stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

change name of coefficients matrix in .mat file

time-shift
Houtan Bastani 2016-11-03 16:25:15 +01:00 committed by Stéphane Adjemian (Charybdis)
parent c99aa4aed0
commit db1c9d655b
1 changed files with 11 additions and 11 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

22
matlab/var_forecast.m
View File

@ -11,10 +11,10 @@ function y = var_forecast(M_, name, h, y, fcv)
% example calling:
% In Matlab:
% >> coefficients{1} = [0.5000 0.1000; 0.4000 0.5000];
% >> coefficients{2} = [0 0 ; 0.2500 0 ];
% >> mu = [0.0200; 0.0300];
% >> save('m1.mat', 'mu','coefficients');
% >> autoregressive_matrices{1} = [0.5000 0.1000; 0.4000 0.5000];
% >> autoregressive_matrices{2} = [0 0 ; 0.2500 0 ];
% >> mu = [0.0200; 0.0300];
% >> save('m1.mat', 'mu','autoregressive_matrices');
% In .mod file:
% var a b c d;
@ -41,14 +41,14 @@ if nargin == 6
end
%% load .mat file and rewrite as VAR(1)
load(name, 'coefficients', 'mu');
if ~exist('coefficients', 'var') || ~exist('mu', 'var')
error([name ' : must contain the variables coefficients and mu']);
load(name, 'autoregressive_matrices', 'mu');
if ~exist('autoregressive_matrices', 'var') || ~exist('mu', 'var')
error([name ' : must contain the variables autoregressive_matrices and mu']);
end
assert(h >= 1);
lm = length(mu);
lc = length(coefficients);
lc = length(autoregressive_matrices);
assert(lc == M_.var.(name).order);
if size(y,1) ~= lm || size(y,2) ~= M_.var.(name).order
error('The dimensions of y are not correct. It should be an nvars x order matrix');
@ -56,11 +56,11 @@ end
A = zeros(lm*lc, lm*lc);
for i=1:lc
if any([lm lm] ~= size(coefficients{i}))
error('The dimensions of mu and coefficients are off');
if any([lm lm] ~= size(autoregressive_matrices{i}))
error('The dimensions of mu and autoregressive_matrices are off');
end
col = lm*(i-1)+1:lm*i;
A(1:lm, col) = coefficients{i};
A(1:lm, col) = autoregressive_matrices{i};
if i ~= lc
A(lm*i+1:lm*i+lm, col) = eye(lm, lm);
end