56 lines
1.6 KiB
Matlab
56 lines
1.6 KiB
Matlab
function alpha = a2alpha(a)
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% Computes the m alpha coefficients from the m a coefficients of the PAC model.
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%
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% INPUTS
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% - a [double] m*1 vector of coefficients.
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%
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% OUTPUTS
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% - alpha [double] m*1 vector of coefficients.
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%
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% NOTES
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%
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% Given the current estimate of the PAC parameters a_0, a_1, ..., a_{m-1}, the routine does the following:
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%
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% \alpha_{m} = a_{m-1}
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% \alpha_{m-1} = a_{m-2}-a_{m-1}
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% \alpha_{m-2} = a_{m-3}-a_{m-2}
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% ...
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% \alpha_3 = a_2-a_3
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% \alpha_2 = a_1-a_2
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% \alpha_1 = a_0-a_1-1
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%
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% Note that the last elements of input a are (a_0, a_1, ..., a_{m-1}).
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% Copyright © 2018 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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% Return an error if the input is not a vector
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if ~isvector(a)
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error('Input argument has to be a vector of doubles!')
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end
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% Get the number of PAC parameters (without the discount factor)
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m = length(a);
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% Initialize the vector of transformed PAC parameters.
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alpha = zeros(m, 1);
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% Compute the transformed parameters
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alpha(m) = a(m);
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alpha(2:m-1) = a(2:m-1)-a(3:m);
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alpha(1) = a(1)-a(2)-1; |