From d7c06ead1ebf11133a82e7daedbd573d930e3e4e Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan.bastani@ens.fr>
Date: Mon, 29 Aug 2011 17:20:30 +0200
Subject: [PATCH] ms-sbvar bugfix: replace shocks with shocks_per_parameter
---
matlab/ms-sbvar/ms_variance_decomposition.m | 8 ++++----
mex/sources/ms-sbvar/mex_ms_sbvar.cc | 4 ++--
2 files changed, 6 insertions(+), 6 deletions(-)
diff --git a/matlab/ms-sbvar/ms_variance_decomposition.m b/matlab/ms-sbvar/ms_variance_decomposition.m
index ad71ef6abe..3a02780984 100644
--- a/matlab/ms-sbvar/ms_variance_decomposition.m
+++ b/matlab/ms-sbvar/ms_variance_decomposition.m
@@ -57,22 +57,22 @@ if options_.ms.median
end
[err, vd] = mex_ms_variance_decomposition([opt(:)', {{'free_parameters',oo_.ms.maxparams}, ...
- {'shocks', options_.ms.shock_draws}}]);
+ {'shocks_per_parameter', options_.ms.shock_draws}}]);
mexErrCheck('mex_ms_variance_decomposition ergodic ', err);
plot_ms_variance_decomposition(M_,options_,vd, 'Ergodic Variance Decomposition',options_.graph_save_formats,options_.TeX);
[err, regime_vd] = mex_ms_variance_decomposition([opt(:)', {{'free_parameters',oo_.ms.maxparams}, ...
- {'shocks', options_.ms.shock_draws}, {'regimes'}}]);
+ {'shocks_per_parameter', options_.ms.shock_draws}, {'regimes'}}]);
mexErrCheck('mex_ms_variance_decomposition ergodic regimes', err);
save([vddir filesep 'ergodic_vd.mat'], 'vd', 'regime_vd');
if exist(options_.ms.mh_file,'file') > 0
[err, vd] = mex_ms_variance_decomposition([opt(:)', {{'simulation_file',options_.ms.mh_file}, ...
- {'shocks', options_.ms.shocks_per_parameter}, {'parameter_uncertainty'}}]);
+ {'shocks_per_parameter', options_.ms.shocks_per_parameter}, {'parameter_uncertainty'}}]);
mexErrCheck('mex_ms_variance_decomposition bayesian ', err);
[err, regime_vd] = mex_ms_variance_decomposition([opt(:)', {{'simulation_file',options_.ms.mh_file}, ...
- {'shocks', options_.ms.shocks_per_parameter}, {'parameter_uncertainty'}, {'regimes'}}]);
+ {'shocks_per_parameter', options_.ms.shocks_per_parameter}, {'parameter_uncertainty'}, {'regimes'}}]);
mexErrCheck('mex_ms_variance_decomposition bayesian regimes ', err);
save([vddir filesep 'bayesian_vd.mat'], 'vd', 'regime_vd');
end
diff --git a/mex/sources/ms-sbvar/mex_ms_sbvar.cc b/mex/sources/ms-sbvar/mex_ms_sbvar.cc
index e42d18420c..8be9beed7b 100644
--- a/mex/sources/ms-sbvar/mex_ms_sbvar.cc
+++ b/mex/sources/ms-sbvar/mex_ms_sbvar.cc
@@ -276,7 +276,7 @@ convert_free_parameters_to_VAR(TStateModel *model, double *free_parameters, doub
Apply parameter uncertainty when computing error bands or median. When set,
will default shocks = 1
- 'shocks' or 'shocks_per_parameter', <integer>
+ 'shocks_per_parameter', <integer>
Number of regime paths to draw for each parameter draw. The default value
is 1 if parameter_uncertainty is set and 10,000 otherwise.
@@ -436,7 +436,7 @@ set_options(SbvarOption *options, const mxArray *prhs[])
}
else
{
- cout << "You must pass an integer after specifying the 'shocks' option" << endl;
+ cout << "You must pass an integer after specifying the 'shocks_per_parameter' option" << endl;
return 1;
}
else if (option_name == "thin")
--
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