78 lines
1.6 KiB
Matlab
78 lines
1.6 KiB
Matlab
function set_all_parameters(xparam1)
|
|
|
|
% function set_all_parameters(xparam1)
|
|
% Sets parameters value
|
|
%
|
|
% INPUTS
|
|
% xparam1: vector of parameters to be estimated (initial values)
|
|
%
|
|
% OUTPUTS
|
|
% none
|
|
%
|
|
% SPECIAL REQUIREMENTS
|
|
% none
|
|
%
|
|
% part of DYNARE, copyright Dynare Team (2003-2008)
|
|
% Gnu Public License.
|
|
|
|
global estim_params_ M_
|
|
|
|
nvx = estim_params_.nvx;
|
|
ncx = estim_params_.ncx;
|
|
nvn = estim_params_.nvn;
|
|
ncn = estim_params_.ncn;
|
|
np = estim_params_.np;
|
|
Sigma_e = M_.Sigma_e;
|
|
H = M_.H;
|
|
|
|
if nvx
|
|
var_exo = estim_params_.var_exo;
|
|
for i=1:nvx
|
|
k =var_exo(i,1);
|
|
Sigma_e(k,k) = xparam1(i)^2;
|
|
end
|
|
end
|
|
|
|
if ncx
|
|
offset = nvx+nvn;
|
|
corrx = estim_params_.corrx;
|
|
for i=1:ncx
|
|
k1 = corrx(i,1);
|
|
k2 = corrx(i,2);
|
|
Sigma_e(k1,k2) = xparam1(i+offset)*sqrt(Sigma_e_(k1,k1)*Sigma_e_(k2,k2));
|
|
Sigma_e(k2,k1) = Sigma_e_(k1,k2);
|
|
end
|
|
end
|
|
|
|
if nvn
|
|
offset = nvx;
|
|
var_endo = estim_params_.var_endo;
|
|
for i=1:nvn
|
|
k = var_endo(i,1);
|
|
H(k,k) = xparam1(i+offset)^2;
|
|
end
|
|
end
|
|
|
|
if ncn
|
|
offset = nvx+nvn+ncx;
|
|
corrn = estim_params_.corrn;
|
|
for i=1:ncn
|
|
k1 = corr(i,1);
|
|
k2 = corr(i,2);
|
|
H(k1,k2) = xparam1(i+offset)*sqrt(H(k1,k1)*H(k2,k2));
|
|
H(k2,k1) = H(k1,k2);
|
|
end
|
|
end
|
|
|
|
if np
|
|
offset = nvx+ncx+nvn+ncn;
|
|
M_.params(estim_params_.param_vals(:,1)) = xparam1(offset+1:end);
|
|
end
|
|
|
|
if nvx
|
|
M_.Sigma_e = Sigma_e;
|
|
end
|
|
if nvn
|
|
M_.H = H;
|
|
end
|