function alpha = a2alpha(a) % Computes the m alpha coefficients from the m a coefficients of the PAC model. % % INPUTS % - a [double] m*1 vector of coefficients. % % OUTPUTS % - alpha [double] m*1 vector of coefficients. % % NOTES % % Given the current estimate of the PAC parameters a_0, a_1, ..., a_{m-1}, the routine does the following: % % \alpha_{m} = a_{m-1} % \alpha_{m-1} = a_{m-2}-a_{m-1} % \alpha_{m-2} = a_{m-3}-a_{m-2} % ... % \alpha_3 = a_2-a_3 % \alpha_2 = a_1-a_2 % \alpha_1 = a_0-a_1-1 % % Note that the last elements of input a are (a_0, a_1, ..., a_{m-1}). % Copyright © 2018 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . % Return an error if the input is not a vector if ~isvector(a) error('Input argument has to be a vector of doubles!') end % Get the number of PAC parameters (without the discount factor) m = length(a); % Initialize the vector of transformed PAC parameters. alpha = zeros(m, 1); % Compute the transformed parameters alpha(m) = a(m); alpha(2:m-1) = a(2:m-1)-a(3:m); alpha(1) = a(1)-a(2)-1;