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-bf33cf982152time-shift
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d98d723d2c
commit
8aada363be
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@ -16,10 +16,10 @@ function [A,B,ys,info] = dynare_resolve(iv,ic,aux)
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npred = oo_.dr.npred;
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npred = oo_.dr.npred;
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iv = (1:endo_nbr)';
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iv = (1:endo_nbr)';
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ic = [ nstatic+(1:npred) endo_nbr+(1:size(oo_.dr.ghx,2)-npred) ]';
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ic = [ nstatic+(1:npred) endo_nbr+(1:size(oo_.dr.ghx,2)-npred) ]';
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aux = oo_.dr.transition_auxiliary_variables(:,2);
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aux = oo_.dr.transition_auxiliary_variables;
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k = find(aux > npred);
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k = find(aux(:,2) > npred);
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aux = aux + nstatic;
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aux(:,2) = aux(:,2) + nstatic;
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aux(k) = aux(k) + oo_.dr.nfwrd;
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aux(k,2) = aux(k,2) + oo_.dr.nfwrd;
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end
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end
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[A,B] = kalman_transition_matrix(oo_.dr,iv,ic,aux);
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[A,B] = kalman_transition_matrix(oo_.dr,iv,ic,aux);
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