From c052947355d9ed3fdceb686cb6301ec1cdab9e1a Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Tue, 26 Jul 2022 14:44:26 +0200
Subject: [PATCH] PKF: get required output if nk=1
Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
(cherry picked from commit 2816550290c29a43c475c80adaf5b349d2e0b883)
---
matlab/missing_DiffuseKalmanSmootherH3_Z.m | 18 ++++++++++++------
1 file changed, 12 insertions(+), 6 deletions(-)
diff --git a/matlab/missing_DiffuseKalmanSmootherH3_Z.m b/matlab/missing_DiffuseKalmanSmootherH3_Z.m
index ab9eb3146b..f8e86ab9a1 100644
--- a/matlab/missing_DiffuseKalmanSmootherH3_Z.m
+++ b/matlab/missing_DiffuseKalmanSmootherH3_Z.m
@@ -341,6 +341,9 @@ while notsteady && t<smpl
varargout{2} = [];
varargout{3} = [];
varargout{4} = [];
+ varargout{5} = [];
+ varargout{6} = [];
+ varargout{7} = [];
return
end
@@ -363,6 +366,7 @@ while notsteady && t<smpl
P(:,:,t) = Px(:,:,1);
P1(:,:,t) = P1x(:,:,2);
P(:,:,t+1) = Px(:,:,2);
+ aK(1,:,t+1) = a1(:,t+1);
for jnk=1:nk
PK(jnk,:,:,t+jnk) = Px(:,:,1+jnk);
aK(jnk,:,t+jnk) = ax(:,1+jnk);
@@ -455,14 +459,16 @@ while notsteady && t<smpl
end
PK(jnk,:,:,t+jnk) = Pf;
end
- if isoccbin && (t>=first_period_occbin_update || isinf(first_period_occbin_update))
- if smoother_redux
- aK(jnk,:,t+jnk) = out.piecewise(jnk,oo_.dr.order_var(oo_.dr.restrict_var_list)) - out.ys(oo_.dr.order_var(oo_.dr.restrict_var_list))';
+ if jnk>1
+ if isoccbin && (t>=first_period_occbin_update || isinf(first_period_occbin_update))
+ if smoother_redux
+ aK(jnk,:,t+jnk) = out.piecewise(jnk,oo_.dr.order_var(oo_.dr.restrict_var_list)) - out.ys(oo_.dr.order_var(oo_.dr.restrict_var_list))';
+ else
+ aK(jnk,oo_.dr.inv_order_var,t+jnk) = out.piecewise(jnk,:) - out.ys';
+ end
else
- aK(jnk,oo_.dr.inv_order_var,t+jnk) = out.piecewise(jnk,:) - out.ys';
+ aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
end
- elseif jnk>1
- aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
end
end
end
--
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