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//File testing error message if initial state vector is not positive definite
@#include "first_spec_common.inc"
varobs q ca;
shocks;
var eeps = 0.04^2;
var nnu = 0.03^2;
var q = 0.01^2;
var ca = 0.01^2;
end;
if ~isoctave % Disabled under Octave because it takes too much time
stoch_simul(order=3,periods=200, irf=0);
send_endogenous_variables_to_workspace;
save('my_data.mat','q','ca');
if matlab.internal.parallel.isPCTInstalled
estimation(datafile='my_data.mat',order=2,mode_compute=0,mh_replic=0,filter_algorithm=sis,nonlinear_filter_initialization=2
,cova_compute=0, %tell program that no covariance matrix was computed
posterior_sampling_method='hssmc',
posterior_sampler_options=('steps',5,
'lambda',2,
'particles', 200,
'scale',.5,
'target', .25)
);
else % use less particles when not in parallel context
estimation(datafile='my_data.mat',order=2,mode_compute=0,mh_replic=0,filter_algorithm=sis,nonlinear_filter_initialization=2
,cova_compute=0, %tell program that no covariance matrix was computed
posterior_sampling_method='hssmc',
posterior_sampler_options=('steps',5,
'lambda',2,
'particles', 20,
'scale',.5,
'target', .25)
);
end
end
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