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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_ global options_ M_ oo_
if nargin<3 if nargin<3
Innovations =[]; Innovations = [];
else else
if isdseries(innovations) if isdseries(innovations)
if isequal(innovations.dates(1)-1, initialconditions.dates(end)) if isdseries(initialconditions)
if innovations.nobs<samplesize if isequal(innovations.dates(1)-1, initialconditions.dates(end))
error('Time span in third argument is too short (should not be less than %s, the value of the second argument)', num2str(samplesize)) if innovations.nobs<samplesize
end error('Time span in third argument is too short (should not be less than %s, the value of the second argument)', num2str(samplesize))
% 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
% 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 end
else 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 end
else else
error('Third argument must be a dseries object!') error('Third argument must be a dseries object!')