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Clarify naming of var_obs_index to indicate it refers to decision rule order

time-shift
Johannes Pfeifer 2016-04-10 18:12:15 +02:00
parent d41a64e4cb
commit 80086ff4ab
1 changed files with 10 additions and 10 deletions
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20
matlab/dynare_estimation_init.m
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@ -395,24 +395,24 @@ npred = M_.nspred; % Number of predetermined variables.
nspred = M_.nspred; % Number of predetermined variables in the state equation.
% Setting resticted state space (observed + predetermined variables)
var_obs_index = [];
var_obs_index_dr = [];
k1 = [];
for i=1:options_.number_of_observed_variables
var_obs_index = [var_obs_index; strmatch(options_.varobs{i},M_.endo_names(dr.order_var,:),'exact')];
var_obs_index_dr = [var_obs_index_dr; strmatch(options_.varobs{i},M_.endo_names(dr.order_var,:),'exact')];
k1 = [k1; strmatch(options_.varobs{i},M_.endo_names, 'exact')];
end
% Define union of observed and state variables
k2 = union(var_obs_index,[M_.nstatic+1:M_.nstatic+M_.nspred]', 'rows');
k2 = union(var_obs_index_dr,[M_.nstatic+1:M_.nstatic+M_.nspred]', 'rows');
% Set restrict_state to postion of observed + state variables in expanded state vector.
oo_.dr.restrict_var_list = k2;
bayestopt_.restrict_var_list = k2;
% set mf0 to positions of state variables in restricted state vector for likelihood computation.
[junk,bayestopt_.mf0] = ismember([M_.nstatic+1:M_.nstatic+M_.nspred]',k2);
% Set mf1 to positions of observed variables in restricted state vector for likelihood computation.
[junk,bayestopt_.mf1] = ismember(var_obs_index,k2);
[junk,bayestopt_.mf1] = ismember(var_obs_index_dr,k2);
% Set mf2 to positions of observed variables in expanded state vector for filtering and smoothing.
bayestopt_.mf2 = var_obs_index;
bayestopt_.mf2 = var_obs_index_dr;
bayestopt_.mfys = k1;
[junk,ic] = intersect(k2,nstatic+(1:npred)');
@ -447,7 +447,7 @@ if options_.block == 1
% Set mf1 to positions of observed variables in restricted state vector for likelihood computation.
[junk,bayestopt_.mf1] = ismember(k1,oo_.dr.restrict_var_list);
% Set mf2 to positions of observed variables in expanded state vector for filtering and smoothing.
bayestopt_.mf2 = var_obs_index;
bayestopt_.mf2 = var_obs_index_dr;
bayestopt_.mfys = k1;
oo_.dr.restrict_columns = [size(i_posA,1)+(1:size(M_.state_var,2))];
[k2, i_posA, i_posB] = union(k3p, M_.state_var', 'rows');
@ -457,15 +457,15 @@ if options_.block == 1
bayestopt_.smoother_restrict_columns = ic;
[junk,bayestopt_.smoother_mf] = ismember(k1, bayestopt_.smoother_var_list);
else
k2 = union(var_obs_index,[M_.nstatic+1:M_.nstatic+M_.nspred]', 'rows');
k2 = union(var_obs_index_dr,[M_.nstatic+1:M_.nstatic+M_.nspred]', 'rows');
% Set restrict_state to postion of observed + state variables in expanded state vector.
oo_.dr.restrict_var_list = k2;
% set mf0 to positions of state variables in restricted state vector for likelihood computation.
[junk,bayestopt_.mf0] = ismember([M_.nstatic+1:M_.nstatic+M_.nspred]',k2);
% Set mf1 to positions of observed variables in restricted state vector for likelihood computation.
[junk,bayestopt_.mf1] = ismember(var_obs_index,k2);
[junk,bayestopt_.mf1] = ismember(var_obs_index_dr,k2);
% Set mf2 to positions of observed variables in expanded state vector for filtering and smoothing.
bayestopt_.mf2 = var_obs_index;
bayestopt_.mf2 = var_obs_index_dr;
bayestopt_.mfys = k1;
[junk,ic] = intersect(k2,nstatic+(1:npred)');
oo_.dr.restrict_columns = [ic; length(k2)+(1:nspred-npred)'];
@ -473,7 +473,7 @@ else
[junk,junk,bayestopt_.smoother_saved_var_list] = intersect(k3,bayestopt_.smoother_var_list(:));
[junk,ic] = intersect(bayestopt_.smoother_var_list,nstatic+(1:npred)');
bayestopt_.smoother_restrict_columns = ic;
[junk,bayestopt_.smoother_mf] = ismember(var_obs_index, bayestopt_.smoother_var_list);
[junk,bayestopt_.smoother_mf] = ismember(var_obs_index_dr, bayestopt_.smoother_var_list);
end;
if options_.analytic_derivation,