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Add comment why use of old correlation matrix from previous draw is correct and revert change 

Due to only using the diagonal of Sigma_e and the correlation matrix having ones on the diagonal, the diagonal entries of the covariance matrix are correctly built from recent draw. Later, when using the new draw for the correlations, only the correctly updated diagonal entries of Sigma_e are used.
time-shift
Johannes Pfeifer 2013-03-19 20:57:15 +01:00
parent 74ef1aa7ed
commit ebc7d6f67a
1 changed files with 1 additions and 1 deletions
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2
matlab/set_all_parameters.m
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@ -83,7 +83,7 @@ offset = nvx+nvn;
% setting shocks covariances
if ~isempty(M.Correlation_matrix)
Sigma_e = diag(sqrt(diag(Sigma_e)))*M.Correlation_matrix*diag(sqrt(diag(Sigma_e)));
Sigma_e = diag(sqrt(diag(Sigma_e)))*M.Correlation_matrix*diag(sqrt(diag(Sigma_e))); % use of old correlation matrix is correct due to the diagonal structure and later only using the hence correctly updated diagonal entries of Sigma_e
end
if ncx
corrx = estim_params.corrx;