From a39c26060eb48b85dd036cc63231707391fbdf34 Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@jrc.ec.europa.eu>
Date: Wed, 10 Jun 2015 15:57:30 +0200
Subject: [PATCH] Fix bug for models with leads and legs in exo variables
---
matlab/getH.m | 6 +++---
matlab/identification_analysis.m | 4 ++--
2 files changed, 5 insertions(+), 5 deletions(-)
diff --git a/matlab/getH.m b/matlab/getH.m
index afdb8e1698..fdf84c4e9e 100644
--- a/matlab/getH.m
+++ b/matlab/getH.m
@@ -130,7 +130,7 @@ else
dyssdtheta=zeros(length(oo_.dr.ys),M_.param_nbr);
d2yssdtheta=zeros(length(oo_.dr.ys),M_.param_nbr,M_.param_nbr);
[residual, gg1] = feval([M_.fname,'_static'],oo_.dr.ys, oo_.exo_steady_state', M_.params);
-df = feval([M_.fname,'_params_derivs'],yy0, oo_.exo_steady_state', ...
+df = feval([M_.fname,'_params_derivs'],yy0, repmat(oo_.exo_steady_state',[M_.maximum_exo_lag+M_.maximum_exo_lead+1]), ...
M_.params, oo_.dr.ys, 1, dyssdtheta, d2yssdtheta);
dyssdtheta = -gg1\df;
if nargout>5,
@@ -192,9 +192,9 @@ if nargout>5,
% g22 = get_all_2nd_derivs(gpp,m,nelem,M_.param_nbr);
% g22 = g22(:,:,indx,indx);
else
- [df, gp] = feval([M_.fname,'_params_derivs'],yy0, oo_.exo_steady_state', ...
+ [df, gp] = feval([M_.fname,'_params_derivs'],yy0, repmat(oo_.exo_steady_state',[M_.maximum_exo_lag+M_.maximum_exo_lead+1,1]), ...
M_.params, oo_.dr.ys, 1, dyssdtheta,d2yssdtheta);
- [residual, g1, g2 ] = feval([M_.fname,'_dynamic'],yy0, oo_.exo_steady_state', ...
+ [residual, g1, g2 ] = feval([M_.fname,'_dynamic'],yy0, repmat(oo_.exo_steady_state',[M_.maximum_exo_lag+M_.maximum_exo_lead+1,1]), ...
M_.params, oo_.dr.ys, 1);
[nr, nc]=size(g2);
end
diff --git a/matlab/identification_analysis.m b/matlab/identification_analysis.m
index 6e5e9521c0..7eac2d1999 100644
--- a/matlab/identification_analysis.m
+++ b/matlab/identification_analysis.m
@@ -75,7 +75,7 @@ if info(1)==0,
tau=[oo_.dr.ys(oo_.dr.order_var); vec(A); dyn_vech(B*M_.Sigma_e*B')];
yy0=oo_.dr.ys(I);
[residual, g1 ] = feval([M_.fname,'_dynamic'],yy0, ...
- oo_.exo_steady_state', M_.params, ...
+ repmat(oo_.exo_steady_state',[M_.maximum_exo_lag+M_.maximum_exo_lead+1]), M_.params, ...
oo_.dr.ys, 1);
vg1 = [oo_.dr.ys(oo_.dr.order_var); vec(g1)];
@@ -118,7 +118,7 @@ if info(1)==0,
ide_strength_J_prior=NaN(1,nparam);
if init, %~isempty(indok),
normaliz = abs(params);
- if prior_exist,
+ if prior_exist,
if ~isempty(estim_params_.var_exo),
normaliz1 = estim_params_.var_exo(:,7)'; % normalize with prior standard deviation
else
--
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