Commit 6183679f authored by Sébastien Villemot's avatar Sébastien Villemot
Browse files

Merge pull request #465 from JohannesPfeifer/conditional_variance_decomp

Bugfix for conditional variance decomposition
parents 5d5f6257 c2e6feeb
......@@ -82,7 +82,7 @@ end
% Set sigma_e_is_diagonal flag (needed if the shocks block is not declared in the mod file).
M_.sigma_e_is_diagonal = 1;
if estim_params_.ncx || ~isequal(nnz(M_.Sigma_e),length(M_.Sigma_e))
if estim_params_.ncx || any(nnz(tril(M_.Sigma_e,-1)))
M_.sigma_e_is_diagonal = 0;
end
......@@ -99,11 +99,6 @@ if ~isequal(estim_params_.ncx,nnz(tril(M_.Sigma_e,-1)))
end
end
M_.H_is_diagonal = 1;
if estim_params_.ncn || ~isequal(nnz(M_.H),length(M_.H))
M_.H_is_diagonal = 0;
end
% Set the correlation matrix of measurement errors if necessary.
if ~isequal(estim_params_.ncn,nnz(tril(M_.H,-1)))
M_.Correlation_matrix_ME = diag(1./sqrt(diag(M_.H)))*M_.H*diag(1./sqrt(diag(M_.H)));
......
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