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ported bug corrections from v3 to v4 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@504 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2005-10-17 20:09:56 +00:00
parent 7cbffd4bb9
commit ecd2fb95dd
4 changed files with 13 additions and 17 deletions
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1
matlab/DiffuseKalmanSmootherH1.m
View File

@ -28,6 +28,7 @@ QQ = R*Q*transpose(R);
QRt = Q*transpose(R);
alphahat = zeros(mm,smpl);
etahat = zeros(rr,smpl);
epsilonhat = zeros(size(Y));
r = zeros(mm,smpl);
Z = zeros(pp,mm);

1
matlab/DiffuseKalmanSmootherH3.m
View File

@ -31,6 +31,7 @@ QQ = R*Q*transpose(R);
QRt = Q*transpose(R);
alphahat = zeros(mm,smpl);
etahat = zeros(rr,smpl);
epsilonhat = zeros(size(Y));
r = zeros(mm,smpl);
Z = zeros(pp,mm);

17
matlab/bksupk.m
View File

@ -1,16 +1,15 @@
function d1 = bksupk(ny,fid,jcf,icc1)
global M_ options_ c ncc
global M_ options_
icf = [1:jcf-1] ;
ir = [(options_.periods-1)*ny+1:ny*options_.periods] ;
irf = icc1+(options_.periods-1)*ny ;
d1 = zeros(options_.periods*ny,1) ;
ofs = (((options_.periods-1)*ny+1)-1)*ncc*8 ;
ofs = (((options_.periods-1)*ny+1)-1)*jcf*8 ;
junk = fseek(fid,ofs,-1) ;
c = fread(fid,[ncc,ny],'float64') ;
c = c' ;
c = fread(fid,[jcf,ny],'float64') ;
d1(ir) = c(:,jcf) ;
ir = ir-ny ;
@ -20,10 +19,9 @@ i = 2 ;
while i <= M_.maximum_lead | i <= options_.periods
irf1 = selif(irf,irf<=options_.periods*ny) ;
ofs = (((options_.periods-i)*ny+1)-1)*ncc*8 ;
ofs = (((options_.periods-i)*ny+1)-1)*jcf*8 ;
junk = fseek(fid,ofs,-1) ;
c = fread(fid,[ncc,ny],'float64') ;
c = c' ;
c = fread(fid,[jcf,ny],'float64') ;
d1(ir) = c(:,jcf) - c(:,1:size(irf1,1))*d1(irf1) ;
ir = ir - ny ;
@ -33,10 +31,9 @@ end
while i <= options_.periods
ofs = (((options_.periods-i)*ny+1)-1)*ncc*8 ;
ofs = (((options_.periods-i)*ny+1)-1)*jcf*8 ;
junk = fseek(fid,ofs,-1) ;
c = fread(fid,[ncc,ny],'float64') ;
c = c' ;
c = fread(fid,[jcf,ny],'float64') ;
d1(ir) = c(:,jcf)-c(:,icf)*d1(irf) ;
ir = ir-ny ;

11
matlab/simk.m
View File

@ -3,7 +3,7 @@
function simk
global M_ options_ oo_
global c it_ iyr0 ct_ ncc broyden_
global it_ iyr0 ct_ broyden_
func_name = [M_.fname '_static'];
nk = M_.maximum_lag + M_.maximum_lead + 1 ;
@ -134,7 +134,6 @@ for iter = 1:options_.maxit
ofs = ((it_-M_.maximum_lag-M_.maximum_lag+j-2)*ny)*ncc*8 ;
junk = fseek(fid,ofs,-1) ;
c = fread(fid,[ncc,ny],'float64') ;
c = c' ;
if isempty(jwci)
w = -w0*c(j1i,1:ncc1) ;
@ -191,7 +190,7 @@ for iter = 1:options_.maxit
clear w w0 ;
junk = fseek(fid,0,1) ;
fwrite(fid,c','float64') ;
fwrite(fid,c,'float64') ;
clear c ;
it_ = it_ + 1;
@ -219,7 +218,6 @@ for iter = 1:options_.maxit
ofs = ((icr0+(j-1)*ny+1)-1)*ncc*8 ;
junk = fseek(fid,ofs,-1) ;
c = fread(fid,[ncc,ny],'float64') ;
c = c' ;
temp = zeros(ny,ltemp(j)) ;
if ljwc(j) > 0
@ -246,7 +244,7 @@ for iter = 1:options_.maxit
d1 = [] ;
clear w w0 ;
junk = fseek(fid,0,1) ;
fwrite(fid,c','float64') ;
fwrite(fid,c,'float64') ;
clear c ;
it_ = it_ + 1 ;
ic = ic + ny ;
@ -258,7 +256,6 @@ for iter = 1:options_.maxit
ofs = (((it_-M_.maximum_lag-2)*ny+1)-1)*ncc*8 ;
junk = fseek(fid,ofs,-1) ;
c = fread(fid,[ncc,ny],'float64') ;
c = c' ;
for i = 1:M_.maximum_lead
w = tril(triu(ones(ny,ny+ncc1))) ;
@ -266,7 +263,7 @@ for iter = 1:options_.maxit
c = [w(:,ny+1:size(w,2))' c(:,ncc)]/w(:,1:ny) ;
junk = fseek(fid,0,1) ;
fwrite(fid,c','float64') ;
fwrite(fid,c,'float64') ;
it_ = it_+1 ;
ic = ic + ny ;