71 lines
1.7 KiB
Matlab
71 lines
1.7 KiB
Matlab
function [Ui,Vi,n0,np,ixmC0Pres] = lower_cholesky(nvar,nexo,options_ms)
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% function [Ui,Vi,n0,np,ixmC0Pres] = lower_cholesky(nvar,nexo,options_ms)
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%
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% INPUTS
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% nvar: number endogenous variables
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% nexo: number exogenous variables
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% options_ms: (struct) options
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%
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% OUTPUTS
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% Ui
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% Vi
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% n0
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% np
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% ixmC0Pres
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright © 2011-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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lags = options_ms.nlags;
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indxC0Pres = options_ms.cross_restrictions;
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Ui = cell(nvar,1);
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Vi = cell(nvar,1);
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n0 = zeros(nvar,1);
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np = zeros(nvar,1);
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if (nargin==2)
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nexo = 1;
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elseif (nargin==3)
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indxC0Pres = 0;
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end
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k = lags*nvar+nexo;
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Qi = zeros(nvar,nvar,nvar);
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Ri = zeros(k,k,nvar);
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for ii=2:nvar
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Pi=diag(diag(ones(nvar-ii+1)),ii-1);
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Qi(:,:,ii-1)=Pi(1:nvar,1:nvar);
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Qi(:,:,nvar)=zeros(nvar,nvar);
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end
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if options_ms.constants_exclusion
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for i=1:nvar
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Ri(i,k,i) = 1;
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end
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end
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for n=1:nvar
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Ui{n} = null(Qi(:,:,n));
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Vi{n} = null(Ri(:,:,n));
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n0(n) = size(Ui{n},2);
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np(n) = size(Vi{n},2);
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end
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ixmC0Pres = NaN; |