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Code factorization.

time-shift
Stéphane Adjemian (Scylla) 2017-07-21 12:13:44 +02:00
parent 0b9244dc01
commit cc9e0ed09a
1 changed files with 2 additions and 49 deletions
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51
matlab/set_parameters.m
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@ -31,53 +31,6 @@ function set_parameters(xparam1)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global estim_params_ M_
global M_
nvx = estim_params_.nvx;
ncx = estim_params_.ncx;
nvn = estim_params_.nvn;
ncn = estim_params_.ncn;
np = estim_params_.np;
Sigma_e = M_.Sigma_e;
Correlation_matrix = M_.Correlation_matrix;
offset = 0;
% setting shocks variance on the diagonal of Covariance matrix; used later
% for updating covariances
if nvx
var_exo = estim_params_.var_exo;
for i=1:nvx
k = var_exo(i,1);
Sigma_e(k,k) = xparam1(i)^2;
end
end
% and update offset
offset = offset + nvx + nvn;
% correlations amonx shocks (ncx)
if ncx
corrx = estim_params_.corrx;
for i=1:ncx
k1 = corrx(i,1);
k2 = corrx(i,2);
Correlation_matrix(k1,k2) = xparam1(i+offset);
Correlation_matrix(k2,k1) = Correlation_matrix(k1,k2);
end
end
%build covariance matrix from correlation matrix and variances already on
%diagonal
Sigma_e = diag(sqrt(diag(Sigma_e)))*Correlation_matrix*diag(sqrt(diag(Sigma_e)));
if isfield(estim_params_,'calibrated_covariances')
Sigma_e(estim_params_.calibrated_covariances.position)=estim_params_.calibrated_covariances.cov_value;
end
% and update offset
offset = offset + ncx + ncn;
% structural parameters
if np
M_.params(estim_params_.param_vals(:,1)) = xparam1(offset+1:end);
end
M_.Sigma_e = Sigma_e;
M_.Correlation_matrix=Correlation_matrix;
M_ = set_parameters_locally(M_, xparam1);