Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*,

imcforecasts centers the paths and adds the trend in the end).
(cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)
time-shift
Stéphane Adjemian (Ithaque) 2010-04-01 15:27:42 +02:00
parent db73d4020d
commit aef46cf78e
1 changed files with 2 additions and 0 deletions

View File

@ -180,6 +180,8 @@ else
cL = size(constrained_paths,2);
end
constrained_paths = bsxfun(@minus,constrained_paths,trend(idx,1:cL));
randn('state',0);
for b=1:options_cond_fcst.replic