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new : get_posterior_parameters.m (translated from version 3) 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1081 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2006-11-17 12:46:26 +00:00
parent 7dd651f513
commit ce51ccc7b3
1 changed files with 71 additions and 0 deletions
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matlab/get_posterior_parameters.m Normal file
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function xparam = get_posterior_parameters(type)
% Selects (estimated) parameters (posterior mode or posterior mean).
%
% INPUTS
% o type [char] = 'mode' or 'mean'.
%
% OUTPUTS
% None.
%
%
% ALGORITHM
% None.
%
% SPECIAL REQUIREMENTS
% None.
%
%
% part of DYNARE, copyright S. Adjemian, M. Juillard (2006)
% Gnu Public License.
global estim_params_ oo_ options_ M_
nvx = estim_params_.nvx;
nvn = estim_params_.nvn;
ncx = estim_params_.ncx;
ncn = estim_params_.ncn;
np = estim_params_.np;
xparam = zeros(nvx+nvn+ncx+ncn+np,1);
m = 1;
for i=1:nvx
k1 = estim_params_.var_exo(i,1);
name1 = deblank(M_.exo_names(k1,:));
xparam(m) = eval(['oo_.posterior_' type '.shocks_std.' name1]);
M_.Sigma_e(k1,k1) = xparam(m)^2;
m = m+1;
end
for i=1:nvn
k1 = estim_params_.var_endo(i,1);
name1 = deblank(options_.varobs(k1,:));
xparam(m) = eval(['oo_.posterior_' type '.measurement_errors_std.' name1]);
m = m+1;
end
for i=1:ncx
k1 = estim_params_.corrx(i,1);
k2 = estim_params_.corrx(i,2);
name1 = deblank(M_.var_exo(k1,:));
name2 = deblank(M_.var_exo(k2,:));
xparam(m) = eval(['oo_.posterior_' type '.shocks_corr.' name1 '_' name2]);
M_.Sigma_e(k1,k2) = xparam(m);
M_.Sigma_e(k2,k1) = xparam(m);
m = m+1;
end
for i=1:ncn
k1 = estim_params_.corrn(i,1);
k2 = estim_params_.corrn(i,2);
name1 = deblank(options_.varobs(k1,:));
name2 = deblank(options_.varobs(k2,:));
xparam(m) = eval(['oo_.posterior_' type '.measurement_errors_corr.' name1 '_' name2]);
m = m+1;
end
for i=1:np
name1 = deblank(M_.param_names(estim_params_.param_vals(i,1),:));
xparam(m) = eval(['oo_.posterior_' type '.parameters.' name1]);
assignin('base',name1,xparam(m));
m = m+1;
end