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bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother.

time-shift
Michel Juillard 2010-04-02 21:37:43 +02:00
parent f07c807702
commit 2679e190e8
2 changed files with 53 additions and 7 deletions
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2
matlab/prior_posterior_statistics.m
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@ -148,7 +148,7 @@ localVars.gend=gend;
localVars.Y=Y;
localVars.data_index=data_index;
localVars.missing_value=missing_value;
localVars.options_.varobs=options_.varobs;
localVars.varobs=options_.varobs;
localVars.irun=irun;
localVars.endo_nbr=endo_nbr;
localVars.nvn=nvn;

58
matlab/prior_posterior_statistics_core.m
View File

@ -17,13 +17,58 @@ function myoutput=prior_posterior_statistics_core(myinputs,fpar,B,whoiam, ThisMa
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_ oo_ M_ bayestopt_ estim_params_
if nargin<4,
whoiam=0;
end
struct2local(myinputs);
typee=myinputs.typee;
run_smoother=myinputs.run_smoother;
gend=myinputs.gend;
Y=myinputs.Y;
data_index=myinputs.data_index;
missing_value=myinputs.missing_value;
varobs=myinputs.varobs;
irun=myinputs.irun;
endo_nbr=myinputs.endo_nbr;
nvn=myinputs.nvn;
naK=myinputs.naK;
horizon=myinputs.horizon;
iendo=myinputs.iendo;
if horizon
i_last_obs=myinputs.i_last_obs;
IdObs=myinputs.IdObs;
end
exo_nbr=myinputs.exo_nbr;
maxlag=myinputs.maxlag;
MAX_nsmoo=myinputs.MAX_nsmoo;
MAX_ninno=myinputs.MAX_ninno;
MAX_nerro =myinputs. MAX_nerro;
if naK
MAX_naK=myinputs.MAX_naK;
end
MAX_nruns=myinputs.MAX_nruns;
if horizon
MAX_nforc1=myinputs.MAX_nforc1;
MAX_nforc2=myinputs.MAX_nforc2;
end
MAX_momentsno =myinputs. MAX_momentsno;
ifil=myinputs.ifil;
global options_ oo_ M_ bayestopt_ estim_params_
if strcmpi(typee,'posterior'),
b=0;
while b<=B
b = b + 1;
[x(b,:), logpost(b,1)] = GetOneDraw(typee);
end
end
if ~strcmpi(typee,'prior'),
x=myinputs.x;
logpost=myinputs.logpost;
end
DirectoryName = CheckPath('metropolis');
@ -78,16 +123,17 @@ for b=fpar:B
if run_smoother
[alphahat,etahat,epsilonhat,alphatilde,SteadyState,trend_coeff,aK] = ...
DsgeSmoother(deep,gend,Y,data_index,missing_value);
if options_.loglinear
stock_smooth(dr.order_var,:,irun(1)) = alphahat(1:endo_nbr,:)+ ...
repmat(log(dr.ys(dr.order_var)),1,gend);
repmat(log(SteadyState(dr.order_var)),1,gend);
stock_update(dr.order_var,:,irun(1)) = alphatilde(1:endo_nbr,:)+ ...
repmat(log(dr.ys(dr.order_var)),1,gend);
repmat(log(SteadyState(dr.order_var)),1,gend);
else
stock_smooth(dr.order_var,:,irun(1)) = alphahat(1:endo_nbr,:)+ ...
repmat(dr.ys(dr.order_var),1,gend);
repmat(SteadyState(dr.order_var),1,gend);
stock_update(dr.order_var,:,irun(1)) = alphatilde(1:endo_nbr,:)+ ...
repmat(dr.ys(dr.order_var),1,gend);
repmat(SteadyState(dr.order_var),1,gend);
end
stock_innov(:,:,irun(2)) = etahat;
if nvn