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v4 set_parameters.m: corrected bug when estimating covariances 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1325 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2007-06-20 14:52:18 +00:00
parent 482c5d2c3a
commit 01ecabb717
1 changed files with 2 additions and 2 deletions
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4
matlab/set_parameters.m
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@ -21,8 +21,8 @@ function set_parameters(xparam1)
for i=1:ncx
k1 = corrx(i,1);
k2 = corrx(i,2);
Sigma_e(k1,k2) = xparam1(i+offset)*sqrt(Sigma_e_(k1,k1)*Sigma_e_(k2,k2));
Sigma_e(k2,k1) = Sigma_e_(k1,k2);
Sigma_e(k1,k2) = xparam1(i+offset)*sqrt(Sigma_e(k1,k1)*Sigma_e(k2,k2));
Sigma_e(k2,k1) = Sigma_e(k1,k2);
end
end