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Computes the density of observables as a function of states.

time-shift
Frédéric Karamé 2012-11-16 11:31:53 +01:00
parent eb72df7bc6
commit 56e723c08e
1 changed files with 15 additions and 0 deletions
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matlab/particle/measurement_equations.m Normal file
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function measure = measurement_equations(StateVectors,ReducedForm,DynareOptions)
mf1 = ReducedForm.mf1;
ghx = ReducedForm.ghx(mf1,:);
ghu = ReducedForm.ghu(mf1,:);
ghxx = ReducedForm.ghxx(mf1,:);
ghuu = ReducedForm.ghuu(mf1,:);
ghxu = ReducedForm.ghxu(mf1,:);
constant = ReducedForm.constant(mf1,:);
state_variables_steady_state = ReducedForm.state_variables_steady_state;
number_of_structural_innovations = length(ReducedForm.Q);
yhat = bsxfun(@minus,StateVectors,state_variables_steady_state) ;
measure = local_state_space_iteration_2(yhat,zeros(number_of_structural_innovations,size(yhat,2)),ghx,ghu,constant,ghxx,ghuu,ghxu,DynareOptions.threads.local_state_space_iteration_2);