From ce1bfc99f9a7f40a30ee29b2a4fa4e0386948461 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Sun, 23 Jul 2017 23:21:36 +0200
Subject: [PATCH] Fixed bug in filtered variables with trend.
Was crashing in models with only one observed variable. The squeeze function
cannot be used in this case, only the first dimension of
stock_filter_step_ahead should be squeezed.
(cherry picked from commit 1f20ceb46168074e7400b206774282dd27a2f1fd)
---
matlab/prior_posterior_statistics_core.m | 16 ++++++++--------
1 file changed, 8 insertions(+), 8 deletions(-)
diff --git a/matlab/prior_posterior_statistics_core.m b/matlab/prior_posterior_statistics_core.m
index 03cc43a3e0..8e39e5ae2c 100644
--- a/matlab/prior_posterior_statistics_core.m
+++ b/matlab/prior_posterior_statistics_core.m
@@ -260,23 +260,23 @@ for b=fpar:B
else
constant_part=repmat(SteadyState(dr.order_var)',[length(options_.filter_step_ahead),1,gend+max(options_.filter_step_ahead)]);
end
-
- stock_filter_step_ahead(:,dr.order_var,:,irun(4)) = aK(options_.filter_step_ahead,1:endo_nbr,:) + ...
- constant_part;
-
+ stock_filter_step_ahead(:,dr.order_var,:,irun(4)) = aK(options_.filter_step_ahead,1:endo_nbr,:) + constant_part;
%now add trend to observables
for ii=1:length(options_.filter_step_ahead)
if options_.prefilter
- stock_filter_step_ahead(ii,IdObs,:,irun(4)) = squeeze(stock_filter_step_ahead(ii,IdObs,:,irun(4)))...
- +repmat(mean_correction(:,1),1,gend+max(options_.filter_step_ahead))... %constant correction
+ zdim = size(stock_filter_step_ahead(ii,IdObs,:,irun(4)));
+ squeezed = reshape(stock_filter_step_ahead(ii,IdObs,:,irun(4)), [zdim(2:end) 1]);
+ stock_filter_step_ahead(ii,IdObs,:,irun(4)) = squeezed ...
+ +repmat(mean_correction(:,1),1,gend+max(options_.filter_step_ahead)) ... %constant correction
+[trend_addition repmat(trend_addition(:,end),1,max(options_.filter_step_ahead))+trend_coeff*[1:max(options_.filter_step_ahead)]]; %trend
else
- stock_filter_step_ahead(ii,IdObs,:,irun(4)) = squeeze(stock_filter_step_ahead(ii,IdObs,:,irun(4)))...
+ zdim = size(stock_filter_step_ahead(ii,IdObs,:,irun(4)));
+ squeezed = reshape(stock_filter_step_ahead(ii,IdObs,:,irun(4)), [zdim(2:end) 1]);
+ stock_filter_step_ahead(ii,IdObs,:,irun(4)) = squeezed ...
+[trend_addition repmat(trend_addition(:,end),1,max(options_.filter_step_ahead))+trend_coeff*[1:max(options_.filter_step_ahead)]]; %trend
end
end
end
-
if horizon
yyyy = alphahat(iendo,i_last_obs);
yf = forcst2a(yyyy,dr,zeros(horizon,exo_nbr));
--
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