Merge branch 'MoM_rand' into 'master'
method_of_moments.m: Octave compatibility fix See merge request Dynare/dynare!1773time-shift
commit
ba2cdafdcd
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@ -632,9 +632,17 @@ if strcmp(options_mom_.mom.mom_method,'SMM')
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options_mom_.mom.long = round(options_mom_.mom.simulation_multiple*options_mom_.nobs);
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options_mom_.mom.long = round(options_mom_.mom.simulation_multiple*options_mom_.nobs);
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options_mom_.mom.variance_correction_factor = (1+1/options_mom_.mom.simulation_multiple);
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options_mom_.mom.variance_correction_factor = (1+1/options_mom_.mom.simulation_multiple);
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% draw shocks for SMM
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% draw shocks for SMM
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smmstream = RandStream('mt19937ar','Seed',options_mom_.mom.seed);
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if ~isoctave
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temp_shocks = randn(smmstream,options_mom_.mom.long+options_mom_.mom.burnin,M_.exo_nbr);
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smmstream = RandStream('mt19937ar','Seed',options_mom_.mom.seed);
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temp_shocks_ME = randn(smmstream,options_mom_.mom.long,length(M_.H));
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temp_shocks = randn(smmstream,options_mom_.mom.long+options_mom_.mom.burnin,M_.exo_nbr);
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temp_shocks_ME = randn(smmstream,options_mom_.mom.long,length(M_.H));
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else
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[state_u,state_n] = get_dynare_random_generator_state; %get state for later resetting
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set_dynare_random_generator_state(options_mom_.mom.seed,options_mom_.mom.seed);
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temp_shocks = randn(options_mom_.mom.long+options_mom_.mom.burnin,M_.exo_nbr);
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temp_shocks_ME = randn(options_mom_.mom.long,length(M_.H));
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set_dynare_random_generator_state(state_u,state_n); %reset state for later resetting
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end
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if options_mom_.mom.bounded_shock_support == 1
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if options_mom_.mom.bounded_shock_support == 1
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temp_shocks(temp_shocks>2) = 2;
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temp_shocks(temp_shocks>2) = 2;
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temp_shocks(temp_shocks<-2) = -2;
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temp_shocks(temp_shocks<-2) = -2;
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