From 64e04ac9858d7f769b874f1f97ebd78a87d20bbe Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Hermes=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Mon, 14 Mar 2016 20:11:33 +0100
Subject: [PATCH] Allow (S)EP with arbitrary sequence of innovations.
The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
---
ComputingTasks.cc | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/ComputingTasks.cc b/ComputingTasks.cc
index 24c3f12d..6618dce0 100644
--- a/ComputingTasks.cc
+++ b/ComputingTasks.cc
@@ -3200,7 +3200,7 @@ ExtendedPathStatement::writeOutput(ostream &output, const string &basename, bool
output << "options_." << it->first << " = " << it->second << ";" << endl;
output << "extended_path([], " << options_list.num_options.find("periods")->second
- << ", options_, M_, oo_);" << endl;
+ << ", [], options_, M_, oo_);" << endl;
}
ModelDiagnosticsStatement::ModelDiagnosticsStatement()
--
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