Fixed test on M_.Sigma_e (backward model irf routine).
(cherry picked from commit dc670e0199
)
time-shift
parent
1ef479f8c4
commit
b274fd4716
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@ -120,7 +120,7 @@ end
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% Get the covariance matrix of the shocks.
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% Get the covariance matrix of the shocks.
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if ~deterministicshockflag
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if ~deterministicshockflag
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if ~nnz(M_.Sigma_e)
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if nnz(M_.Sigma_e)
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Sigma = M_.Sigma_e + 1e-14*eye(M_.exo_nbr);
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Sigma = M_.Sigma_e + 1e-14*eye(M_.exo_nbr);
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sigma = transpose(chol(Sigma));
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sigma = transpose(chol(Sigma));
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else
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else
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