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Account for fact that varobs is row cell now, not char column array in GSA

time-shift
Johannes Pfeifer 2015-06-05 20:47:51 +02:00
parent 88ae542a8a
commit a269bed26e
2 changed files with 42 additions and 42 deletions
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4
matlab/gsa/mc_moments.m
View File

@ -20,7 +20,7 @@ function [vdec, cc, ac] = mc_moments(mm, ss, dr)
global options_ M_ estim_params_ oo_
[nr1, nc1, nsam] = size(mm);
nobs=size(options_.varobs,1);
nobs=size(options_.varobs,2);
disp('Computing theoretical moments ...')
h = dyn_waitbar(0,'Theoretical moments ...');
vdec = zeros(nobs,M_.exo_nbr,nsam);
@ -37,7 +37,7 @@ global options_ M_ estim_params_ oo_
cc(:,:,j)=triu(corr);
dum=[];
for i=1:options_.ar
dum=[dum, autocorr{i}];
dum=[dum, autocorr{i}];
end
ac(:,:,j)=dum;
dyn_waitbar(j/nsam,h)

80
matlab/gsa/th_moments.m
View File

@ -1,6 +1,7 @@
function [vdec, corr, autocorr, z, zz] = th_moments(dr,var_list)
% [vdec, corr, autocorr, z, zz] = th_moments(dr,var_list)
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2015 Dynare Team
%
% This file is part of Dynare.
%
@ -17,38 +18,38 @@ function [vdec, corr, autocorr, z, zz] = th_moments(dr,var_list)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ oo_ options_
nvar = size(var_list,1);
if nvar == 0
global M_ oo_ options_
nvar = size(var_list,2);
if nvar == 0
nvar = length(dr.order_var);
ivar = [1:nvar]';
else
else
ivar=zeros(nvar,1);
for i=1:nvar
i_tmp = strmatch(var_list(i,:),M_.endo_names,'exact');
if isempty(i_tmp)
error (['One of the variable specified does not exist']) ;
else
ivar(i) = i_tmp;
end
i_tmp = strmatch(var_list(:,i),M_.endo_names,'exact');
if isempty(i_tmp)
error(['One of the variables specified does not exist']) ;
else
ivar(i) = i_tmp;
end
end
end
[gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_, options_);
m = dr.ys(ivar(stationary_vars));
end
[gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_, options_);
m = dr.ys(ivar(stationary_vars));
% i1 = find(abs(diag(gamma_y{1})) > 1e-12);
i1 = [1:length(ivar)];
s2 = diag(gamma_y{1});
sd = sqrt(s2);
i1 = [1:length(ivar)];
s2 = diag(gamma_y{1});
sd = sqrt(s2);
z = [ m sd s2 ];
mean = m;
var = gamma_y{1};
z = [ m sd s2 ];
mean = m;
var = gamma_y{1};
%'THEORETICAL MOMENTS';
%'MEAN','STD. DEV.','VARIANCE');
@ -56,28 +57,27 @@ z;
%'VARIANCE DECOMPOSITION (in percent)';
if M_.exo_nbr>1,
vdec = 100*gamma_y{options_.ar+2}(i1,:);
vdec = 100*gamma_y{options_.ar+2}(i1,:);
else
vdec = 100*ones(size(gamma_y{1}(i1,1)));
end
vdec = 100*ones(size(gamma_y{1}(i1,1)));
end
%'MATRIX OF CORRELATIONS';
if options_.opt_gsa.useautocorr,
corr = gamma_y{1}(i1,i1)./(sd(i1)*sd(i1)');
corr = corr-diag(diag(corr))+diag(diag(gamma_y{1}(i1,i1)));
else
corr = gamma_y{1}(i1,i1);
corr = gamma_y{1}(i1,i1);
end
if options_.ar > 0
%'COEFFICIENTS OF AUTOCORRELATION';
if options_.ar > 0
%'COEFFICIENTS OF AUTOCORRELATION';
for i=1:options_.ar
if options_.opt_gsa.useautocorr,
autocorr{i} = gamma_y{i+1}(i1,i1);
else
autocorr{i} = gamma_y{i+1}(i1,i1).*(sd(i1)*sd(i1)');
end
zz(:,i) = diag(gamma_y{i+1}(i1,i1));
if options_.opt_gsa.useautocorr,
autocorr{i} = gamma_y{i+1}(i1,i1);
else
autocorr{i} = gamma_y{i+1}(i1,i1).*(sd(i1)*sd(i1)');
end
zz(:,i) = diag(gamma_y{i+1}(i1,i1));
end
end
end