Skip to content
Snippets Groups Projects
Commit 185ebc09 authored by sebastien's avatar sebastien
Browse files

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
parent b241abc8
No related branches found
No related tags found
No related merge requests found
...@@ -166,13 +166,17 @@ function [ydum,xdum,breaks]=varprior(nv,nx,lags,mnprior,vprior) ...@@ -166,13 +166,17 @@ function [ydum,xdum,breaks]=varprior(nv,nx,lags,mnprior,vprior)
ydum2 = zeros(lags+1,nv,nv); ydum2 = zeros(lags+1,nv,nv);
xdum2 = zeros(lags+1,nx,nv); xdum2 = zeros(lags+1,nx,nv);
ydum2(end,:,:) = diag(vprior.sig); ydum2(end,:,:) = diag(vprior.sig);
for i = 1:vprior.w
ydum = cat(3,ydum,ydum2); ydum = cat(3,ydum,ydum2);
xdum = cat(3,xdum,xdum2); xdum = cat(3,xdum,xdum2);
breaks = [breaks;(lags+1)*[1:nv]'+lbreak];
lbreak = breaks(end);
end
end
dimy = size(ydum); dimy = size(ydum);
ydum = reshape(permute(ydum,[1 3 2]),dimy(1)*dimy(3),nv); ydum = reshape(permute(ydum,[1 3 2]),dimy(1)*dimy(3),nv);
xdum = reshape(permute(xdum,[1 3 2]),dimy(1)*dimy(3),nx); xdum = reshape(permute(xdum,[1 3 2]),dimy(1)*dimy(3),nx);
breaks = [breaks;(lags+1)*[1:nv-1]'+lbreak]; breaks = breaks(1:(end-1));
end
function var=rfvar3(ydata,lags,xdata,breaks,lambda,mu) function var=rfvar3(ydata,lags,xdata,breaks,lambda,mu)
......
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Please register or to comment