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Dóra Kocsis
dynare
Commits
06f363da
Commit
06f363da
authored
Aug 22, 2011
by
Houtan Bastani
Browse files
ms-sbvar bugfix: support median option
parent
6ef0f0c9
Changes
3
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Inline
Side-by-side
matlab/ms-sbvar/ms_forecast.m
View file @
06f363da
...
...
@@ -49,6 +49,10 @@ opt = { ...
{
'thin'
,
options_
.
ms
.
thinning_factor
}
};
if
options_
.
ms
.
median
opt
=
[
opt
(:)
' {{'
median
'
}}];
end
[
err
,
forecast
]
=
mex_ms_forecast
([
opt
(:)
', {{'
free_parameters
'
,
oo_
.
ms
.
maxparams
},
...
{
'shocks_per_parameter'
,
options_
.
ms
.
shock_draws
}}]);
mexErrCheck
(
'mex_ms_forecast ergodic '
,
err
);
...
...
matlab/ms-sbvar/ms_irf.m
View file @
06f363da
...
...
@@ -50,6 +50,10 @@ opt = { ...
{
'thin'
,
options_
.
ms
.
thinning_factor
}
};
if
options_
.
ms
.
median
opt
=
[
opt
(:)
' {{'
median
'
}}];
end
[
err
,
irf
]
=
mex_ms_irf
([
opt
(:)
', {{'
free_parameters
', oo_.ms.maxparams}, {'
shocks_per_parameter
'
,
options_
.
ms
.
shock_draws
}}]);
mexErrCheck
(
'mex_ms_irf ergodic '
,
err
);
plot_ms_irf
(
M_
,
options_
,
irf
,
options_
.
varobs
,
'Ergodic Impulse Responses'
,
varlist
);
...
...
matlab/ms-sbvar/ms_variance_decomposition.m
View file @
06f363da
...
...
@@ -52,6 +52,10 @@ opt = {
{
'mean'
}
...
};
if
options_
.
ms
.
median
opt
=
[
opt
(:)
' {{'
median
'
}}];
end
[
err
,
vd
]
=
mex_ms_variance_decomposition
([
opt
(:)
', {{'
free_parameters
'
,
oo_
.
ms
.
maxparams
},
...
{
'shocks'
,
options_
.
ms
.
shock_draws
}}]);
mexErrCheck
(
'mex_ms_variance_decomposition ergodic '
,
err
);
...
...
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