Code factorization.
parent
0b9244dc01
commit
cc9e0ed09a
|
@ -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);
|
Loading…
Reference in New Issue