76 lines
4.6 KiB
HTML
76 lines
4.6 KiB
HTML
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<title>Description of irf</title>
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<meta name="keywords" content="irf">
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > irf.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>irf
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong></strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function y = irf(dr, e1, long, drop, replic, iorder) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"></pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="simult_.html" class="code" title="function y_=simult_(y0,dr,ex_,iorder)">simult_</a> Copyright (C) 2001 Michel Juillard</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="PosteriorIRF.html" class="code" title="function PosteriorIRF(type)">PosteriorIRF</a> stephane.adjemian@ens.fr [09-25-2005]</li><li><a href="bksup.html" class="code" title="function d1 = bksupk(ny,fid,jcf,icc1)">bksup</a> Copyright (C) 2001 Michel Juillard</li><li><a href="bksup1.html" class="code" title="function d = bksup1(ny,jcf)">bksup1</a> Copyright (C) 2001 Michel Juillard</li><li><a href="bksupk.html" class="code" title="function d1 = bksupk(ny,fid,jcf,icc1)">bksupk</a> </li><li><a href="olr.html" class="code" title="function olr(var_list,olr_inst,obj_var,W)">olr</a> Copyright (C) 2001 Michel Juillard</li><li><a href="osr.html" class="code" title="function osr(var_list,params,W)">osr</a> Copyright (C) 2001 Michel Juillard</li><li><a href="stoch_simul.html" class="code" title="function info=stoch_simul(var_list)">stoch_simul</a> Copyright (C) 2001 Michel Juillard</li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function y = irf(dr, e1, long, drop, replic, iorder)</a>
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0002 <span class="keyword">global</span> M_ oo_ options_
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0003
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0004 temps = repmat(dr.ys,1,M_.maximum_lag);
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0005 y = 0;
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0006
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0007 <span class="keyword">if</span> iorder == 1
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0008 y1 = repmat(dr.ys,1,long);
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0009 ex2 = zeros(long,M_.exo_nbr);
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0010 ex2(1,:) = e1';
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0011 y2 = <a href="simult_.html" class="code" title="function y_=simult_(y0,dr,ex_,iorder)">simult_</a>(temps,dr,ex2,iorder);
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0012 y = y2(:,M_.maximum_lag+1:end)-y1;
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0013 <span class="keyword">else</span>
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0014 <span class="comment">% eliminate shocks with 0 variance</span>
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0015 i_exo_var = setdiff([1:M_.exo_nbr],find(diag(M_.Sigma_e) == 0 ));
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0016 nxs = length(i_exo_var);
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0017 ex1 = zeros(long+drop,M_.exo_nbr);
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0018 ex2 = ex1;
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0019 chol_S = chol(M_.Sigma_e(i_exo_var,i_exo_var));
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0020 <span class="keyword">for</span> j = 1: replic
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0021 randn(<span class="string">'seed'</span>,j);
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0022 ex1(:,i_exo_var) = randn(long+drop,nxs)*chol_S;
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0023 ex2 = ex1;
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0024 ex2(drop+1,:) = ex2(drop+1,:)+e1';
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0025 y1 = <a href="simult_.html" class="code" title="function y_=simult_(y0,dr,ex_,iorder)">simult_</a>(temps,dr,ex1,iorder);
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0026 y2 = <a href="simult_.html" class="code" title="function y_=simult_(y0,dr,ex_,iorder)">simult_</a>(temps,dr,ex2,iorder);
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0027 y = y+(y2(:,M_.maximum_lag+drop+1:end)-y1(:,M_.maximum_lag+drop+1:end));
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0028 <span class="keyword">end</span>
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0029 y=y/replic;
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0030 <span class="keyword">end</span></pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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