function set_all_parameters(xparam1) % function set_all_parameters(xparam1) % Sets parameters value % % INPUTS % xparam1: vector of parameters to be estimated (initial values) % % OUTPUTS % none % % SPECIAL REQUIREMENTS % none % % part of DYNARE, copyright Dynare Team (2003-2008) % Gnu Public License. global estim_params_ M_ nvx = estim_params_.nvx; ncx = estim_params_.ncx; nvn = estim_params_.nvn; ncn = estim_params_.ncn; np = estim_params_.np; Sigma_e = M_.Sigma_e; H = M_.H; if nvx var_exo = estim_params_.var_exo; for i=1:nvx k =var_exo(i,1); Sigma_e(k,k) = xparam1(i)^2; end end if ncx offset = nvx+nvn; corrx = estim_params_.corrx; for i=1:ncx k1 = corrx(i,1); k2 = corrx(i,2); Sigma_e(k1,k2) = xparam1(i+offset)*sqrt(Sigma_e_(k1,k1)*Sigma_e_(k2,k2)); Sigma_e(k2,k1) = Sigma_e_(k1,k2); end end if nvn offset = nvx; var_endo = estim_params_.var_endo; for i=1:nvn k = var_endo(i,1); H(k,k) = xparam1(i+offset)^2; end end if ncn offset = nvx+nvn+ncx; corrn = estim_params_.corrn; for i=1:ncn k1 = corr(i,1); k2 = corr(i,2); H(k1,k2) = xparam1(i+offset)*sqrt(H(k1,k1)*H(k2,k2)); H(k2,k1) = H(k1,k2); end end if np offset = nvx+ncx+nvn+ncn; M_.params(estim_params_.param_vals(:,1)) = xparam1(offset+1:end); end if nvx M_.Sigma_e = Sigma_e; end if nvn M_.H = H; end