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smoother2histval.m: undo logging 

Closes https://git.dynare.org/Dynare/dynare/-/issues/1407
pac-components
Johannes Pfeifer 2021-09-17 14:43:50 +02:00
parent 62e80b0c07
commit 2dd6510051
2 changed files with 8 additions and 3 deletions
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6
matlab/smoother2histval.m
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@ -179,7 +179,11 @@ end
% Handle all endogenous variables to be copied
for i = 1:length(invars)
if ~isempty(strmatch(invars{i}, M_.endo_names, 'exact'))
s = smoothedvars.(invars{i});
if oo_.Smoother.loglinear
s = exp(smoothedvars.(invars{i}));
else
s = smoothedvars.(invars{i});
end
elseif ~isempty(strmatch(invars{i}, M_.exo_names, 'exact'))
s = smoothedshocks.(invars{i});
else

5
tests/smoother2histval/fs2000_smooth_stoch_simul.mod
View File

@ -82,10 +82,11 @@ varobs gp_obs gy_obs;
options_.solve_tolf = 1e-12;
estimation(order=1,datafile=fsdat_simul,nobs=192,mh_replic=1500,mh_nblocks=1,mh_jscale=0.8,smoother,consider_all_endogenous);
estimation(order=1,loglinear,datafile=fsdat_simul,nobs=192,mh_replic=2,mh_nblocks=1,mh_jscale=0.8,smoother,consider_all_endogenous_and_auxiliary);
steady;
smoother2histval(period = 5);
options_.loglinear=0;
stoch_simul(nomoments);
forecast;