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Fix computation of SmoothedMeasurementErrors in Bayesian smoother

time-shift
Johannes Pfeifer 2014-10-31 10:38:18 +01:00 committed by Michel Juillard
parent 1cbb17f929
commit 45ef721d03
1 changed files with 10 additions and 4 deletions
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14
matlab/prior_posterior_statistics.m
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@ -58,6 +58,7 @@ naK = length(options_.filter_step_ahead);
MaxNumberOfBytes=options_.MaxNumberOfBytes;
endo_nbr=M_.endo_nbr;
exo_nbr=M_.exo_nbr;
meas_err_nbr=length(M_.Correlation_matrix_ME);
nvobs = length(options_.varobs);
iendo = 1:endo_nbr;
horizon = options_.forecast;
@ -268,10 +269,15 @@ if options_.smoother
'',M_.exo_names,M_.exo_names_tex,M_.exo_names,...
M_.exo_names,'SmoothedShocks',DirectoryName,'_inno');
if nvn
% needs to be fixed
% pm3(endo_nbr,gend,ifil(3),B,'Smoothed measurement errors',...
% M_.endo_names(SelecVariables),M_.endo_names,'tit_tex',M_.endo_names,...
% 'names2','smooth_errors',[M_.fname '/metropolis'],'_error')
for obs_iter=1:length(options_.varobs)
meas_error_names{obs_iter,1}=['SE_EOBS_' M_.endo_names(strmatch(options_.varobs{obs_iter},M_.endo_names,'exact'),:)];
texnames{obs_iter,1}=['SE_EOBS_' M_.endo_names_tex(strmatch(options_.varobs{obs_iter},M_.endo_names,'exact'),:)];
end
meas_error_names=char(meas_error_names);
texnames=char(texnames);
pm3(meas_err_nbr,gend,ifil(3),B,'Smoothed measurement errors',...
'',meas_error_names,texnames,meas_error_names,...
meas_error_names,'SmoothedMeasurementErrors',DirectoryName,'_error')
end
end