Non-linear estimation with pruning

Dear All,

Going through the codes for the various non-linear filtering techniques in Dynare 4.5.7, I have the impression that the pruning option is only available for Sequential Importance Sampling methods.

Is there a specific reason or it is only a feature you had not time to add yet?

Many thanks in advance.

Best regards,


@frederic.karame Do you have an answer?

No specfic reason, only a feature we had not time to add yet.