Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze.
parent
498c10b2ab
commit
44623a1d3f
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@ -99,7 +99,7 @@ while rank(Pinf(:,:,t+1),crit1) & t<smpl
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a(:,t+1) = T*atilde(:,t);
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aK(1,:,t+1) = a(:,t+1);
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for jnk=2:nk,
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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Linf(:,:,t) = T - Kinf(:,:,t)*Z;
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Fstar(:,:,t) = Pstar(mf,mf,t);
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@ -131,7 +131,7 @@ while notsteady & t<smpl
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a(:,t+1) = T*atilde(:,t);
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aK(1,:,t+1) = a(:,t+1);
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for jnk=2:nk,
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1))';
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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P(:,:,t+1) = T*P(:,:,t)*transpose(T)-T*P(:,mf,t)*transpose(K(:,:,t)) + QQ;
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notsteady = ~(max(max(abs(P(:,:,t+1)-P(:,:,t))))<crit);
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@ -154,7 +154,7 @@ while t<smpl
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a(:,t+1) = T*a(:,t) + K_s*v(:,t);
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aK(1,:,t+1) = a(:,t+1);
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for jnk=2:nk,
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1))';
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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t = smpl+1;
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@ -106,7 +106,7 @@ while rank(Pinf(:,:,t+1),crit1) & t<smpl
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aK(1,:,t+1) = a(:,t+1);
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% isn't a meaningless as long as we are in the diffuse part? MJ
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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Linf(:,:,t) = T - Kinf(:,:,t)*Z;
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Fstar(:,:,t) = Z*Pstar(:,:,t)*Z';
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@ -143,7 +143,7 @@ while notsteady & t<smpl
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Pf = T*Pf*T' + QQ;
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PK(jnk,:,:,t+jnk) = Pf;
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if jnk>1
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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P(:,:,t+1) = T*P(:,:,t)*T'-T*P(:,:,t)*Z'*K(:,:,t)' + QQ;
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@ -170,7 +170,7 @@ while t<smpl
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Pf = T*Pf*T' + QQ;
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PK(jnk,:,:,t+jnk) = Pf;
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if jnk>1
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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end
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@ -168,7 +168,7 @@ while newRank & t < smpl
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a1(:,t+1) = T*a(:,t);
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aK(1,:,t+1) = a1(:,t+1);
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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Pstar(:,:,t+1) = T*Pstar(:,:,t)*transpose(T)+ QQ;
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Pinf(:,:,t+1) = T*Pinf(:,:,t)*transpose(T);
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@ -215,7 +215,7 @@ while notsteady & t<smpl
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Pf = T*Pf*T' + QQ;
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PK(jnk,:,:,t+jnk) = Pf;
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if jnk>1
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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P(:,:,t+1) = T*P(:,:,t)*transpose(T) + QQ;
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@ -248,7 +248,7 @@ while t<smpl
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Pf = T*Pf*T' + QQ;
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PK(jnk,:,:,t+jnk) = Pf;
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if jnk>1
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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end
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@ -211,7 +211,7 @@ while notsteady & t<smpl
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Pf = T*Pf*T' + QQ;
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PK(jnk,:,:,t+jnk) = Pf;
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if jnk>1
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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P(:,:,t+1) = T*P(:,:,t)*T' + QQ;
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@ -100,7 +100,7 @@ while rank(Pinf(:,:,t+1),crit1) & t<smpl
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a(:,t+1) = T*atilde(:,t);
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aK(1,:,t+1) = a(:,t+1);
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for jnk=1:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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Linf(:,:,t) = T - Kinf(:,:,t)*Z;
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Fstar(:,:,t) = Pstar(mf,mf,t) + H;
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@ -132,7 +132,7 @@ while notsteady & t<smpl
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a(:,t+1) = T*atilde(:,t);
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aK(1,:,t+1) = a(:,t+1);
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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P(:,:,t+1) = T*P(:,:,t)*transpose(T)-T*P(:,mf,t)*transpose(K(:,:,t)) + QQ;
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notsteady = ~(max(max(abs(P(:,:,t+1)-P(:,:,t))))<crit);
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@ -155,7 +155,7 @@ while t<smpl
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a(:,t+1) = T*atilde(:,t);
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aK(1,:,t+1) = a(:,t+1);
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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t = smpl+1;
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@ -109,7 +109,7 @@ while rank(Pinf(:,:,t+1),crit1) & t<smpl
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aK(1,:,t+1) = a(:,t+1);
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% isn't a meaningless as long as we are in the diffuse part? MJ
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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Linf(:,:,t) = T - Kinf(:,:,t)*Z;
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Fstar(:,:,t) = Z*Pstar(:,:,t)*Z' + H;
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@ -146,7 +146,7 @@ while notsteady & t<smpl
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Pf = T*Pf*T' + QQ;
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PK(jnk,:,:,t+jnk) = Pf;
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if jnk>1
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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P(:,:,t+1) = T*P(:,:,t)*T'-T*P(:,:,t)*Z'*K(:,:,t)' + QQ;
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@ -173,7 +173,7 @@ while t<smpl
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Pf = T*Pf*T' + QQ;
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PK(jnk,:,:,t+jnk) = Pf;
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if jnk>1
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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end
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@ -166,7 +166,7 @@ while newRank & t < smpl
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a1(:,t+1) = T*a(:,t);
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aK(1,:,t+1) = a1(:,t+1)
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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Pstar(:,:,t+1) = T*Pstar(:,:,t)*transpose(T)+ QQ;
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Pinf(:,:,t+1) = T*Pinf(:,:,t)*transpose(T);
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@ -209,7 +209,7 @@ while notsteady & t<smpl
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a1(:,t+1) = T*a(:,t);
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aK(1,:,t+1) = a1(:,t+1);
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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P(:,:,t+1) = T*P(:,:,t)*transpose(T) + QQ;
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notsteady = ~(max(max(abs(P(:,:,t+1)-P(:,:,t))))<crit);
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@ -237,7 +237,7 @@ while t<smpl
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a1(:,t+1) = T*a(:,t);
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aK(1,:,t+1) = a1(:,t+1);
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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ri=zeros(mm,1);
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@ -124,7 +124,7 @@ while newRank & t < smpl
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a1(:,t+1) = T*a(:,t);
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aK(1,:,t+1) = a1(:,t+1)
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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Pstar(:,:,t+1) = T*Pstar(:,:,t)*transpose(T)+ QQ;
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Pinf(:,:,t+1) = T*Pinf(:,:,t)*transpose(T);
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@ -162,7 +162,7 @@ while notsteady & t<smpl
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a1(:,t+1) = T*a(:,t);
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aK(1,:,t+1) = a1(:,t+1);
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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P(:,:,t+1) = T*P(:,:,t)*transpose(T) + QQ;
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notsteady = ~(max(max(abs(P(:,:,t+1)-P(:,:,t))))<crit);
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@ -190,7 +190,7 @@ while t<smpl
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a1(:,t+1) = T*a(:,t);
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aK(1,:,t+1) = a1(:,t+1);
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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@ -115,7 +115,7 @@ while rank(Pinf(:,:,t+1),crit1) & t<smpl
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end
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aK(1,:,t+1) = a(:,t+1);
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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d = t;
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@ -150,7 +150,7 @@ while notsteady & t<smpl
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end
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aK(1,:,t+1) = a(:,t+1);
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for jnk=2:nk,
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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P(:,:,t+1) = T*P(:,:,t)*transpose(T)-T*P(:,mf,t)*transpose(K(:,:,t)) + QQ;
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% notsteady = ~(max(max(abs(P(:,:,t+1)-P(:,:,t))))<crit);
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@ -121,7 +121,7 @@ while rank(Pinf(:,:,t+1),crit1) & t<smpl
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aK(1,:,t+1) = a(:,t+1);
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% isn't a meaningless as long as we are in the diffuse part? MJ
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for jnk=2:nk,
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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d = t;
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@ -162,7 +162,7 @@ while notsteady & t<smpl
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Pf = T*Pf*T' + QQ;
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PK(jnk,:,:,t+jnk) = Pf;
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if jnk>1
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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% notsteady = ~(max(max(abs(P(:,:,t+1)-P(:,:,t))))<crit);
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@ -170,7 +170,7 @@ while newRank & t < smpl
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a1(:,t+1) = T*a(:,t);
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aK(1,:,t+1) = a1(:,t+1);
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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Pstar(:,:,t+1) = T*Pstar(:,:,t)*transpose(T)+ QQ;
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Pinf(:,:,t+1) = T*Pinf(:,:,t)*transpose(T);
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@ -218,7 +218,7 @@ while notsteady & t<smpl
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Pf = T*Pf*T' + QQ;
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PK(jnk,:,:,t+jnk) = Pf;
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if jnk>1
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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P(:,:,t+1) = T*P(:,:,t)*transpose(T) + QQ;
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@ -166,7 +166,7 @@ while newRank & t < smpl
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a1(:,t+1) = T*a(:,t);
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aK(1,:,t+1) = a1(:,t+1);
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for jnk=2:nk
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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Pstar(:,:,t+1) = T*Pstar(:,:,t)*T'+ QQ;
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Pinf(:,:,t+1) = T*Pinf(:,:,t)*T';
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@ -214,7 +214,7 @@ while notsteady & t<smpl
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Pf = T*Pf*T' + QQ;
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PK(jnk,:,:,t+jnk) = Pf;
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if jnk>1
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aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
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aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
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end
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end
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P(:,:,t+1) = T*P(:,:,t)*T' + QQ;
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