diff --git a/tests/particle/dsge_base2.mod b/tests/particle/dsge_base2.mod index b7d4cb1b5f419ce2743bdfa68eab4cc2dc33bbd2..e57a2ad2d9b86d1eb9d1e67da79c9d86512fc1aa 100644 --- a/tests/particle/dsge_base2.mod +++ b/tests/particle/dsge_base2.mod @@ -1,9 +1,9 @@ // DGP @#ifndef RISKY_CALIBRATION -@#define RISKY_CALIBRATION = 0 +@#define RISKY_CALIBRATION = 1 @#endif @#ifndef EXTREME_CALIBRATION -@#define EXTREME_CALIBRATION = 1 +@#define EXTREME_CALIBRATION = 0 @#endif @#ifndef BENCHMARK_CALIBRATION @#define BENCHMARK_CALIBRATION = 0 @@ -13,8 +13,11 @@ @#ifndef LINEAR_KALMAN @#define LINEAR_KALMAN = 0 @#endif +@#ifndef NON_LINEAR_KALMAN +@#define NON_LINEAR_KALMAN = 0 +@#endif @#ifndef ALGO_SIR -@#define ALGO_SIR = 0 +@#define ALGO_SIR = 1 @#endif @#ifndef ALGO_SISmoothR @#define ALGO_SISmoothR = 0 @@ -29,7 +32,7 @@ @#define ALGO_GCF = 0 @#endif @#ifndef ALGO_GUF -@#define ALGO_GUF = 1 +@#define ALGO_GUF = 0 @#endif @#ifndef ALGO_GMPF @#define ALGO_GMPF = 0 @@ -86,7 +89,7 @@ stderr l, uniform_pdf,,, 0.00001, 0.1; stderr i, uniform_pdf,,, 0.00001, 0.1; end; -@#if RISKY_CALIBRATION +@#if EXTREME_CALIBRATION estimated_params_init; alp, 0.4; bet, 0.99; @@ -101,7 +104,7 @@ end; end; @#endif -@#if EXTREME_CALIBRATION +@#if RISKY_CALIBRATION estimated_params_init; alp, 0.4; bet, 0.99; @@ -118,8 +121,9 @@ end; varobs y l i ; -options_.mode_check.neighbourhood_size = .01 ; +options_.mode_check.neighbourhood_size = .1 ; options_.mode_check.number_of_points = 250; +options_.threads.local_state_space_iteration_2 = 4; @#if EXTREME_CALIBRATION data(file='./extreme.m'); @@ -135,11 +139,15 @@ options_.mode_check.number_of_points = 250; @#if LINEAR_KALMAN -% estimation(nograph,order=1,mode_compute=8,mh_replic=0,mode_check); + estimation(nograph,order=1,mode_compute=8,mh_replic=0,mode_check); +@#endif + +@#if NON_LINEAR_KALMAN + estimation(nograph,order=2,filter_algorithm=nlkf,mode_compute=8,mh_replic=0); @#endif @#if ALGO_SIR - estimation(order=2,nograph,number_of_particles=1000,mh_replic=0,mode_compute=8,mode_check); + estimation(order=2,nograph,number_of_particles=1000,mh_replic=0,mode_compute=8); @#endif @#if ALGO_SISmoothR @@ -149,7 +157,7 @@ options_.mode_check.number_of_points = 250; @#endif @#if ALGO_APF - estimation(order=2,nograph,filter_algorithm=apf,number_of_particles=1000,mh_replic=0,mode_compute=8,mode_check); + estimation(order=2,nograph,filter_algorithm=apf,number_of_particles=10000,resampling=none,mh_replic=0,mode_compute=8,mode_check); @#endif @#if ALGO_GPF @@ -163,7 +171,7 @@ options_.mode_check.number_of_points = 250; @#endif @#if ALGO_GUF - estimation(order=2,nograph,filter_algorithm=gf,proposal_approximation=unscented,distribution_approximation=unscented,mh_replic=0,mode_compute=4); + estimation(order=2,nograph,filter_algorithm=gf,proposal_approximation=unscented,distribution_approximation=unscented,mh_replic=0,mode_compute=8); estimation(order=2,nograph,filter_algorithm=gf,proposal_approximation=unscented,distribution_approximation=unscented,mh_replic=0,mode_compute=8,mode_check); @#endif @@ -193,4 +201,4 @@ options_.mode_check.number_of_points = 250; options_.posterior_sampling_method = 'RWGMH'; options_.rwgmh_scale_shock = (1e-5)*[10 10 1 1 10 10 10 1000 10 10] ; estimation(order=1,mh_replic=5000,mode_compute=0,mode_file=dsge_base2_mode); -@#endif \ No newline at end of file +@#endif