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Posterior distribution of conditional variance decomposition: storing the steps chosen by the user in a separate field.

time-shift
Michel Juillard 2010-12-05 10:47:31 +01:00
parent ebe69b7cea
commit 0d1fd700c7
1 changed files with 3 additions and 3 deletions
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6
matlab/conditional_variance_decomposition_mc_analysis.m
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@ -67,8 +67,7 @@ for file = 1:length(ListOfFiles)
i1 = i2+1;
end
p_mean = NaN(2,length(Steps));
p_mean(1,:) = Steps;
p_mean = NaN(1,length(Steps));
p_median = NaN(1,length(Steps));
p_variance = NaN(1,length(Steps));
p_deciles = NaN(9,length(Steps));
@ -78,7 +77,7 @@ p_hpdsup = NaN(1,length(Steps));
for i=1:length(Steps)
[pp_mean, pp_median, pp_var, hpd_interval, pp_deciles, pp_density] = ...
posterior_moments(tmp(:,i),1,mh_conf_sig);
p_mean(2,i) = pp_mean;
p_mean(i) = pp_mean;
p_median(i) = pp_median;
p_variance(i) = pp_var;
p_deciles(:,i) = pp_deciles;
@ -86,6 +85,7 @@ for i=1:length(Steps)
p_hpdsup(i) = hpd_interval(2);
p_density(:,:,i) = pp_density;
end
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.steps = Steps;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.mean.' name ' = p_mean;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.median.' name ' = p_median;']);
eval(['oo_.' TYPE 'TheoreticalMoments.dsge.ConditionalVarianceDecomposition.variance.' name ' = p_variance;']);