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Verified Commit 6ccf0a44 authored by Johannes Pfeifer's avatar Johannes Pfeifer Committed by Sébastien Villemot
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:bug: bvar_irf: SquareRoot-option erroneously used Cholesky decomposition

(cherry picked from commit 14634946)
parent 5c4cdcc8
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......@@ -81,8 +81,8 @@ for draw=1:options_.bvar_replic
% Build the IRFs...
lags_data = zeros(ny,ny*nlags) ;
sampled_irfs(:,:,1,draw) = Sigma_lower_chol ;
lags_data(:,1:ny) = Sigma_lower_chol ;
sampled_irfs(:,:,1,draw) = StructuralMat ;
lags_data(:,1:ny) = StructuralMat ;
for t=2:options_.irf
sampled_irfs(:,:,t,draw) = lags_data(:,:)*Phi(1:ny*nlags,:) ;
lags_data(:,ny+1:end) = lags_data(:,1:end-ny) ;
......
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