107 lines
4.8 KiB
HTML
107 lines
4.8 KiB
HTML
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<title>Description of set_all_parameters</title>
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > set_all_parameters.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>set_all_parameters
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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 set_all_parameters(xparam1) </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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</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="DsgeSmoother.html" class="code" title="function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK] = DsgeSmoother(xparam1,gend,Y)">DsgeSmoother</a> stephane.adjemian@cepremap.cnrs.fr [09-07-2004]</li><li><a href="PosteriorSmoother.html" class="code" title="function PosteriorSmoother(Y,gend, type)">PosteriorSmoother</a> stephane.adjemian@ens.fr [09-25-2005]</li><li><a href="filt_mc_.html" class="code" title="function [rmse_MC, ixx] = filt_mc_(vvarvecm, loadSA, pfilt, alpha, alpha2, OutDir, istart, alphaPC)">filt_mc_</a> copyright Marco Ratto 2006</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 set_all_parameters(xparam1)</a>
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0002 <span class="keyword">global</span> estim_params_ M_
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0003
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0004 nvx = estim_params_.nvx;
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0005 ncx = estim_params_.ncx;
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0006 nvn = estim_params_.nvn;
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0007 ncn = estim_params_.ncn;
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0008 np = estim_params_.np;
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0009 Sigma_e = M_.Sigma_e;
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0010 H = M_.H;
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0011
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0012 <span class="keyword">if</span> nvx
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0013 var_exo = estim_params_.var_exo;
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0014 <span class="keyword">for</span> i=1:nvx
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0015 k =var_exo(i,1);
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0016 Sigma_e(k,k) = xparam1(i)^2;
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0017 <span class="keyword">end</span>
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0018 <span class="keyword">end</span>
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0019
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0020 <span class="keyword">if</span> ncx
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0021 offset = nvx+nvn;
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0022 corrx = estim_params_.corrx;
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0023 <span class="keyword">for</span> i=1:ncx
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0024 k1 = corrx(i,1);
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0025 k2 = corrx(i,2);
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0026 Sigma_e(k1,k2) = xparam1(i+offset)*sqrt(Sigma_e_(k1,k1)*Sigma_e_(k2,k2));
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0027 Sigma_e(k2,k1) = Sigma_e_(k1,k2);
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0028 <span class="keyword">end</span>
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0029 <span class="keyword">end</span>
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0030
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0031 <span class="keyword">if</span> nvn
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0032 offset = nvx;
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0033 var_endo = estim_params_.var_endo;
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0034 <span class="keyword">for</span> i=1:nvn
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0035 k = var_endo(i,1);
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0036 H(k,k) = xparam1(i+offset)^2;
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0037 <span class="keyword">end</span>
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0038 <span class="keyword">end</span>
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0039
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0040 <span class="keyword">if</span> ncn
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0041 offset = nvx+nvn+ncx;
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0042 corrn = estim_params_.corrn;
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0043 <span class="keyword">for</span> i=1:ncn
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0044 k1 = corr(i,1);
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0045 k2 = corr(i,2);
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0046 H(k1,k2) = xparam1(i+offset)*sqrt(H(k1,k1)*H(k2,k2));
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0047 H(k2,k1) = H(k1,k2);
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0048 <span class="keyword">end</span>
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0049 <span class="keyword">end</span>
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0050
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0051 <span class="keyword">if</span> np
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0052 offset = nvx+ncx+nvn+ncn;
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0053 M_.params(estim_params_.param_vals(:,1)) = xparam1(offset+1:end);
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0054 <span class="keyword">end</span>
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0055
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0056 <span class="keyword">if</span> nvx
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0057 M_.Sigma_e = Sigma_e;
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0058 <span class="keyword">end</span>
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0059 <span class="keyword">if</span> nvn
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0060 M_.H = H;
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0061 <span class="keyword">end</span></pre></div>
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