From f687b531fd07bab79cff86b38ad709ba832ebd33 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Ry=C3=BBk=29?=
<stepan@adjemian.eu>
Date: Sat, 11 Dec 2021 18:44:01 +0100
Subject: [PATCH] Bug fix (wrong indexing in present value evaluation).
---
matlab/+var_expectation/update_parameters.m | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
diff --git a/matlab/+var_expectation/update_parameters.m b/matlab/+var_expectation/update_parameters.m
index f6f638b805..df6aed8659 100644
--- a/matlab/+var_expectation/update_parameters.m
+++ b/matlab/+var_expectation/update_parameters.m
@@ -179,8 +179,8 @@ else
% Define the discounted companion matrix
DiscountedCompanionMatrix = discountfactor*CompanionMatrix;
% First compute the parameters implied by the discounted sum from h=0 to h=horizon(1)-1
- tmp1 = eye(n);
- for h=1:horizon(1)
+ tmp1 = zeros(n);
+ for h=0:horizon(1)-1
tmp1 = tmp1 + mpower(DiscountedCompanionMatrix, h);
end
tmp1 = alpha*tmp1;
--
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