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Johannes Pfeifer
dynare
Commits
7c83ba7e
Verified
Commit
7c83ba7e
authored
Sep 26, 2018
by
Stéphane Adjemian(Charybdis)
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Fixed documentation header.
parent
35aaf24d
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matlab/imcforecast.m
matlab/imcforecast.m
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matlab/imcforecast.m
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7c83ba7e
function
imcforecast
(
constrained_paths
,
constrained_vars
,
options_cond_fcst
)
% Computes conditional forecasts.
%
% INPUTS
% o constrained_paths [double] m*p array, where m is the number of constrained endogenous variables and p is the number of constrained periods.
% o constrained_vars [char] m*x array holding the names of the controlled endogenous variables.
% o options_cond_fcst [structure] containing the options. The fields are:
% + replic [integer] scalar, number of monte carlo simulations.
% + parameter_set [char] values of the estimated parameters:
% "posterior_mode",
% "posterior_mean",
% "posterior_median",
% "prior_mode" or
% "prior mean".
% [double] np*1 array, values of the estimated parameters.
% + controlled_varexo [char] m*x array, list of controlled exogenous variables.
% + conf_sig [double] scalar in [0,1], probability mass covered by the confidence bands.
% - consnstrained_paths [double] m*p array, where m is the number of constrained endogenous variables and p is the number of constrained periods.
% - constrained_vars [integer] m*1 array, indices in M_.endo_names of the constrained variables.
% - options_cond_fcst [structure] containing the options. The fields are:
%
% + replic [integer] scalar, number of monte carlo simulations.
% + parameter_set [char] values of the estimated parameters:
% 'posterior_mode',
% 'posterior_mean',
% 'posterior_median',
% 'prior_mode' or
% 'prior mean'.
% [double] np*1 array, values of the estimated parameters.
% + controlled_varexo [cell] m*1 cell of row char array, list of controlled exogenous variables.
% + conf_sig [double] scalar in [0,1], probability mass covered by the confidence bands.
%
% OUTPUTS
%
None.
% None.
%
% SPECIAL REQUIREMENTS
%
This routine has to be called after an estimation statement or an estimated_params block.
% This routine has to be called after an estimation statement or an estimated_params block.
%
% REMARKS
%
[1] Results are stored in a structure which is saved in a mat file called conditional_forecasts.mat.
%
[2] Use the function plot_icforecast to plot the results.
% [1] Results are stored in a structure which is saved in a mat file called conditional_forecasts.mat.
% [2] Use the function plot_icforecast to plot the results.
% Copyright (C) 2006-2018 Dynare Team
%
...
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