26 lines
651 B
Matlab
26 lines
651 B
Matlab
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function [vdec, cc, ac] = mc_moments(mm, ss, dr)
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global options_ M_
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[nr1, nc1, nsam] = size(mm);
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disp('Computing theoretical moments ...')
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h = waitbar(0,'Theoretical moments ...');
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for j=1:nsam,
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dr.ghx = mm(:, [1:(nc1-M_.exo_nbr)],j);
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dr.ghu = mm(:, [(nc1-M_.exo_nbr+1):end], j);
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if ~isempty(ss),
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set_shocks_param(ss(j,:));
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end
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[vdec(:,:,j), corr, autocorr, z, zz] = th_moments(dr,options_.varobs);
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cc(:,:,j)=triu(corr);
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dum=[];
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for i=1:options_.ar
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dum=[dum, autocorr{i}];
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end
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ac(:,:,j)=dum;
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waitbar(j/nsam,h)
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end
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close(h)
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disp(' ')
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disp('... done !')
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