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f462bbae

Verified Commit f462bbae authored 2 months ago by Stéphane Adjemian Committed by Stéphane Adjemian 1 month ago

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Make SIS (particle filter) compatible with linear models.

parent e0d0048d

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matlab/estimation/dynare_estimation_1.m 29 additions, 33 deletions

matlab/estimation/dynare_estimation_1.m
matlab/estimation/non_linear_dsge_likelihood.m 17 additions, 12 deletions

matlab/estimation/non_linear_dsge_likelihood.m
matlab/nonlinear-filters/sequential_importance_particle_filter.m 27 additions, 24 deletions

...nonlinear-filters/sequential_importance_particle_filter.m

with 73 additions and 69 deletions

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