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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.
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- matlab/ep/extended_path.m 36 additions, 27 deletionsmatlab/ep/extended_path.m
- preprocessor/ComputingTasks.cc 1 addition, 1 deletionpreprocessor/ComputingTasks.cc
- tests/ep/ar.mod 1 addition, 1 deletiontests/ep/ar.mod
- tests/ep/burnside.mod 2 additions, 2 deletionstests/ep/burnside.mod
- tests/ep/linearmodel.mod 2 additions, 2 deletionstests/ep/linearmodel.mod
- tests/ep/rbc.mod 5 additions, 5 deletionstests/ep/rbc.mod
- tests/ep/rbcii.mod 2 additions, 2 deletionstests/ep/rbcii.mod
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