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Added a vector of indices for the state variables in the restricted state vector (bayestopt_.mf0). 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3132 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2009-11-06 14:03:50 +00:00
parent 04d5c56b20
commit 98ac3091c9
2 changed files with 7 additions and 2 deletions
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2
matlab/dynare_estimation_1.m
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@ -178,6 +178,8 @@ end
k2 = union(k',[dr.nstatic+1:dr.nstatic+dr.npred]');
% Set restrict_state to postion of observed + state variables in expanded state vector.
bayestopt_.restrict_var_list = k2;
% set mf0 to positions of state variables in restricted state vector for likelihood computation.
[junk,bayestopt_.mf0] = ismember([dr.nstatic+1:dr.nstatic+dr.npred]',k2);
% Set mf1 to positions of observed variables in restricted state vector for likelihood computation.
[junk,bayestopt_.mf1] = ismember(k,k2);
% Set mf2 to positions of observed variables in expanded state vector for filtering and smoothing.

7
matlab/dynare_estimation_init.m
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@ -165,9 +165,12 @@ k2 = union(k',[dr.nstatic+1:dr.nstatic+dr.npred]');
% set restrict_state to postion of observed + state variables
% in expanded state vector
bayestopt_.restrict_var_list = k2;
% set mf0 to positions of state variables in restricted state vector
% for likelihood computation.
[junk,bayestopt_.mf0] = ismember([dr.nstatic+1:dr.nstatic+dr.npred]',k2);
% set mf1 to positions of observed variables in restricted state vector
% for likelihood computation
[junk,bayestopt_.mf1] = ismember(k,k2);
% for likelihood computation.
[junk,bayestopt_.mf1] = ismember(k,k2);
% set mf2 to positions of observed variables in expanded state vector
% for filtering and smoothing
bayestopt_.mf2 = k;