sur gibbs: fix bug
parent
e0a6c1b0d8
commit
22c9d3bcaf
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@ -127,7 +127,7 @@ for i = 1:ndraws
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tmp = kron(inv(Omega), eye(nobs));
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tmp = kron(inv(Omega), eye(nobs));
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tmp1 = X'*tmp*X;
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tmp1 = X'*tmp*X;
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Omegabar = inv(tmp1 + A);
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Omegabar = inv(tmp1 + A);
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betabar = Omegabar*(tmp1*(tmp1\X'*tmp*Y)+A*beta0);
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betabar = Omegabar*(tmp1*(tmp1\X'*tmp*Y)+A\beta0);
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Sigma_upper_chol = chol(Omegabar, 'upper');
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Sigma_upper_chol = chol(Omegabar, 'upper');
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beta = rand_multivariate_normal(betabar', Sigma_upper_chol, nvars)';
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beta = rand_multivariate_normal(betabar', Sigma_upper_chol, nvars)';
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oo_.surgibbs.betadraws(i, :) = beta';
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oo_.surgibbs.betadraws(i, :) = beta';
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@ -135,6 +135,8 @@ end
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% save parameter values
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% save parameter values
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oo_.surgibbs.beta = (sum(oo_.surgibbs.betadraws)/ndraws)';
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oo_.surgibbs.beta = (sum(oo_.surgibbs.betadraws)/ndraws)';
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% plot
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figure
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figure
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nrows = 5;
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nrows = 5;
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ncols = floor(nvars/nrows);
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ncols = floor(nvars/nrows);
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