Fixed indexation bug (last autoregressive parameter was missing).

time-shift
Stéphane Adjemian(Charybdis) 2018-08-15 22:03:01 +02:00
parent c0d3cfde23
commit 15ad3cebcf
1 changed files with 8 additions and 1 deletions

View File

@ -9,6 +9,13 @@ function [h0, h1, longruncorrectionparameter] = hVectors(params, H, ids, idns, a
% OUTPUTS
% - h0 [double] 1*n vector.
% - h1 [double] 1*n vector.
%
% REMARKS
% The parameters are ordered as follows in the params vector:
%
% params(1) ⟶ Error correction parameter.
% params(2:end-1) ⟶ Autoregressive parameters.
% params(end) ⟶ Discount factor.
if nargout>1 && nargin<4
error('Wrong number of Inputs/Outputs!')
@ -47,5 +54,5 @@ end
if nargout>2
d = A_1*A_b*(iota(m, m)'*inv((eye(m)-G)*(eye(m)-G))*iota(m, m));
longruncorrectionparameter = (1-sum(params(2:end-2))-d);
longruncorrectionparameter = (1-sum(params(2:end-1))-d);
end