62 lines
1.2 KiB
Matlab
62 lines
1.2 KiB
Matlab
function set_all_parameters(xparam1)
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global estim_params_ M_
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nvx = estim_params_.nvx;
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ncx = estim_params_.ncx;
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nvn = estim_params_.nvn;
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ncn = estim_params_.ncn;
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np = estim_params_.np;
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Sigma_e = M_.Sigma_e;
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H = M_.H;
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if nvx
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var_exo = estim_params_.var_exo;
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for i=1:nvx
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k =var_exo(i,1);
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Sigma_e(k,k) = xparam1(i)^2;
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end
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end
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if ncx
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offset = nvx+nvn;
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corrx = estim_params_.corrx;
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for i=1:ncx
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k1 = corrx(i,1);
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k2 = corrx(i,2);
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Sigma_e(k1,k2) = xparam1(i+offset)*sqrt(Sigma_e_(k1,k1)*Sigma_e_(k2,k2));
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Sigma_e(k2,k1) = Sigma_e_(k1,k2);
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end
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end
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if nvn
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offset = nvx;
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var_endo = estim_params_.var_endo;
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for i=1:nvn
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k = var_endo(i,1);
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H(k,k) = xparam1(i+offset)^2;
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end
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end
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if ncn
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offset = nvx+nvn+ncx;
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corrn = estim_params_.corrn;
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for i=1:ncn
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k1 = corr(i,1);
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k2 = corr(i,2);
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H(k1,k2) = xparam1(i+offset)*sqrt(H(k1,k1)*H(k2,k2));
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H(k2,k1) = H(k1,k2);
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end
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end
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if np
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offset = nvx+ncx+nvn+ncn;
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M_.params(estim_params_.param_vals(:,1)) = xparam1(offset+1:end);
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end
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if nvx
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M_.Sigma_e = Sigma_e;
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end
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if nvn
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M_.H = H;
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end
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