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-bf33cf982152time-shift
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04d5c56b20
commit
98ac3091c9
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@ -178,6 +178,8 @@ end
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k2 = union(k',[dr.nstatic+1:dr.nstatic+dr.npred]');
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k2 = union(k',[dr.nstatic+1:dr.nstatic+dr.npred]');
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% Set restrict_state to postion of observed + state variables in expanded state vector.
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% Set restrict_state to postion of observed + state variables in expanded state vector.
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bayestopt_.restrict_var_list = k2;
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bayestopt_.restrict_var_list = k2;
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% set mf0 to positions of state variables in restricted state vector for likelihood computation.
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[junk,bayestopt_.mf0] = ismember([dr.nstatic+1:dr.nstatic+dr.npred]',k2);
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% Set mf1 to positions of observed variables in restricted state vector for likelihood computation.
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% Set mf1 to positions of observed variables in restricted state vector for likelihood computation.
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[junk,bayestopt_.mf1] = ismember(k,k2);
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[junk,bayestopt_.mf1] = ismember(k,k2);
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% Set mf2 to positions of observed variables in expanded state vector for filtering and smoothing.
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% Set mf2 to positions of observed variables in expanded state vector for filtering and smoothing.
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@ -165,9 +165,12 @@ k2 = union(k',[dr.nstatic+1:dr.nstatic+dr.npred]');
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% set restrict_state to postion of observed + state variables
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% set restrict_state to postion of observed + state variables
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% in expanded state vector
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% in expanded state vector
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bayestopt_.restrict_var_list = k2;
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bayestopt_.restrict_var_list = k2;
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% set mf0 to positions of state variables in restricted state vector
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% for likelihood computation.
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[junk,bayestopt_.mf0] = ismember([dr.nstatic+1:dr.nstatic+dr.npred]',k2);
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% set mf1 to positions of observed variables in restricted state vector
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% set mf1 to positions of observed variables in restricted state vector
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% for likelihood computation
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% for likelihood computation.
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[junk,bayestopt_.mf1] = ismember(k,k2);
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[junk,bayestopt_.mf1] = ismember(k,k2);
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% set mf2 to positions of observed variables in expanded state vector
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% set mf2 to positions of observed variables in expanded state vector
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% for filtering and smoothing
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% for filtering and smoothing
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bayestopt_.mf2 = k;
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bayestopt_.mf2 = k;
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