Added test mod file in tests/particle (not to be used in the testsuite).

tests/particle/linear_model.mod

+var x
+    y
+    z;
+
+varexo u
+       v;
+
+parameters a1 a2 a3 a4
+	   b1 b2 b3
+	   c1;
+
+a1 =  .50;
+a2 =  .00;
+a3 =  .70;
+a4 =  .40;
+b1 =  .90;
+b2 =  .00;
+b3 =  .80;
+c1 =  .95;
+
+
+model;
+   y = a1*x(-1) + a2*x(1) + a3*z + a4*y(-1);
+   z = b1*z(-1) + b2*z(1) + b3*x + u;
+   x = c1*x(-1) + v;
+end;
+
+shocks;
+var u; stderr .05;
+var v; stderr .05;
+end;
+
+steady;
+
+check;
+
+stoch_simul(irf=0, periods=10000);
+
+datatomfile('linear_model_data');
+
+
+estimated_params;
+a1,  .50;
+a2,  .00;
+a3,  .70;
+a4,  .40;
+b1,  .90;
+b2,  .00;
+b3,  .80;
+c1,  .95;
+stderr u, .05;
+stderr v, .05;
+end;
+
+varobs y, z;
+
+
+options_.particle.status = 1;
+options_.particle.algorithm = 'sequential_importance_particle_filter';
+options_.particle.initialization = 1;
+options_.particle.pruning = 0;
+options_.particle.number_of_particles = 20000;
+options_.particle.resampling.status = 'systematic';
+options_.particle.resampling.neff_threshold = .1;
+
+options_.gstep(1) = 1e-4;
+options_.gstep(2) = .1;
+
+options_.mode_check_neighbourhood_size = 0.05;
+
+set_dynare_threads('local_state_space_iteration_2',3);
+
+
+estimation(order=2,nobs=100,datafile=linear_model_data,mh_replic=0);

tests/particle/noisy_ar1.mod

+var x y;
+varexo u v;
+
+parameters c, r;
+
+c = .500;
+r = .975;
+
+model;
+y = x + u;
+x = r*x(-1) + 0.0000001*x(1) + v;
+end;
+
+shocks;
+var u; stderr sqrt(0.02);
+var v; stderr sqrt(0.02);
+end;
+
+steady;
+
+check;
+
+stoch_simul(irf=0, periods=10000);
+
+datatomfile('noisy_ar1_data');
+
+estimated_params;
+c,  .500;
+r,  .975;
+stderr u, sqrt(.2);
+stderr v, sqrt(.02);
+end;
+
+varobs y;
+
+
+particle = 1;
+
+if particle;
+options_.particle.status = 1;
+options_.particle.algorithm = 'sequential_importance_particle_filter';
+options_.particle.initialization = 1;
+options_.particle.pruning = 0;
+options_.particle.number_of_particles = 20000;
+options_.particle.resampling.status = 'systematic';
+options_.particle.resampling.neff_threshold = .1;
+
+options_.gstep(1) = 1e-4;
+options_.gstep(2) = .1;
+
+options_.mode_check_neighbourhood_size = 0.05;
+
+set_dynare_threads('local_state_space_iteration_2',3);
+
+estimation(order=2,nobs=100,datafile=linear_model_data,mh_replic=0);
+
+else;
+
+estimation(nobs=100,datafile=noisy_ar1_data,mh_replic=0);
+
+end;