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bug correction of previous change; further simplication in set_state_space

time-shift
Michel Juillard 2011-02-27 22:03:43 +01:00
parent 32c997f1ef
commit 84d7c97d4e
1 changed files with 16 additions and 7 deletions
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23
matlab/set_state_space.m
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@ -36,7 +36,6 @@ max_lead = M_.maximum_endo_lead;
max_lag = M_.maximum_endo_lag;
endo_nbr = M_.endo_nbr;
lead_lag_incidence = M_.lead_lag_incidence;
xlen = max_lead + max_lag + 1;
klen = max_lag + max_lead + 1;
fwrd_var = find(any(lead_lag_incidence(max_lag+2:end,:),1))';
@ -71,9 +70,19 @@ end
kmask = kmask';
kmask = kmask(:);
i_kmask = find(kmask); % index of nonzero entries in kmask
nd = size(i_kmask,1); % size of the state vector
kmask(i_kmask) = [1:nd];
i_kmask = find(kmask);
nd = nnz(kmask); % size of the state vector
kmask(i_kmask) = (1:nd);
% auxiliary equations
% elements that are both in z(t+1) and z(t)
k1 = find([kmask(1:end-M_.endo_nbr) & kmask(M_.endo_nbr+1:end)] );
kad = [];
kae = [];
if ~isempty(k1)
kad = kmask(k1+M_.endo_nbr);
kae = kmask(k1);
end
% composition of state vector
% col 1: variable; col 2: lead/lag in z(t+1);
@ -83,7 +92,7 @@ kstate = [ repmat([1:endo_nbr]',klen-1,1) kron([klen:-1:2]',ones(endo_nbr,1)) ..
kiy = flipud(lead_lag_incidence(:,order_var))';
kiy = kiy(:);
kstate(1:endo_nbr,3) = kiy(1:endo_nbr)-nnz(lead_lag_incidence(2,:));
kstate(find(kstate(:,3) < 0),3) = 0;
kstate(kstate(:,3) < 0,3) = 0;
kstate(endo_nbr+1:end,4) = kiy(2*endo_nbr+1:end);
% put in E only the current variables that are not already in D
kstate = kstate(i_kmask,:);
@ -93,8 +102,8 @@ dr.inv_order_var = inv_order_var';
dr.nstatic = nstatic;
dr.npred = npred+nboth;
dr.kstate = kstate;
dr.kad = [];
dr.kae = [];
dr.kad = kad;
dr.kae = kae;
dr.nboth = nboth;
dr.nfwrd = nfwrd;
% number of forward variables in the state vector