stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

PKF: get required output if nk=1 

Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
mr#2067
Johannes Pfeifer 2022-07-26 14:44:26 +02:00
parent 622f831625
commit 2816550290
1 changed files with 12 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

18
matlab/missing_DiffuseKalmanSmootherH3_Z.m
View File

@ -341,6 +341,9 @@ while notsteady && t<smpl
varargout{2} = [];
varargout{3} = [];
varargout{4} = [];
varargout{5} = [];
varargout{6} = [];
varargout{7} = [];
return
end
@ -363,6 +366,7 @@ while notsteady && t<smpl
P(:,:,t) = Px(:,:,1);
P1(:,:,t) = P1x(:,:,2);
P(:,:,t+1) = Px(:,:,2);
aK(1,:,t+1) = a1(:,t+1);
for jnk=1:nk
PK(jnk,:,:,t+jnk) = Px(:,:,1+jnk);
aK(jnk,:,t+jnk) = ax(:,1+jnk);
@ -455,14 +459,16 @@ while notsteady && t<smpl
end
PK(jnk,:,:,t+jnk) = Pf;
end
if isoccbin && (t>=first_period_occbin_update || isinf(first_period_occbin_update))
if smoother_redux
aK(jnk,:,t+jnk) = out.piecewise(jnk,oo_.dr.order_var(oo_.dr.restrict_var_list)) - out.ys(oo_.dr.order_var(oo_.dr.restrict_var_list))';
if jnk>1
if isoccbin && (t>=first_period_occbin_update || isinf(first_period_occbin_update))
if smoother_redux
aK(jnk,:,t+jnk) = out.piecewise(jnk,oo_.dr.order_var(oo_.dr.restrict_var_list)) - out.ys(oo_.dr.order_var(oo_.dr.restrict_var_list))';
else
aK(jnk,oo_.dr.inv_order_var,t+jnk) = out.piecewise(jnk,:) - out.ys';
end
else
aK(jnk,oo_.dr.inv_order_var,t+jnk) = out.piecewise(jnk,:) - out.ys';
aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
end
elseif jnk>1
aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
end
end
end