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Merge branch 'mc_analysis' of git.dynare.org:JohannesPfeifer/dynare 

Ref. !2243
covariance-quadratic-approximation
Sébastien Villemot 2023-12-19 18:34:37 +01:00
parent 311808db0a ba52789020
commit fb18777e58
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GPG Key ID: 2CECE9350ECEBE4A
6 changed files with 6 additions and 7 deletions
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2
matlab/moments/conditional_variance_decomposition_ME_mc_analysis.m → matlab/estimation/conditional_variance_decomposition_ME_mc_analysis.m
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@ -94,7 +94,7 @@ end
ListOfFiles = dir([ PATH fname '_' TYPE 'ConditionalVarianceDecompME*.mat']);
i1 = 1; tmp = zeros(NumberOfSimulations,length(Steps));
for file = 1:length(ListOfFiles)
load([ PATH ListOfFiles(file).name ]);
load([ PATH ListOfFiles(file).name ],'Conditional_decomposition_array_ME');
% 4D-array (endovar,time,exovar,simul)
i2 = i1 + size(Conditional_decomposition_array_ME,4) - 1;
tmp(i1:i2,:) = transpose(dynare_squeeze(Conditional_decomposition_array_ME(matrix_pos,:,exogenous_variable_index,:)));

2
matlab/moments/conditional_variance_decomposition_mc_analysis.m → matlab/estimation/conditional_variance_decomposition_mc_analysis.m
View File

@ -85,7 +85,7 @@ end
ListOfFiles = dir([ PATH fname '_' TYPE 'ConditionalVarianceDecomposition*.mat']);
i1 = 1; tmp = zeros(NumberOfSimulations,length(Steps));
for file = 1:length(ListOfFiles)
load([ PATH ListOfFiles(file).name ]);
load([ PATH ListOfFiles(file).name ],'Conditional_decomposition_array');
% 4D-array (endovar,time,exovar,simul)
i2 = i1 + size(Conditional_decomposition_array,4) - 1;
tmp(i1:i2,:) = transpose(dynare_squeeze(Conditional_decomposition_array(endogenous_variable_index,:,exogenous_variable_index,:)));

3
matlab/moments/correlation_mc_analysis.m → matlab/estimation/correlation_mc_analysis.m
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@ -85,12 +85,11 @@ end
ListOfFiles = dir([ PATH fname '_' TYPE 'Correlations*.mat']);
i1 = 1; tmp = zeros(SampleSize,1);
for file = 1:length(ListOfFiles)
load([ PATH ListOfFiles(file).name ]);
load([ PATH ListOfFiles(file).name ],'Correlation_array');
i2 = i1 + rows(Correlation_array) - 1;
tmp(i1:i2) = Correlation_array(:,indx1,indx2,nar);
i1 = i2+1;
end
name = [ var1 '.' var2 ];
if options_.estimation.moments_posterior_density.indicator
[p_mean, p_median, p_var, hpd_interval, p_deciles, density] = ...
posterior_moments(tmp,1,mh_conf_sig);

2
matlab/moments/covariance_mc_analysis.m → matlab/estimation/covariance_mc_analysis.m
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@ -97,7 +97,7 @@ if options_.contemporaneous_correlation
var_pos_2=symmetric_matrix_index(indx2,indx2,nvar);
end
for file = 1:length(ListOfFiles)
load([ PATH ListOfFiles(file).name ]);
load([ PATH ListOfFiles(file).name ],'Covariance_matrix');
i2 = i1 + rows(Covariance_matrix) - 1;
tmp(i1:i2) = Covariance_matrix(:,symmetric_matrix_index(indx1,indx2,nvar));
if options_.contemporaneous_correlation

2
matlab/estimation/variance_decomposition_ME_mc_analysis.m
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@ -87,7 +87,7 @@ ListOfFiles = dir([ PATH fname '_' TYPE 'VarianceDecompME*.mat']);
i1 = 1; tmp = zeros(NumberOfSimulations,1);
indice = (indx-1)*rows(exonames)+jndx;
for file = 1:length(ListOfFiles)
load([ PATH ListOfFiles(file).name ]);
load([ PATH ListOfFiles(file).name ],'Decomposition_array_ME');
i2 = i1 + rows(Decomposition_array_ME) - 1;
tmp(i1:i2) = Decomposition_array_ME(:,indice);
i1 = i2+1;

2
matlab/estimation/variance_decomposition_mc_analysis.m
View File

@ -85,7 +85,7 @@ ListOfFiles = dir([ PATH fname '_' TYPE 'VarianceDecomposition*.mat']);
i1 = 1; tmp = zeros(NumberOfSimulations,1);
indice = (indx-1)*rows(exonames)+jndx;
for file = 1:length(ListOfFiles)
load([ PATH ListOfFiles(file).name ]);
load([ PATH ListOfFiles(file).name ],'Decomposition_array');
i2 = i1 + rows(Decomposition_array) - 1;
tmp(i1:i2) = Decomposition_array(:,indice);
i1 = i2+1;