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Dóra Kocsis
dynare
Commits
a9ce1ef2
Commit
a9ce1ef2
authored
Mar 24, 2010
by
Michel Juillard
Browse files
bug correction in partial_information
parent
7668bc4a
Changes
2
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matlab/partial_information/PCL_Part_info_irf.m
View file @
a9ce1ef2
...
...
@@ -29,7 +29,7 @@ function [irfmat,irfst]=PCL_Part_info_irf( H, varobs, M_, dr, irfpers,ii)
% The jump variables have dimension NETA
OBS
=
ismember
(
varobs
,
M_
.
endo_names
);
[
junk
,
OBS
]
=
ismember
(
varobs
,
M_
.
endo_names
,
'rows'
);
G1
=
dr
.
PI_ghx
;
impact
=
dr
.
PI_ghu
;
...
...
@@ -42,7 +42,7 @@ function [irfmat,irfst]=PCL_Part_info_irf( H, varobs, M_, dr, irfpers,ii)
NOBS
=
NY
;
LL
=
eye
(
NY
,
NY
);
else
%and if no obsevations specify OBS=[0] but this is not going to work properly
NOBS
=
size
(
find
(
OBS
)
,
2
)
;
NOBS
=
length
(
OBS
);
LL
=
zeros
(
NOBS
,
NY
);
for
i
=
1
:
NOBS
LL
(
i
,
OBS
(
i
))
=
1
;
...
...
matlab/partial_information/PCL_Part_info_moments.m
View file @
a9ce1ef2
function
[
irfmat
,
irfst
]
=
PCL_Part_info_
irf
(
H
,
varobs
,
dr
,
ivar
)
function
[
irfmat
,
irfst
]
=
PCL_Part_info_
moments
(
H
,
varobs
,
dr
,
ivar
)
% sets up parameters and calls part-info kalman filter
% developed by G Perendia, July 2006 for implementation from notes by Prof. Joe Pearlman to
% suit partial information RE solution in accordance with, and based on, the
...
...
@@ -31,7 +31,7 @@ function [irfmat,irfst]=PCL_Part_info_irf( H, varobs, dr,ivar)
warning_old_state
=
warning
;
warning
off
OBS
=
ismember
(
varobs
,
M_
.
endo_names
);
[
junk
,
OBS
]
=
ismember
(
varobs
,
M_
.
endo_names
,
'rows'
);
G1
=
dr
.
PI_ghx
;
impact
=
dr
.
PI_ghu
;
...
...
@@ -45,7 +45,7 @@ function [irfmat,irfst]=PCL_Part_info_irf( H, varobs, dr,ivar)
NOBS
=
NY
;
LL
=
eye
(
NY
,
NY
);
else
%and if no obsevations specify OBS=[0] but this is not going to work properly
NOBS
=
size
(
find
(
OBS
)
,
2
)
;
NOBS
=
length
(
OBS
);
LL
=
zeros
(
NOBS
,
NY
);
for
i
=
1
:
NOBS
LL
(
i
,
OBS
(
i
))
=
1
;
...
...
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