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dyn_ols: add parameter indices to oo_

time-shift
Houtan Bastani 2018-03-09 13:22:43 +01:00
parent 04cbaec9ba
commit c92cb398a6
1 changed files with 3 additions and 1 deletions
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4
matlab/ols/dyn_ols.m
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@ -192,8 +192,10 @@ for i = 1:length(jsonmodel)
[q, r] = qr(X, 0);
xpxi = (r'*r)\eye(nvars);
oo_.ols.(tag).beta = r\(q'*Y.data);
oo_.ols.(tag).param_idxs = zeros(length(pnames), 1);
for j = 1:length(pnames)
M_.params(strcmp(M_.param_names, pnames{j})) = oo_.ols.(tag).beta(j);
oo_.ols.(tag).param_idxs(j) = find(strcmp(M_.param_names, pnames{j}));
M_.params(oo_.ols.(tag).param_idxs(j)) = oo_.ols.(tag).beta(j);
end
% Yhat