45 lines
1.2 KiB
Matlab
45 lines
1.2 KiB
Matlab
function s=get_moments_size(options)
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% function s=get_moments_size(options)
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% Computes size of moments for a given model and options
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%
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% INPUTS
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% options: structure of Dynare options
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%
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% OUTPUTS
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% s: size of moments for a given model and options
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright © 2008-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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global M_
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n = size(options.varlist,1);
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if n == 0
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n = M_.endo_nbr;
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end
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n2 = n*n;
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s = n; % mean
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s = s + n; % std errors
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s = s + n2; % variance
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s = s + n2; % correlations
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s = s + options.ar*n2; % auto-correlations |