Commit 3f8bc2b2 authored by ratto's avatar ratto
Browse files

Added steady state to derivatives of LRE form.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3387 ac1d8469-bf42-47a9-8791-bf33cf982152
parent 234cc8ef
......@@ -109,7 +109,7 @@ if iload <=0,
burnin_iteration = burnin_iteration + 1;
pdraws(burnin_iteration,:) = params;
TAU(:,burnin_iteration)=tau;
LRE(:,burnin_iteration)=vec(g1);
LRE(:,burnin_iteration)=[oo_.dr.ys(oo_.dr.order_var); vec(g1)];
[gam,stationary_vars] = th_autocovariances(oo0.dr,bayestopt_.mfys,M_,options_);
sdy = sqrt(diag(gam{1}));
sy = sdy*sdy';
......@@ -146,7 +146,7 @@ if iload <=0,
if iteration,
TAU(:,iteration)=tau(indH);
vg1 = vec(g1);
vg1 = [oo_.dr.ys(oo_.dr.order_var); vec(g1)];
LRE(:,iteration)=vg1(indLRE);
[JJ, H, gam, gp] = getJJ(A, B, M_,oo0,options_,0,indx,indexo,bayestopt_.mf2,nlags,useautocorr);
GAM(:,iteration)=gam(indJJ);
......@@ -200,7 +200,7 @@ if iload <=0,
end
waitbar(iteration/SampleSize,h)
waitbar(iteration/SampleSize,h,['MC Identification, iteration ',int2str(iteration),'/',int2str(SampleSize)])
end
end
end
......
......@@ -38,6 +38,7 @@ if kronflag == -1,
else
[H, dA, dOm, dYss, gp] = getH(A, B, M_,oo_,kronflag,indx,indexo);
gp = reshape(gp,size(gp,1)*size(gp,2),size(gp,3));
gp = [dYss; gp];
% if isempty(H),
% JJ = [];
% GAM = [];
......
Supports Markdown
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment