bug correction in partial_information
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7668bc4a11
commit
a9ce1ef2b4
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@ -29,7 +29,7 @@ function [irfmat,irfst]=PCL_Part_info_irf( H, varobs, M_, dr, irfpers,ii)
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% The jump variables have dimension NETA
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OBS = ismember(varobs,M_.endo_names);
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[junk,OBS] = ismember(varobs,M_.endo_names,'rows');
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G1=dr.PI_ghx;
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impact=dr.PI_ghu;
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@ -42,7 +42,7 @@ function [irfmat,irfst]=PCL_Part_info_irf( H, varobs, M_, dr, irfpers,ii)
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NOBS=NY;
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LL=eye(NY,NY);
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else %and if no obsevations specify OBS=[0] but this is not going to work properly
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NOBS=size(find(OBS),2);
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NOBS=length(OBS);
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LL=zeros(NOBS,NY);
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for i=1:NOBS
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LL(i,OBS(i))=1;
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@ -1,4 +1,4 @@
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function [irfmat,irfst]=PCL_Part_info_irf( H, varobs, dr,ivar)
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function [irfmat,irfst]=PCL_Part_info_moments( H, varobs, dr,ivar)
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% sets up parameters and calls part-info kalman filter
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% developed by G Perendia, July 2006 for implementation from notes by Prof. Joe Pearlman to
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% suit partial information RE solution in accordance with, and based on, the
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@ -31,7 +31,7 @@ function [irfmat,irfst]=PCL_Part_info_irf( H, varobs, dr,ivar)
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warning_old_state = warning;
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warning off
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OBS = ismember(varobs,M_.endo_names);
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[junk,OBS] = ismember(varobs,M_.endo_names,'rows');
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G1=dr.PI_ghx;
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impact=dr.PI_ghu;
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@ -45,7 +45,7 @@ function [irfmat,irfst]=PCL_Part_info_irf( H, varobs, dr,ivar)
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NOBS=NY;
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LL=eye(NY,NY);
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else %and if no obsevations specify OBS=[0] but this is not going to work properly
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NOBS=size(find(OBS),2);
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NOBS=length(OBS);
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LL=zeros(NOBS,NY);
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for i=1:NOBS
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LL(i,OBS(i))=1;
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