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get_variance_of_endogenous_variables.m: 

* fixed bug when no unit root
* removed unused and never initialized second return argument
time-shift
Sébastien Villemot 2010-02-17 12:02:17 +01:00
parent d6faa47807
commit b9173a211f
1 changed files with 4 additions and 5 deletions
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9
matlab/get_variance_of_endogenous_variables.m
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@ -1,6 +1,6 @@
function [vx1,i_ns] = get_variance_of_endogenous_variables(dr,i_var)
function vx1 = get_variance_of_endogenous_variables(dr,i_var)
% function [vx1,i_ns] = get_variance_of_endogenous_variables(dr,i_var)
% function vx1 = get_variance_of_endogenous_variables(dr,i_var)
% Gets the variance of a variables subset
%
% INPUTS
@ -9,13 +9,11 @@ function [vx1,i_ns] = get_variance_of_endogenous_variables(dr,i_var)
%
% OUTPUTS
% vx1: variance-covariance matrix
% i_ns: non-stationary variables indices for which the variance has
% been calculated
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2008 Dynare Team
% Copyright (C) 2003-2008,2010 Dynare Team
%
% This file is part of Dynare.
%
@ -57,6 +55,7 @@ if size(u,2) > 0
ghu = ghu(i_stat,:);
else
i_stat = (1:n)';
i_stat_0 = i_stat;
end
vx1 = Inf*ones(n,n);