Rename log_prob_oldy to log_prob_old_data

FRBNY-DSGE · Jun 21, 2021 · 418dc24 · 418dc24 · chenwilliam77 · Jun 21, 2021
1 parent 5cdf1e1
commit 418dc24
Showing 1 changed file with 3 additions and 3 deletions.
diff --git a/src/smc_main.jl b/src/smc_main.jl
@@ -82,7 +82,7 @@ function smc(loglikelihood::Function, parameters::ParameterVector{U}, data::Matr
     take their regime 1 values at the end of the loglikelihood computation and set `toggle = false`.
 - `debug_assertion::Bool = false`: if true, then when an assertion error is thrown during the estimation,
     output is created in a JLD2 file to help the user debug the problem.
-- `log_prob_oldy::Float64 = 0.0`: Log MDD of old y for correct incremental weights when bridging
+- `log_prob_old_data::Float64 = 0.0`: Log MDD of old data for correct incremental weights when bridging
 
 ### Outputs
 
@@ -158,7 +158,7 @@ function smc(loglikelihood::Function, parameters::ParameterVector{U}, data::Matr
              regime_switching::Bool = false,
              toggle::Bool = true,
              debug_assertion::Bool = false,
-             log_prob_oldy::Float64 = 0.0) where {S<:AbstractFloat, U<:Number}
+             log_prob_old_data::Float64 = 0.0) where {S<:AbstractFloat, U<:Number}
 
     ########################################################################################
     ### Settings
@@ -404,7 +404,7 @@ function smc(loglikelihood::Function, parameters::ParameterVector{U}, data::Matr
         elseif tempered_update_prior_weight == 1.0
             incremental_weights = exp.((ϕ_n - ϕ_n1) * get_loglh(cloud))
         else
-            incremental_weights = exp.((ϕ_n1 - ϕ_n) * log.((exp.(get_old_loglh(cloud) .- log_prob_oldy .+
+            incremental_weights = exp.((ϕ_n1 - ϕ_n) * log.((exp.(get_old_loglh(cloud) .- log_prob_old_data .+
                                                        log(1-tempered_update_prior_weight)) .+ tempered_update_prior_weight)) +
                                        (ϕ_n - ϕ_n1) * get_loglh(cloud))
         end