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Properly handle case when post_metropolis=0: here steady_state must be added to smoothed variables.

time-shift
Marco Ratto 2014-09-12 15:35:00 +02:00
parent 55b6d0eb93
commit 4729459970
1 changed files with 9 additions and 3 deletions
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12
matlab/smoother2histval.m
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@ -49,6 +49,7 @@ if ~isfield(opts, 'infile')
end
smoothedvars = oo_.SmoothedVariables;
smoothedshocks = oo_.SmoothedShocks;
steady_state = oo_.steady_state;
else
S = load(opts.infile);
if ~isfield(S, 'oo_') || ~isfield(S.oo_, 'SmoothedVariables')
@ -56,6 +57,7 @@ else
end
smoothedvars = S.oo_.SmoothedVariables;
smoothedshocks = S.oo_.SmoothedShocks;
steady_state = S.oo_.steady_state;
end
% Hack to determine if oo_.SmoothedVariables was computed after a Metropolis
@ -71,6 +73,7 @@ if isempty(options_.parameter_set)
if post_metropolis
smoothedvars = smoothedvars.Mean;
smoothedshocks = smoothedshocks.Mean;
steady_state = zeros(size(steady_state));
end
else
switch options_.parameter_set
@ -88,12 +91,14 @@ else
end
smoothedvars = smoothedvars.Mean;
smoothedshocks = smoothedshocks.Mean;
steady_state = zeros(size(steady_state));
case 'posterior_median'
if ~post_metropolis
error('Option parameter_set=posterior_median is not consistent with computed smoothed values.')
end
smoothedvars = smoothedvars.Median;
smoothedshocks = smoothedshocks.Median;
steady_state = zeros(size(steady_state));
otherwise
error([ 'Option parameter_set=' options_.parameter_set ' unsupported.' ])
end
@ -156,7 +161,8 @@ for i = 1:length(invars)
continue
end
s = getfield(smoothedvars, invars{i});
v = s((period-M_.maximum_endo_lag+1):period);
j = strmatch(invars{i}, M_.endo_names, 'exact');
v = s((period-M_.maximum_endo_lag+1):period) + steady_state(j);
if ~isfield(opts, 'outfile')
j = strmatch(outvars{i}, M_.endo_names, 'exact');
if isempty(j)
@ -193,9 +199,9 @@ for i = 1:length(M_.aux_vars)
if period-M_.maximum_endo_lag+1+l < 1
error('The period that you indicated is too small to construct initial conditions')
end
v = s((period-M_.maximum_endo_lag+1+l):(period+l));
j = M_.aux_vars(i).endo_index;
v = s((period-M_.maximum_endo_lag+1+l):(period+l))+steady_state(j);
if ~isfield(opts, 'outfile')
j = M_.aux_vars(i).endo_index;
M_.endo_histval(j, :) = v;
else
% When saving to a file, x(-2) is in the variable called "x_l2"