diff --git a/matlab/bvar_density.m b/matlab/bvar_density.m index 1e5a969d6e659327aa951e63c514e27a4c9cb4de..ce96ad63f7997e85a09cfd8c22cac7b97b7584ea 100644 --- a/matlab/bvar_density.m +++ b/matlab/bvar_density.m @@ -18,7 +18,7 @@ function bvar_density(maxnlags) function w = matrictint(S, df, XXi) -% Computes the integral of the kernel of the PDF of a +% Computes the log of the integral of the kernel of the PDF of a % normal-inverse-Wishart distribution. % % S: parameter of inverse-Wishart distribution diff --git a/matlab/bvar_toolbox.m b/matlab/bvar_toolbox.m index 3c3723439c9af1c99b8452b41b8ecdbb925e6363..89db587fdeb2740dd60022ffa661117185a07dd7 100644 --- a/matlab/bvar_toolbox.m +++ b/matlab/bvar_toolbox.m @@ -20,9 +20,9 @@ function [ny, nx, posterior, prior, forecast_data] = bvar_toolbox(nlags) % Its fields are the same than for the posterior % forecast: a structure containing data useful for forecasting % Its fields are: -% - initval: a nlags*ny vector containing the "nlags" last +% - initval: a nlags*ny matrix containing the "nlags" last % observations of the sample (i.e. before options_.nobs) -% - xdata: a vector containing the future exogenous for +% - xdata: a matrix containing the future exogenous for % forecasting, of size options_.forecast*nx (actually only % contains "1" values for the constant term) % - realized_val: only non-empty if options_.nobs doesn't point