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Commit d4f776aa authored by Frédéric Karamé's avatar Frédéric Karamé
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Modification of the mod-file to call the online sampler with...

Modification of the mod-file to call the online sampler with posterior_sampling_method instead of mode_compute=11.
parent 8f14007e
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...@@ -8,7 +8,7 @@ ...@@ -8,7 +8,7 @@
@#endif @#endif
@#ifndef ALGO_SIR @#ifndef ALGO_SIR
@#define ALGO_SIR = 1 @#define ALGO_SIR = 0
@#endif @#endif
@#ifndef ALGO_APF @#ifndef ALGO_APF
...@@ -24,7 +24,7 @@ ...@@ -24,7 +24,7 @@
@#endif @#endif
@#ifndef ALGO_ONLINE @#ifndef ALGO_ONLINE
@#define ALGO_ONLINE = 0 @#define ALGO_ONLINE = 1
@#endif @#endif
@#ifndef MCMC @#ifndef MCMC
...@@ -150,9 +150,12 @@ estimation(order=3,nograph,filter_algorithm=gf,proposal_approximation=montecarlo ...@@ -150,9 +150,12 @@ estimation(order=3,nograph,filter_algorithm=gf,proposal_approximation=montecarlo
@#endif @#endif
@#if ALGO_ONLINE @#if ALGO_ONLINE
estimation(order=1,nograph,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9)); % estimation(order=1,nograph,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9));
estimation(order=2,nograph,number_of_particles=10000,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9)); % estimation(order=2,nograph,number_of_particles=10000,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9));
estimation(order=3,nograph,number_of_particles=10000,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9)); % estimation(order=3,nograph,number_of_particles=10000,mode_compute=11,mh_replic=0,particle_filter_options=('liu_west_delta',0.9));
estimation(order=1,posterior_sampling_method='online',posterior_sampler_options=('particles',1000));
estimation(order=2,posterior_sampling_method='online',posterior_sampler_options=('particles',1000));
estimation(order=3,posterior_sampling_method='online',filter_algorithm=nlkf,proposal_approximation=montecarlo,number_of_particles=500,posterior_sampler_options=('particles',500));
@#endif @#endif
@#if MCMC @#if MCMC
...@@ -187,9 +190,7 @@ estimation(order=3,filter_algorithm=nlkf,number_of_particles=10000,proposal_appr ...@@ -187,9 +190,7 @@ estimation(order=3,filter_algorithm=nlkf,number_of_particles=10000,proposal_appr
@#endif @#endif
@#if SMC @#if SMC
% estimation(order=1,nograph,posterior_sampling_method='hssmc'); estimation(order=1,posterior_sampling_method='hssmc',posterior_sampler_options=('particles',1000));
% estimation(order=2,nograph,posterior_sampling_method='hssmc',filter_algorithm=nlkf,proposal_approximation=montecarlo); estimation(order=2,posterior_sampling_method='hssmc',posterior_sampler_options=('particles',1000));
% estimation(order=2,nograph,posterior_sampling_method='hssmc',number_of_particles=10000); estimation(order=3,posterior_sampling_method='hssmc',filter_algorithm=nlkf,proposal_approximation=montecarlo,number_of_particles=500,posterior_sampler_options=('particles',500));
% estimation(order=3,nograph,posterior_sampling_method='hssmc',number_of_particles=10000,filter_algorithm=apf,resampling=none);%,posterior_sampler_options=('particles',1000));
estimation(order=3,nograph,posterior_sampling_method='hssmc',filter_algorithm=nlkf,proposal_approximation=montecarlo);
@#endif @#endif
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