Reflect new input argument of lyapunov_symm.m of Dynare
Related to https://github.com/DynareTeam/dynare/pull/983remove-submodule^2
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8b955890c3
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11a1849d1f
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@ -329,7 +329,7 @@ if observation_number==1
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switch DynareOptions.particle.initialization
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switch DynareOptions.particle.initialization
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case 1% Initial state vector covariance is the ergodic variance associated to the first order Taylor-approximation of the model.
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case 1% Initial state vector covariance is the ergodic variance associated to the first order Taylor-approximation of the model.
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StateVectorMean = ReducedForm.constant(mf0);
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StateVectorMean = ReducedForm.constant(mf0);
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StateVectorVariance = lyapunov_symm(ReducedForm.ghx(mf0,:),ReducedForm.ghu(mf0,:)*ReducedForm.Q*ReducedForm.ghu(mf0,:)',1e-12,1e-12);
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StateVectorVariance = lyapunov_symm(ReducedForm.ghx(mf0,:),ReducedForm.ghu(mf0,:)*ReducedForm.Q*ReducedForm.ghu(mf0,:)',DynareOptions.lyapunov_fixed_point_tol,DynareOptions.qz_criterium,DynareOptions.lyapunov_complex_threshold);
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case 2% Initial state vector covariance is a monte-carlo based estimate of the ergodic variance (consistent with a k-order Taylor-approximation of the model).
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case 2% Initial state vector covariance is a monte-carlo based estimate of the ergodic variance (consistent with a k-order Taylor-approximation of the model).
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StateVectorMean = ReducedForm.constant(mf0);
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StateVectorMean = ReducedForm.constant(mf0);
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old_DynareOptionsperiods = DynareOptions.periods;
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old_DynareOptionsperiods = DynareOptions.periods;
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