Replaced oo by oo_ (otherwise the results are not returned in the global structure).
parent
3f2a77b25d
commit
6d6d92fe5b
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@ -90,34 +90,34 @@ end
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[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp] = ...
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DsgeSmoother(parameters,dataset_.info.ntobs,dataset_.data,dataset_.missing.aindex,dataset_.missing.state);
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oo.Smoother.SteadyState = ys;
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oo.Smoother.TrendCoeffs = trend_coeff;
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oo_.Smoother.SteadyState = ys;
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oo_.Smoother.TrendCoeffs = trend_coeff;
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if options_.filter_covariance
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oo.Smoother.Variance = P;
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oo_.Smoother.Variance = P;
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end
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i_endo = bayestopt_.smoother_saved_var_list;
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if options_.nk ~= 0
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oo.FilteredVariablesKStepAhead = ...
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oo_.FilteredVariablesKStepAhead = ...
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aK(options_.filter_step_ahead,i_endo,:);
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if ~isempty(PK)
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oo.FilteredVariablesKStepAheadVariances = ...
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oo_.FilteredVariablesKStepAheadVariances = ...
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PK(options_.filter_step_ahead,i_endo,i_endo,:);
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end
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if ~isempty(decomp)
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oo.FilteredVariablesShockDecomposition = ...
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oo_.FilteredVariablesShockDecomposition = ...
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decomp(options_.filter_step_ahead,i_endo,:,:);
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end
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end
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for i=bayestopt_.smoother_saved_var_list'
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i1 = order_var(bayestopt_.smoother_var_list(i));
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eval(['oo.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = atT(i,:)'';']);
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eval(['oo_.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = atT(i,:)'';']);
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if options_.nk>0
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eval(['oo.FilteredVariables.' deblank(M_.endo_names(i1,:)) ' = squeeze(aK(1,i,:));']);
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eval(['oo_.FilteredVariables.' deblank(M_.endo_names(i1,:)) ' = squeeze(aK(1,i,:));']);
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end
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eval(['oo.UpdatedVariables.' deblank(M_.endo_names(i1,:)) ' = updated_variables(i,:)'';']);
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eval(['oo_.UpdatedVariables.' deblank(M_.endo_names(i1,:)) ' = updated_variables(i,:)'';']);
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end
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for i=1:M_.exo_nbr
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eval(['oo.SmoothedShocks.' deblank(M_.exo_names(i,:)) ' = innov(i,:)'';']);
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eval(['oo_.SmoothedShocks.' deblank(M_.exo_names(i,:)) ' = innov(i,:)'';']);
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end
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%oo.dr = oo_.dr;
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