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dsge_simulated_theoretical_covariance.m: fix bug that led to last _2ndOrderMoments*.mat file not being saved, instead overwriting the prior one 

Produced wrong posterior covariance estimates in large models, because the moments matrix contained zeros that were not overwritten by loaded draws due to missing file
time-shift
Johannes Pfeifer 2017-03-25 17:44:12 +01:00 committed by Stéphane Adjemian (Charybdis)
parent 8d2dcc422f
commit 839e7075f6
1 changed files with 0 additions and 1 deletions
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matlab/dsge_simulated_theoretical_covariance.m
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@ -126,7 +126,6 @@ for file = 1:NumberOfDrawsFiles
if ~test% Prepare the last round...
Covariance_matrix = zeros(NumberOfLinesInTheLastCovarFile,nvar*(nvar+1)/2);
NumberOfCovarLines = NumberOfLinesInTheLastCovarFile;
CovarFileNumber = CovarFileNumber - 1;
elseif test<0
Covariance_matrix = zeros(MaXNumberOfCovarLines,nvar*(nvar+1)/2);
else