diff --git a/matlab/kalman_transition_matrix.m b/matlab/kalman_transition_matrix.m index 55b8db92b..be5f266c9 100644 --- a/matlab/kalman_transition_matrix.m +++ b/matlab/kalman_transition_matrix.m @@ -1,8 +1,24 @@ -% makes transition matrices out of ghx and ghu for Kalman filter -% still needs to eliminate unobserved static variables -% order of variables s p b f p_1 - function [A,B] = kalman_transition_matrix(dr,iv,ic,aux) + +% function [A,B] = kalman_transition_matrix(dr,iv,ic,aux) +% makes transition matrices out of ghx and ghu for Kalman filter +% +% INPUTS +% dr: structure of decisions rules for stochastic simulations +% iv: integrated variables +% ic: state variables position in the transition matrix columns +% aux: auxiliary variables +% +% OUTPUTS +% A: matrix of predetermined variables effects in linear solution (ghx) +% B: matrix of shocks effects in linear solution (ghu) +% +% SPECIAL REQUIREMENTS +% none +% +% part of DYNARE, copyright Dynare Team (2003-2008) +% Gnu Public License. + global M_ n_iv = length(iv);