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var_forecast: clean up for loop in var_forecast function

time-shift
Houtan Bastani 2017-05-11 11:36:06 +02:00
parent d282226100
commit d7c75e9b75
1 changed files with 17 additions and 12 deletions
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29
matlab/writeVarExpectationFunction.m
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@ -7,7 +7,7 @@ function writeVarExpectationFunction(var_model_name, horizon)
% var_model_name [string] the name of the VAR model
%
% horizon [int] the forecast horizon
%
%
% OUTPUTS
%
% NONE
@ -136,24 +136,29 @@ if max(horizon) == 1
printInsideOfLoop(fid, mu, A, false);
fprintf(fid, 'ret(1, :) = y(1:%d);\n', lm);
else
fprintf(fid, 'retidx = 1;\n');
fprintf(fid, 'ret = zeros(%d, %d);\n', length(horizon), lm);
if length(horizon) ~= 1
fprintf(fid, 'retidx = 1;\n');
fprintf(fid, 'ret = zeros(%d, %d);\n', length(horizon), lm);
end
fprintf(fid, 'for i=1:%d\n', max(horizon));
printInsideOfLoop(fid, mu, A, true);
if length(horizon) == 1
fprintf(fid, ' if %d == i\n', horizon);
else
if length(horizon) ~= 1
fprintf(fid, ' if any([');
fprintf(fid, '%d ', horizon);
fprintf(fid, '] == i)\n');
fprintf(fid, ' %% If we want a forecast at more than one\n');
fprintf(fid, ' %% horizon save it in ''ret'' when encountered\n');
fprintf(fid, ' ret(retidx, :) = y(1:%d);\n', lm);
fprintf(fid, ' retidx = retidx + 1;\n');
fprintf(fid, ' end\n');
end
fprintf(fid, ' ret(retidx, :) = y(1:%d);\n', lm);
fprintf(fid, ' retidx = retidx + 1;\n');
% fprintf(fid, ' ret([');
% fprintf(fid, '%d ', horizon);
% fprintf(fid, '] == i, :) = y(1:%d);\n', lm);
fprintf(fid, ' end\n');
fprintf(fid, 'end\n');
if length(horizon) == 1
fprintf(fid, 'ret(1, :) = y(1:%d);\n', lm);
end
end
%% close file