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Verified Commit 291d8617 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Cosmetic change (doc header).

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......@@ -3,26 +3,26 @@ function alpha = a2alpha(a)
% Computes the m alpha coefficients from the m a coefficients of the PAC model.
%
% INPUTS
% - a [double] m*1 vector of coefficients.
% - a [double] m×1 vector of coefficients.
%
% OUTPUTS
% - alpha [double] m*1 vector of coefficients.
% - alpha [double] m×1 vector of coefficients.
%
% NOTES
%
% Given the current estimate of the PAC parameters a_0, a_1, ..., a_{m-1}, the routine does the following:
% Given the current estimate of the PAC parameters a, a, ..., aₘ₋₁, the routine does the following:
%
% \alpha_{m} = a_{m-1}
% \alpha_{m-1} = a_{m-2}-a_{m-1}
% \alpha_{m-2} = a_{m-3}-a_{m-2}
% ...
% \alpha_3 = a_2-a_3
% \alpha_2 = a_1-a_2
% \alpha_1 = a_0-a_1-1
% αₘ = aₘ₋₁
% αₘ₋₁ = aₘ₋₂ - aₘ₋₁
%
% αᵢ = aᵢ₋₁ - aᵢ ≡ - Δaᵢ
%
% α₂ = a₁ - a₂
% α₁ = a₀ - a₁ - 1
%
% Note that the last elements of input a are (a_0, a_1, ..., a_{m-1}).
% Computed coefficients αᵢ define lag polynomial A(L) = 1 + α₁L + α₂L² + … + αₘ Lᵐ such that a₀ = A(1).
% Copyright © 2018 Dynare Team
% Copyright © 2018-2024 Dynare Team
%
% This file is part of Dynare.
%
......@@ -53,4 +53,4 @@ alpha = zeros(m, 1);
% Compute the transformed parameters
alpha(m) = a(m);
alpha(2:m-1) = a(2:m-1)-a(3:m);
alpha(1) = a(1)-a(2)-1;
\ No newline at end of file
alpha(1) = a(1)-a(2)-1;
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