stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Removed dataset from the inputs (only one field of this structure was used). 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3310 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2010-01-06 14:49:31 +00:00
parent 1b3dce7d1b
commit 961b539dfd
1 changed files with 2 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
matlab/smm_objective.m
View File

@ -1,11 +1,10 @@
function [r,junk] = smm_objective(xparams,sample_moments,weighting_matrix,dataset,options)
function [r,junk] = smm_objective(xparams,sample_moments,weighting_matrix,options)
% Evaluates the objective of the Simulated Moments Method.
%
% INPUTS:
% xparams [double] p*1 vector of estimated parameters.
% sample_moments [double] n*1 vector of sample moments (n>=p).
% weighting_matrix [double] n*n symetric, positive definite matrix.
% dataset [ ] Structure describing the data set.
% options [ ] Structure defining options for SMM.
%
% OUTPUTS:
@ -63,7 +62,7 @@ simulated_moments = zeros(size(sample_moments));
for s = 1:options.number_of_simulated_sample
time_series = extended_path([],options.simulated_sample_size,1);
data = time_series(options.observed_variables_idx,options.burn_in_periods+1:options.burn_in_periods+dataset.number_of_observations);
data = time_series(options.observed_variables_idx,options.burn_in_periods+1:options.simulated_sample_size);
eval(['tmp = ' options.moments_file_name '(data);'])
simulated_moments = simulated_moments + tmp;
end