From 185ebc09bd09ce20bebe4cb4fc48377a57a5b8c9 Mon Sep 17 00:00:00 2001 From: sebastien <sebastien@ac1d8469-bf42-47a9-8791-bf33cf982152> Date: Tue, 17 Jul 2007 14:00:22 +0000 Subject: [PATCH] v4 bvar_toolbox.m: fixed bug in Sims' code related to omega (prior option) git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1373 ac1d8469-bf42-47a9-8791-bf33cf982152 --- matlab/bvar_toolbox.m | 18 +++++++++++------- 1 file changed, 11 insertions(+), 7 deletions(-) diff --git a/matlab/bvar_toolbox.m b/matlab/bvar_toolbox.m index 89db587fde..d3965e2dc4 100644 --- a/matlab/bvar_toolbox.m +++ b/matlab/bvar_toolbox.m @@ -166,14 +166,18 @@ function [ydum,xdum,breaks]=varprior(nv,nx,lags,mnprior,vprior) ydum2 = zeros(lags+1,nv,nv); xdum2 = zeros(lags+1,nx,nv); ydum2(end,:,:) = diag(vprior.sig); - ydum = cat(3,ydum,ydum2); - xdum = cat(3,xdum,xdum2); - dimy = size(ydum); - ydum = reshape(permute(ydum,[1 3 2]),dimy(1)*dimy(3),nv); - xdum = reshape(permute(xdum,[1 3 2]),dimy(1)*dimy(3),nx); - breaks = [breaks;(lags+1)*[1:nv-1]'+lbreak]; + for i = 1:vprior.w + ydum = cat(3,ydum,ydum2); + xdum = cat(3,xdum,xdum2); + breaks = [breaks;(lags+1)*[1:nv]'+lbreak]; + lbreak = breaks(end); + end end - + dimy = size(ydum); + ydum = reshape(permute(ydum,[1 3 2]),dimy(1)*dimy(3),nv); + xdum = reshape(permute(xdum,[1 3 2]),dimy(1)*dimy(3),nx); + breaks = breaks(1:(end-1)); + function var=rfvar3(ydata,lags,xdata,breaks,lambda,mu) %function var=rfvar3(ydata,lags,xdata,breaks,lambda,mu) -- GitLab