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Posterior moments: fix bug that prevented updating decision rules for...
Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments When removing globals in 24cd4236 the call to set_parameters.m, which relies on M_ being global, was not removed. The problem arises 1. When computing second moments for big models with drsize*SampleSize>MaxMegaBytes (in which case decision rules dr were not saved, but recomputed) 2. When computing the conditional variance decomposition for all models regardless of size (dsge_simulated_theoretical_conditional_variance_decomposition.m relied on the wrong M_.Sigma_e in this case)
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- matlab/dsge_simulated_theoretical_conditional_variance_decomposition.m 2 additions, 2 deletions...imulated_theoretical_conditional_variance_decomposition.m
- matlab/dsge_simulated_theoretical_correlation.m 1 addition, 1 deletionmatlab/dsge_simulated_theoretical_correlation.m
- matlab/dsge_simulated_theoretical_covariance.m 1 addition, 1 deletionmatlab/dsge_simulated_theoretical_covariance.m
- matlab/dsge_simulated_theoretical_variance_decomposition.m 1 addition, 1 deletionmatlab/dsge_simulated_theoretical_variance_decomposition.m
- matlab/set_parameters_locally.m 85 additions, 0 deletionsmatlab/set_parameters_locally.m
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