From bd3ca58727ebbba577d9ea059a19b81b861c2053 Mon Sep 17 00:00:00 2001 From: Willi Mutschler <willi@mutschler.eu> Date: Wed, 13 Dec 2023 13:01:55 +0100 Subject: [PATCH] method_of_moments: remove spurious diag(diag(x)) --- matlab/+mom/objective_function.m | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/matlab/+mom/objective_function.m b/matlab/+mom/objective_function.m index e18d775016..b7be10f159 100644 --- a/matlab/+mom/objective_function.m +++ b/matlab/+mom/objective_function.m @@ -337,7 +337,7 @@ elseif strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_ if options_mom_.mom.vector_output == 1 % lsqnonlin requires vector output fval = residuals; if options_mom_.mom.penalized_estimator - fval=[fval;(xparam-bayestopt_.p1)./sqrt(diag(diag(bayestopt_.p2.^2)))]; + fval=[fval;(xparam-bayestopt_.p1)./bayestopt_.p2]; end else fval = Q; @@ -354,7 +354,7 @@ elseif strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_ dresiduals = sqrt(options_mom_.mom.weighting_matrix_scaling_factor)*weighting_info.Sw*dmoments_difference; if options_mom_.mom.vector_output == 1 % lsqnonlin requires vector output if options_mom_.mom.penalized_estimator - df(:,jp)=[dresiduals;dxparam(:,jp)./sqrt(diag(diag(bayestopt_.p2.^2)))]; + df(:,jp)=[dresiduals;dxparam(:,jp)./bayestopt_.p2]; else df(:,jp) = dresiduals; end -- GitLab