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v4: further corrections 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@678 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2006-03-13 10:57:01 +00:00
parent e72a1d579c
commit a8e01d23bf
2 changed files with 156 additions and 156 deletions
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10
matlab/DiffuseKalmanSmoother3.m
View File

@ -1,4 +1,4 @@
function [alphahat,etahat,a1, aK, a] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
function [alphahat,etahat,a1, aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
%function [a,etahat,a1, aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
% Modified by M. Ratto
% New output argument aK: 1-step to nk-stpe ahed predictions)
@ -20,7 +20,7 @@ function [alphahat,etahat,a1, aK, a] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1
global options_
nk = options_.nk;
nk = options_.nk;
spinf = size(Pinf1);
spstar = size(Pstar1);
v = zeros(pp,smpl);
@ -102,9 +102,9 @@ while newRank & t < smpl
options_.diffuse_d = icc;
end
end,
% if newRank==0,
% options_.diffuse_d=i; %this is buggy
% end
% if newRank==0,
% options_.diffuse_d=i; %this is buggy
% end
% end new terminiation criteria by M. Ratto
else
%% Note that : (1) rank(Pinf)=0 implies that Finf = 0, (2) outside this loop (when for some i and t the condition

2
matlab/DsgeSmoother.m
View File

@ -82,7 +82,7 @@ function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK] = DsgeSmoo
if options_.kalman_algo == 1
[alphahat,etahat,ahat,aK] = DiffuseKalmanSmoother1(T,R,Q,Pinf,Pstar,Y,trend,nobs,np,smpl,mf);
if all(alphahat(:)==0)
[alphahat,etahat,ahat] = DiffuseKalmanSmoother3(T,R,Q,Pinf,Pstar,Y,trend,nobs,np,smpl,mf);
[alphahat,etahat,ahat,aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf,Pstar,Y,trend,nobs,np,smpl,mf);
end
elseif options_.kalman_algo == 3
[alphahat,etahat,ahat,aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf,Pstar,Y,trend,nobs,np,smpl,mf);