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solve_model_for_online_filter.m: fix reduced form dimensions for oder=2 matrices at order=1

rm-particles^2
Johannes Pfeifer 2021-01-26 09:10:55 +01:00
parent 1c3153741f
commit f4003536db
1 changed files with 6 additions and 4 deletions
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10
src/solve_model_for_online_filter.m
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@ -165,11 +165,13 @@ if nargout>4
ReducedForm.use_k_order_solver = true;
ReducedForm.dr = dr;
else
n_states=size(dr.ghx,2);
n_shocks=size(dr.ghu,2);
ReducedForm.use_k_order_solver = false;
ReducedForm.ghxx = zeros(size(restrict_variables_idx,1),size(dr.kstate,2));
ReducedForm.ghuu = zeros(size(restrict_variables_idx,1),size(dr.ghu,2));
ReducedForm.ghxu = zeros(size(restrict_variables_idx,1),size(dr.ghx,2));
ReducedForm.constant = ReducedForm.steadystate ;
ReducedForm.ghxx = zeros(size(restrict_variables_idx,1),n_states^2);
ReducedForm.ghuu = zeros(size(restrict_variables_idx,1),n_shocks^2);
ReducedForm.ghxu = zeros(size(restrict_variables_idx,1),n_states*n_shocks);
ReducedForm.constant = ReducedForm.steadystate;
end
ReducedForm.state_variables_steady_state = dr.ys(dr.order_var(state_variables_idx));
ReducedForm.Q = Q;