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sur gibbs: fix bug

time-shift
Houtan Bastani 2017-07-13 13:41:40 +02:00
parent e0a6c1b0d8
commit 22c9d3bcaf
1 changed files with 3 additions and 1 deletions
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4
matlab/surgibbs.m
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@ -127,7 +127,7 @@ for i = 1:ndraws
tmp = kron(inv(Omega), eye(nobs));
tmp1 = X'*tmp*X;
Omegabar = inv(tmp1 + A);
betabar = Omegabar*(tmp1*(tmp1\X'*tmp*Y)+A*beta0);
betabar = Omegabar*(tmp1*(tmp1\X'*tmp*Y)+A\beta0);
Sigma_upper_chol = chol(Omegabar, 'upper');
beta = rand_multivariate_normal(betabar', Sigma_upper_chol, nvars)';
oo_.surgibbs.betadraws(i, :) = beta';
@ -135,6 +135,8 @@ end
% save parameter values
oo_.surgibbs.beta = (sum(oo_.surgibbs.betadraws)/ndraws)';
% plot
figure
nrows = 5;
ncols = floor(nvars/nrows);