Merge branch 'filtered_variables' of git.dynare.org:JohannesPfeifer/dynare

matlab/pm3.m

@@ -264,7 +264,7 @@ else
         end
         if filter_step_ahead_indicator
             for K_step = 1:length(options_.filter_step_ahead)
-                name4=['Filtered_Variables_',num2str(K_step),'_step_ahead'];
+                name4=['Filtered_Variables_',num2str(options_.filter_step_ahead(K_step)),'_step_ahead'];
                 oo_.(name4).Mean.(name) = squeeze(Mean_filter_step_ahead(K_step,i,:));
                 oo_.(name4).Median.(name) = squeeze(Median_filter_step_ahead(K_step,i,:));
                 oo_.(name4).Var.(name) = squeeze(Var_filter_step_ahead(K_step,i,:));

tests/observation_trends_and_prefiltering/Trend_diagnostics_MCMC_common.inc

@@ -60,3 +60,6 @@ end
 if abs(mean(oo_.SmoothedShocks.Mean.e_y))>1e-2 || abs(mean(oo_.SmoothedShocks.Mean.e_p))>1e-2 || abs(mean(oo_.SmoothedShocks.Median.e_y))>1e-2 || abs(mean(oo_.SmoothedShocks.Median.e_p))>1e-2
     error('Residuals are not mean 0')
 end
+
+fields_to_delete={'Constant','Smoother','SmoothedShocks','FilteredVariablesKStepAhead','FilteredVariablesKStepAheadVariances','FilteredVariables','SmoothedVariables','UpdatedVariables','PointForecast','MeanForecast','Filtered_Variables_1_step_ahead','Filtered_Variables_2_step_ahead','Filtered_Variables_4_step_ahead'};
+oo_=rmfield(oo_,fields_to_delete);