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Fixed bug (simulation of backward models). 

Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
time-shift
Stéphane Adjemian(Charybdis) 2018-03-12 09:45:15 +01:00
parent 8263bbba8a
commit aa4cabcbeb
1 changed files with 33 additions and 14 deletions
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47
matlab/backward/simul_backward_model.m
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@ -38,25 +38,44 @@ function simulation = simul_backward_model(initialconditions, samplesize, innova
global options_ M_ oo_
if nargin<3
Innovations =[];
Innovations = [];
else
if isdseries(innovations)
if isequal(innovations.dates(1)-1, initialconditions.dates(end))
if innovations.nobs<samplesize
error('Time span in third argument is too short (should not be less than %s, the value of the second argument)', num2str(samplesize))
end
% Set array holding innovations values.
Innovations = zeros(samplesize, M_.exo_nbr);
exonames = M_.exo_names;
for i=1:M_.exo_nbr
if ismember(exonames{i}, innovations.name)
Innovations(:,i) = innovations{exonames{i}}.data(1:samplesize);
else
disp(sprintf('Exogenous variable %s is not available in third argument, default value is zero.', exonames{i}));
if isdseries(initialconditions)
if isequal(innovations.dates(1)-1, initialconditions.dates(end))
if innovations.nobs<samplesize
error('Time span in third argument is too short (should not be less than %s, the value of the second argument)', num2str(samplesize))
end
% Set array holding innovations values.
Innovations = zeros(samplesize, M_.exo_nbr);
exonames = M_.exo_names;
for i=1:M_.exo_nbr
if ismember(exonames{i}, innovations.name)
Innovations(:,i) = innovations{exonames{i}}.data(1:samplesize);
else
disp(sprintf('Exogenous variable %s is not available in third argument, default value is zero.', exonames{i}));
end
end
else
error('Time spans in first and third arguments should be contiguous!')
end
else
error('Time spans in first and third arguments should be contiguous!')
if isempty(initialconditions)
if innovations.nobs<samplesize
error('Time span in third argument is too short (should not be less than %s, the value of the second argument)', num2str(samplesize))
end
Innovations = zeros(samplesize, M_.exo_nbr);
exonames = M_.exo_names;
for i=1:M_.exo_nbr
if ismember(exonames{i}, innovations.name)
Innovations(:,i) = innovations{exonames{i}}.data(1:samplesize);
else
disp(sprintf('Exogenous variable %s is not available in third argument, default value is zero.', exonames{i}));
end
end
else
error('First input must be an empty array!')
end
end
else
error('Third argument must be a dseries object!')