stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

header updated 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1662 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2008-01-29 13:25:26 +00:00
parent a1a58bc29b
commit 105f1f81a4
1 changed files with 18 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

18
matlab/get_variance_of_endogenous_variables.m
View File

@ -1,5 +1,23 @@
function [vx1,i_ns] = get_variance_of_endogenous_variables(dr,i_var)
% function [vx1,i_ns] = get_variance_of_endogenous_variables(dr,i_var)
% Gets the variance of a variables subset
%
% INPUTS
% dr: structure of decisions rules for stochastic simulations
% i_var: indices of a variables list
%
% OUTPUTS
% vx1: variance-covariance matrix
% i_ns: non-stationary variables indices for which the variance has
% been calculated
%
% SPECIAL REQUIREMENTS
% none
%
% part of DYNARE, copyright Dynare Team (2003-2008)
% Gnu Public License.
global M_ options_
Sigma_e = M_.Sigma_e;