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one bug around defining aux for Kalman smoother (non-minimal state space) 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@935 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2006-09-28 07:33:40 +00:00
parent d98d723d2c
commit 8aada363be
1 changed files with 4 additions and 4 deletions
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8
matlab/dynare_resolve.m
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@ -16,10 +16,10 @@ function [A,B,ys,info] = dynare_resolve(iv,ic,aux)
npred = oo_.dr.npred;
iv = (1:endo_nbr)';
ic = [ nstatic+(1:npred) endo_nbr+(1:size(oo_.dr.ghx,2)-npred) ]';
aux = oo_.dr.transition_auxiliary_variables(:,2);
k = find(aux > npred);
aux = aux + nstatic;
aux(k) = aux(k) + oo_.dr.nfwrd;
aux = oo_.dr.transition_auxiliary_variables;
k = find(aux(:,2) > npred);
aux(:,2) = aux(:,2) + nstatic;
aux(k,2) = aux(k,2) + oo_.dr.nfwrd;
end
[A,B] = kalman_transition_matrix(oo_.dr,iv,ic,aux);