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v4 irf.m: corrected bug for 2nd order approximation 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@729 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2006-04-29 20:15:58 +00:00
parent e10e3c7517
commit f873b4e28f
1 changed files with 2 additions and 2 deletions
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4
matlab/irf.m
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@ -14,12 +14,12 @@ function y = irf(dr, e1, long, drop, replic, iorder)
% eliminate shocks with 0 variance
i_exo_var = setdiff([1:M_.exo_nbr],find(diag(M_.Sigma_e) == 0 ));
nxs = length(i_exo_var);
ex1 = zeros(long+drop+M_.maximum_lag,M_.exo_nbr);
ex1 = zeros(long+drop,M_.exo_nbr);
ex2 = ex1;
chol_S = chol(M_.Sigma_e(i_exo_var,i_exo_var));
for j = 1: replic
randn('seed',j);
ex1(:,i_exo_var) = randn(long+drop+M_.maximum_lag,nxs)*chol_S;
ex1(:,i_exo_var) = randn(long+drop,nxs)*chol_S;
ex2 = ex1;
ex2(drop+1,:) = ex2(drop+1,:)+e1';
y1 = simult_(temps,dr,ex1,iorder);