemans DOT fr
    
    switch DynareOptions.particle.resampling.method1
      case 'residual'
        if strcmpi(DynareOptions.particle.resampling.method2,'kitagawa')
            resampling_index = residual_resampling(particles,weights,rand);
        elseif strcmpi(DynareOptions.particle.resampling.method2,'stratified')
            resampling_index = residual_resampling(particles,weights,rand(size(weights)));
        else
            error('particle::resample: Unknown method!')
        end
      case 'traditional'
        if strcmpi(DynareOptions.particle.resampling.method2,'kitagawa')
            resampling_index = traditional_resampling(particles,weights,rand);
        elseif strcmpi(DynareOptions.particle.resampling.method2,'stratified')
            resampling_index = traditional_resampling(particles,weights,rand(size(weights)));