31 lines
693 B
Matlab
31 lines
693 B
Matlab
function s=get_moments_size(options)
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% function PosteriorFilterSmootherAndForecast(Y,gend, type)
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% Computes posterior filter smoother and forecasts
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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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%
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% part of DYNARE, copyright Dynare Team (2008)
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% Gnu Public License.
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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 |