parent
3ea44d47cf
commit
446b1f6dc1
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@ -19,10 +19,18 @@ function [H, dA, dOm, Hss, gp, d2A, d2Om, H2ss] = getH(A, B, M_,oo_,options_,kro
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% You should have received a copy of the GNU General Public License
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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if nargin<6 || isempty(kronflag), kronflag = 0; end
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if nargin<6 || isempty(kronflag)
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if nargin<7 || isempty(indx), indx = [1:M_.param_nbr]; end,
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kronflag = 0;
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if nargin<8 || isempty(indexo), indexo = []; end,
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end
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if nargin<9 || isempty(iv), iv = (1:length(A))'; end,
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if nargin<7 || isempty(indx)
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indx = [];
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end
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if nargin<8 || isempty(indexo)
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indexo = [];
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end
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if nargin<9 || isempty(iv)
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iv = (1:length(A))';
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end
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[I,J]=find(M_.lead_lag_incidence');
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[I,J]=find(M_.lead_lag_incidence');
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yy0=oo_.dr.ys(I);
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yy0=oo_.dr.ys(I);
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@ -17,10 +17,18 @@ function [JJ, H, gam, gp, dA, dOm, dYss] = getJJ(A, B, M_,oo_,options_,kronflag,
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% You should have received a copy of the GNU General Public License
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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if nargin<7 || isempty(indx), indx = [1:M_.param_nbr];, end,
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if nargin<7 || isempty(indx)
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if nargin<8 || isempty(indexo), indexo = [];, end,
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% indx = [1:M_.param_nbr];
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if nargin<10 || isempty(nlags), nlags=3; end,
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end,
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if nargin<11 || isempty(useautocorr), useautocorr=0; end,
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if nargin<8 || isempty(indexo)
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indexo = [];
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end,
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if nargin<10 || isempty(nlags)
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nlags=3;
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end
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if nargin<11 || isempty(useautocorr)
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useautocorr=0;
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end
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% if useautocorr,
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% if useautocorr,
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warning('off','MATLAB:divideByZero')
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warning('off','MATLAB:divideByZero')
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@ -118,14 +118,14 @@ if info(1)==0,
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ide_strength_J_prior=NaN(1,nparam);
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ide_strength_J_prior=NaN(1,nparam);
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if init, %~isempty(indok),
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if init, %~isempty(indok),
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normaliz = abs(params);
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normaliz = abs(params);
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if prior_exist,
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if prior_exist,
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if ~isempty(estim_params_.var_exo),
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if ~isempty(estim_params_.var_exo),
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normaliz1 = estim_params_.var_exo(:,7); % normalize with prior standard deviation
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normaliz1 = estim_params_.var_exo(:,7)'; % normalize with prior standard deviation
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else
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else
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normaliz1=[];
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normaliz1=[];
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end
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end
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if ~isempty(estim_params_.param_vals),
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if ~isempty(estim_params_.param_vals),
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normaliz1 = [normaliz1; estim_params_.param_vals(:,7)]'; % normalize with prior standard deviation
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normaliz1 = [normaliz1 estim_params_.param_vals(:,7)']; % normalize with prior standard deviation
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end
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end
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% normaliz = max([normaliz; normaliz1]);
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% normaliz = max([normaliz; normaliz1]);
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normaliz1(isinf(normaliz1)) = 1;
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normaliz1(isinf(normaliz1)) = 1;
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@ -82,7 +82,7 @@ end
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ixnoJ = 0;
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ixnoJ = 0;
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if rankJ<npar || rankJJ<npar || min(1-McoJ)<1.e-10
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if npar>0 && (rankJ<npar || rankJJ<npar || min(1-McoJ)<1.e-10)
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% - find out which parameters are involved
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% - find out which parameters are involved
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% disp('Some parameters are NOT identified by the moments included in J')
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% disp('Some parameters are NOT identified by the moments included in J')
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% disp(' ')
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% disp(' ')
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