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Return YhatOrig and Yobs in dyn_ols, olsgibbs, sur, surgibbs.

time-shift
Dóra Kocsis 2019-12-10 14:08:50 +01:00
parent 6f91bde894
commit 665cd764b8
4 changed files with 8 additions and 2 deletions
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3
matlab/ols/dyn_ols.m
View File

@ -161,6 +161,8 @@ for i = 1:length(Y)
end
end
oo_.ols.(tag).Yhat = dseries(X{i}.data*oo_.ols.(tag).beta, fp{i}, yhatname);
oo_.ols.(tag).YhatOrig = oo_.ols.(tag).Yhat;
oo_.ols.(tag).Yobs = Y{i};
% Residuals
oo_.ols.(tag).resid = Y{i} - oo_.ols.(tag).Yhat;
@ -168,7 +170,6 @@ for i = 1:length(Y)
% Correct Yhat reported back to user
Y{i} = Y{i} + lhssub{i};
oo_.ols.(tag).Yhat = oo_.ols.(tag).Yhat + lhssub{i};
oo_.ols.(tag).YhatOrig = oo_.ols.(tag).Yhat;
% Apply correcting function for Yhat if it was passed
if any(idx) ...

2
matlab/ols/sur.m
View File

@ -176,6 +176,8 @@ write_param_init_inc_file('sur', model_name, opidxs, oo_.sur.(model_name).beta);
% Yhat
oo_.sur.(model_name).Yhat = X.data * oo_.sur.(model_name).beta;
oo_.sur.(model_name).YhatOrig = oo_.sur.(model_name).Yhat;
oo_.sur.(model_name).Yobs = Y;
% Residuals
oo_.sur.(model_name).resid = Y.data - oo_.sur.(model_name).Yhat;

3
matlab/olsgibbs.m
View File

@ -225,13 +225,14 @@ if ~isempty(fitted_names_dict)
end
end
oo_.olsgibbs.(model_name).Yhat = dseries(X*oo_.olsgibbs.(model_name).posterior.mean.beta, fp, yhatname);
oo_.olsgibbs.(model_name).YhatOrig = oo_.olsgibbs.(model_name).Yhat;
oo_.olsgibbs.(model_name).Yobs = dseries(Y, fp, lhsname);
% Residuals
oo_.olsgibbs.(model_name).resid = Y - oo_.olsgibbs.(model_name).Yhat;
% Apply correcting function for Yhat if it was passed
oo_.olsgibbs.(model_name).Yhat = oo_.olsgibbs.(model_name).Yhat + lhssub{1};
oo_.olsgibbs.(model_name).YhatOrig = oo_.olsgibbs.(model_name).Yhat;
if any(idx) ...
&& length(fitted_names_dict(idx, :)) == 3 ...
&& ~isempty(fitted_names_dict{idx, 3})

2
matlab/surgibbs.m
View File

@ -133,6 +133,8 @@ oo_.surgibbs.(model_name).posterior.variance.beta = cov(oo_.surgibbs.(model_name
% Yhat
oo_.surgibbs.(model_name).Yhat = X*oo_.surgibbs.(model_name).posterior.mean.beta;
oo_.surgibbs.(model_name).YhatOrig = oo_.surgibbs.(model_name).Yhat;
oo_.surgibbs.(model_name).Yobs = Y;
% Residuals
oo_.surgibbs.(model_name).resid = Y - oo_.surgibbs.(model_name).Yhat;