stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #769 from JohannesPfeifer/filtered_vars_ML 

Do not create classical filtered variables at posterior mean if Bayesian...
time-shift
MichelJuillard 2015-07-20 14:21:30 +02:00
parent 2269b38465 8443eb58cd
commit c15e8f65c7
1 changed files with 2 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
matlab/dynare_estimation_1.m
View File

@ -504,7 +504,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
oo_.Smoother.TrendCoeffs = trend_coeff;
oo_.Smoother.Variance = P;
i_endo = bayestopt_.smoother_saved_var_list;
if options_.nk ~= 0
if options_.nk ~= 0 && ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file))
oo_.FilteredVariablesKStepAhead = aK(options_.filter_step_ahead, ...
i_endo,:);
if isfield(options_,'kalman_algo')
@ -522,7 +522,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
i1 = dr.order_var(bayestopt_.smoother_var_list(i));
eval(['oo_.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = ' ...
'atT(i,:)'';']);
if options_.nk > 0
if options_.nk > 0 && ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file))
eval(['oo_.FilteredVariables.' deblank(M_.endo_names(i1,:)) ...
' = squeeze(aK(1,i,2:end-(options_.nk-1)));']);
end