From c7e848948156fe8febca22276a77c9586c565d87 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Sat, 14 May 2016 13:23:01 +0200
Subject: [PATCH] Rename autocorr into dyn_autocorr.m as it does not mirror the
behavior of the econometric toolbox function
---
.../econ/autocorr.m => dyn_autocorr.m} | 80 +++++++++----------
matlab/mcmc_ifac.m | 2 +-
2 files changed, 41 insertions(+), 41 deletions(-)
rename matlab/{missing/econ/autocorr.m => dyn_autocorr.m} (96%)
diff --git a/matlab/missing/econ/autocorr.m b/matlab/dyn_autocorr.m
similarity index 96%
rename from matlab/missing/econ/autocorr.m
rename to matlab/dyn_autocorr.m
index 5fb53337c1..a975511334 100644
--- a/matlab/missing/econ/autocorr.m
+++ b/matlab/dyn_autocorr.m
@@ -1,40 +1,40 @@
-function acf = autocorr(y, ar)
-% function acf = autocorr(y, ar)
-% autocorrelation function of y
-%
-% INPUTS
-% y: time series
-% ar: # of lags
-%
-% OUTPUTS
-% acf: autocorrelation for lags 1 to ar
-%
-% SPECIAL REQUIREMENTS
-% none
-
-% Copyright (C) 2015 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-% GNU General Public License for more details.
-%
-% You should have received a copy of the GNU General Public License
-% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-
-
-y=y(:);
-acf = NaN(ar+1,1);
-acf(1)=1;
-m = mean(y);
-sd = std(y,1);
-for i=1:ar,
- acf(i+1) = (y(i+1:end)-m)'*(y(1:end-i)-m)./((size(y,1))*sd^2);
-end
+function acf = autocorr(y, ar)
+% function acf = autocorr(y, ar)
+% autocorrelation function of y
+%
+% INPUTS
+% y: time series
+% ar: # of lags
+%
+% OUTPUTS
+% acf: autocorrelation for lags 1 to ar
+%
+% SPECIAL REQUIREMENTS
+% none
+
+% Copyright (C) 2015 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+
+
+y=y(:);
+acf = NaN(ar+1,1);
+acf(1)=1;
+m = mean(y);
+sd = std(y,1);
+for i=1:ar,
+ acf(i+1) = (y(i+1:end)-m)'*(y(1:end-i)-m)./((size(y,1))*sd^2);
+end
diff --git a/matlab/mcmc_ifac.m b/matlab/mcmc_ifac.m
index cd0ebcb062..3688153f98 100644
--- a/matlab/mcmc_ifac.m
+++ b/matlab/mcmc_ifac.m
@@ -57,7 +57,7 @@ Nc = floor(min(Nc, length(X)/2));
if mod(Nc,2),
Nc=Nc-1;
end
-AcorrXSIM = autocorr(X(:), Nc);
+AcorrXSIM = dyn_autocorr(X(:), Nc);
%
%Calculate the Parzen Weight
Parzen=zeros(Nc+1,1);
--
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