diff --git a/matlab/metropolis.m b/matlab/metropolis.m index ed7326238ab14cd1776a5a3f8102e21b120f373c..9497b3ac2b49c206bd21ee8ecca4b433f34ebbe5 100644 --- a/matlab/metropolis.m +++ b/matlab/metropolis.m @@ -2587,11 +2587,10 @@ function metropolis(xparam1,vv,gend,data,rawdata,mh_bounds) end % Get rotation if dsge_prior_weight > 0 - Atheta(dr_.order_var,:) = dr_.ghu*sqrt(Sigma_e_); + Atheta(dr_.order_var,:) = dr_.ghu(:,lgx_orig_ord_)*sqrt(Sigma_e_(lgx_orig_ord_,lgx_orig_ord_));%%% A0 = Atheta(bayestopt_.mfys,:); [OMEGAstar,SIGMAtr] = qr2(A0'); end - % SIGMAu_draw = A0*A0'; SIGMAu_chol = chol(SIGMAu_draw)'; SIGMAtrOMEGA = SIGMAu_chol*OMEGAstar'; PHIpower = eye(NumberOfLagsTimesNvobs); @@ -2710,7 +2709,7 @@ function metropolis(xparam1,vv,gend,data,rawdata,mh_bounds) end % Get rotation if dsge_prior_weight > 0 - Atheta(dr_.order_var,:) = dr_.ghu*sqrt(Sigma_e_); + Atheta(dr_.order_var,:) = dr_.ghu(:,lgx_orig_ord_)*sqrt(Sigma_e_(lgx_orig_ord_,lgx_orig_ord_));%%% A0 = Atheta(bayestopt_.mfys,:); [OMEGAstar,SIGMAtr] = qr2(A0'); end @@ -2935,11 +2934,9 @@ function metropolis(xparam1,vv,gend,data,rawdata,mh_bounds) plot(1:nirfs,DistribIRF_dsgevar(:,j,i,k),'-k','linewidth',0.5,'Color',[0.80 0.80 0.80]) end end - plot(1:nirfs,MeanIRF_dsge(:,index(j),i),'-k','linewidth',3,'Color',[0 ... - 0 0]) + plot(1:nirfs,MeanIRF_dsge(:,index(j),i),'-k','linewidth',3,'Color',[0 0 0]) if ~isempty(dsge_prior_weight) - plot(1:nirfs,MeanIRF_dsgevar(:,j,i),'-k','linewidth',3,'Color',[0.80 ... - 0.80 0.80]) + plot(1:nirfs,MeanIRF_dsgevar(:,j,i),'-k','linewidth',3,'Color',[0.80 0.80 0.80]) end xlim([1 nirfs]); hold off