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v4 bvar_toolbox.m: fixed bug in Sims' code related to omega (prior option) 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1373 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2007-07-17 14:00:22 +00:00
parent b241abc87e
commit 185ebc09bd
1 changed files with 11 additions and 7 deletions
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18
matlab/bvar_toolbox.m
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@ -166,14 +166,18 @@ function [ydum,xdum,breaks]=varprior(nv,nx,lags,mnprior,vprior)
ydum2 = zeros(lags+1,nv,nv);
xdum2 = zeros(lags+1,nx,nv);
ydum2(end,:,:) = diag(vprior.sig);
ydum = cat(3,ydum,ydum2);
xdum = cat(3,xdum,xdum2);
dimy = size(ydum);
ydum = reshape(permute(ydum,[1 3 2]),dimy(1)*dimy(3),nv);
xdum = reshape(permute(xdum,[1 3 2]),dimy(1)*dimy(3),nx);
breaks = [breaks;(lags+1)*[1:nv-1]'+lbreak];
for i = 1:vprior.w
ydum = cat(3,ydum,ydum2);
xdum = cat(3,xdum,xdum2);
breaks = [breaks;(lags+1)*[1:nv]'+lbreak];
lbreak = breaks(end);
end
end
dimy = size(ydum);
ydum = reshape(permute(ydum,[1 3 2]),dimy(1)*dimy(3),nv);
xdum = reshape(permute(xdum,[1 3 2]),dimy(1)*dimy(3),nx);
breaks = breaks(1:(end-1));
function var=rfvar3(ydata,lags,xdata,breaks,lambda,mu)
%function var=rfvar3(ydata,lags,xdata,breaks,lambda,mu)