dyn_ols: add parameter indices to oo_
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04cbaec9ba
commit
c92cb398a6
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@ -192,8 +192,10 @@ for i = 1:length(jsonmodel)
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[q, r] = qr(X, 0);
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xpxi = (r'*r)\eye(nvars);
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oo_.ols.(tag).beta = r\(q'*Y.data);
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oo_.ols.(tag).param_idxs = zeros(length(pnames), 1);
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for j = 1:length(pnames)
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M_.params(strcmp(M_.param_names, pnames{j})) = oo_.ols.(tag).beta(j);
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oo_.ols.(tag).param_idxs(j) = find(strcmp(M_.param_names, pnames{j}));
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M_.params(oo_.ols.(tag).param_idxs(j)) = oo_.ols.(tag).beta(j);
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end
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% Yhat
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