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Dóra Kocsis
dynare
Commits
14ef010b
Commit
14ef010b
authored
Feb 16, 2020
by
Johannes Pfeifer
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geweke_moments.m: correctly use parameter instead of hard-coded value
parent
00eb0746
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matlab/convergence_diagnostics/geweke_moments.m
matlab/convergence_diagnostics/geweke_moments.m
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matlab/convergence_diagnostics/geweke_moments.m
View file @
14ef010b
...
...
@@ -89,7 +89,7 @@ results_struct.rne_iid = results_vec(1,4);
centered_window_means
=
window_means
-
total_mean
;
autocov_grouped_means
=
zeros
(
n_groups
,
1
);
for
lag
=
0
:
n_groups
-
1
autocov_grouped_means
(
lag
+
1
)
=
centered_window_means
(
lag
+
1
:
n_groups
,
1
)
'*
centered_window_means
(
1
:
n_groups
-
lag
,
1
)/
100
;
autocov_grouped_means
(
lag
+
1
)
=
centered_window_means
(
lag
+
1
:
n_groups
,
1
)
'*
centered_window_means
(
1
:
n_groups
-
lag
,
1
)/
n_groups
;
end
% numerical standard error with tapered autocovariance functions
...
...
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