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Revert "var_forecast: simplify calculation in function" (only works for 1-step-ahead forecast) 

This reverts commit 079c6ce8a1e0cacfe98915d8bf554d3ba1ba0de1.
time-shift
Houtan Bastani 2016-11-18 10:57:08 +01:00 committed by Stéphane Adjemian (Charybdis)
parent 113fbd4866
commit 1ae6c9a634
1 changed files with 13 additions and 7 deletions
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20
matlab/writeVarExpectationFunction.m
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@ -55,16 +55,22 @@ end
if M_.var.(var_model_name).order > 1
mu = [mu; zeros(lm*M_.var.(var_model_name).order-lm, 1)];
end
fprintf(fid, '%%%% Calculate 1-step-ahead forecast\n');
fprintf(fid, 'y = [');
fprintf(fid, [repmat(' %f ', 1, size(mu, 2)) ';'], mu');
fprintf(fid, '] + [');
fprintf(fid, [repmat(' %f ', 1, size(A, 2)) ';'], A');
fprintf(fid, ']*y(:);\n');
fprintf(fid, 'y = y(1:%d);\n', lm);
retidx = find(strcmp(dwrt, endo_names) & yidx == 1);
assert(~isempty(retidx));
if retidx ~= 1
retidx = sum(yidx(1:retidx-1))+1;
if isempty(retidx)
return;
elseif retidx == 1
fprintf(fid, 'y = y(1);\n');
else
fprintf(fid, 'y = y(%d);\n', sum(yidx(1:retidx-1))+1);
end
fprintf(fid, '%%%% Calculate 1-step-ahead forecast\n');
fprintf(fid, 'y = %f + [', mu(retidx));
fprintf(fid, [repmat(' %f ', 1, size(A, 2)) ';'], A(retidx,:)');
fprintf(fid, ']*y;\n');
%% close file
fprintf(fid, 'end\n');