Particle filter - #310

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particle-filter

Commits on Jul 22, 2026

Add particle filter (bootstrap, auxiliary, tempered) with measurement error

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a4b3207
Optimise first-order particle filters: batched BLAS, allocation-free

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fa9ba41
Optimise higher-order particle filters: allocation-free transitions

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461c10b
Add LowLevelParticleFilters.jl comparison benchmark

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3768eb0

Commits on Jul 26, 2026

Make each particle filter its own `filter` value; smarter defaults

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2ce7d14
Support a full measurement-error covariance matrix

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173a88e
Add a Filters documentation page; cite primary sources

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066b578
Extend particle filtering to the model-estimate and plotting entry points

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cf56f77
Add particle smoothing; finish the filter-argument cleanup

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db085d2
Add particle-filter shock decomposition; fix broken plotting signature

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2e51d65
Support both pruned decomposition attributions for the particle filters

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e8ed6c2
Rename measurement error to `measurement_error` with covariance semantics

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95e7f37
Move particle-filter buffers into the model workspace

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f1bf908
Make the tempering controls act on the estimates path too

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7717ebf
Correct the filter comparison table for smoothing and correlated measurement error

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a491d6e
Make the correlated-measurement-error path allocation-free

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b32b2d0
Fix the inversion filter's Jacobian term, which entered at half weight

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df31ddd
Add filter-equivalence tests anchored on the initial state covariance

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0622332

Commits on Jul 27, 2026

Pin the particle filter's initial-covariance timing convention

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c937998
Document measurement error, the initial covariance, and the filter-free path

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446a575
Expose initial_covariance on the estimate functions; test state equivalence

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1453901
Add higher-order equivalence checks for the particle filters

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6344ea7

Commits on Jul 29, 2026

add nsss function to sw07

Thore Kockerols
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Thore Kockerols
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20ba81d
Merge branch 'particle-filter' of https://github.com/thorek1/MacroModelling.jl into particle-filter

Thore Kockerols
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Thore Kockerols
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5758b2a

Commits on Aug 2, 2026

Keep higher-order state updates compressed (#312)

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8ef6618