From 33a95548e35fed19a13a28e790be1af18797d56e Mon Sep 17 00:00:00 2001 From: adjemian <adjemian@ac1d8469-bf42-47a9-8791-bf33cf982152> Date: Mon, 23 Jan 2006 14:17:38 +0000 Subject: [PATCH] Bug correction related to BVAR-DSGE git-svn-id: https://www.dynare.org/svn/dynare/dynare_v3@616 ac1d8469-bf42-47a9-8791-bf33cf982152 --- matlab/metropolis.m | 7 +++---- matlab/simult_.m | 1 - 2 files changed, 3 insertions(+), 5 deletions(-) diff --git a/matlab/metropolis.m b/matlab/metropolis.m index 9497b3ac2b..18da87a73c 100644 --- a/matlab/metropolis.m +++ b/matlab/metropolis.m @@ -2542,8 +2542,7 @@ function metropolis(xparam1,vv,gend,data,rawdata,mh_bounds) tit(lgx_orig_ord_,:) = lgx_; for i = 1:exo_nbr if SS(i,i) > 1e-13 - y=irf(dr_,cs(lgx_orig_ord_,i),nirfs,options_.drop, ... - options_.replic, options_.order); + y=irf(dr_,cs(lgx_orig_ord_,i),nirfs,options_.drop,options_.replic, options_.order); if options_.relative_irf y = 100*y/cs(i,i); end @@ -2587,7 +2586,7 @@ function metropolis(xparam1,vv,gend,data,rawdata,mh_bounds) end % Get rotation if dsge_prior_weight > 0 - Atheta(dr_.order_var,:) = dr_.ghu(:,lgx_orig_ord_)*sqrt(Sigma_e_(lgx_orig_ord_,lgx_orig_ord_));%%% + Atheta(dr_.order_var,lgx_orig_ord_) = dr_.ghu*sqrt(Sigma_e_); A0 = Atheta(bayestopt_.mfys,:); [OMEGAstar,SIGMAtr] = qr2(A0'); end @@ -2709,7 +2708,7 @@ function metropolis(xparam1,vv,gend,data,rawdata,mh_bounds) end % Get rotation if dsge_prior_weight > 0 - Atheta(dr_.order_var,:) = dr_.ghu(:,lgx_orig_ord_)*sqrt(Sigma_e_(lgx_orig_ord_,lgx_orig_ord_));%%% + Atheta(dr_.order_var,lgx_orig_ord_) = dr_.ghu*sqrt(Sigma_e_);%%% A0 = Atheta(bayestopt_.mfys,:); [OMEGAstar,SIGMAtr] = qr2(A0'); end diff --git a/matlab/simult_.m b/matlab/simult_.m index 5e0cc603eb..4434c5146e 100644 --- a/matlab/simult_.m +++ b/matlab/simult_.m @@ -1,6 +1,5 @@ % Copyright (C) 2001 Michel Juillard % - function y_ = simult_(y0,dr,ex_,iorder) global endo_nbr ykmin_ xkmin_ it_ options_ iy_ iter = size(ex_,1)-xkmin_; -- GitLab