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fixed bug in 2nd order approximation introduced in commit 0303b1c02b

time-shift
Michel Juillard 2011-12-01 18:46:02 +01:00
parent 7d675878b9
commit 8df1b5d1e8
1 changed files with 2 additions and 1 deletions
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3
matlab/dr1.m
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@ -536,7 +536,8 @@ E1 = [eye(npred); zeros(kp-npred,npred)];
H = E1;
hxx = dr.ghxx(nstatic+[1:npred],:);
[junk,k2a,k2] = find(M_.lead_lag_incidence(M_.maximum_endo_lag+2,order_var));
[B1, err] = sparse_hessian_times_B_kronecker_C(hessian(:,kh(k2,k2)),gu(k2a,:),options_.threads.kronecker.sparse_hessian_times_B_kronecker_C);
[junk,k3a,k3] = find(M_.lead_lag_incidence(M_.maximum_endo_lag+2,:));
[B1, err] = sparse_hessian_times_B_kronecker_C(hessian(:,kh(k3,k3)),gu(k3a,:),options_.threads.kronecker.sparse_hessian_times_B_kronecker_C);
mexErrCheck('sparse_hessian_times_B_kronecker_C', err);
RHS = RHS + jacobia_(:,k2)*guu(k2a,:)+B1;