51 lines
921 B
Scilab
51 lines
921 B
Scilab
function [y_]=simult(dr,replic,iorder,istoch,seed)
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[nargout,nargin] = argn(0)
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// Copyright (C) 2001 Michel Juillard
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//
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//
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sd = 0;
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if nargin>4 then
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sd = 1;
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end
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xlen = xkmax_+xkmin_+1;
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klen = ykmin_+ykmax_+1;
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iyv = iy_';
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iyv = iyv(:);
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iyr0 = find(iyv)';
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it_ = ykmin_+1;
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if exo_nbr==0 then
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exe_ = [];
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end
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if replic>1 then
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fname = fname_+'_simul';
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[fh,%v1] = mopen(fname,'wb')
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if %v1<0 then dyn_disp(%v1); end
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end
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for i = 1:replic
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if sd then
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rand('seed',seed+i-1,'n');
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end
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ex_ = rand(xkmin_+xkmax_+iter_,exo_nbr,'n')*chol(Sigma_e_);
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y_ = simult_(dr('ys'),dr,ex_,iorder,iter_);
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if replic>1 then
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mput(y_(:,ykmin_+1:$),'l',fh);
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end
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end
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if replic>1 then
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mclose(fh);
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end
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// 02/20/01 MJ replaced ys by dr.ys
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// 02/22/01 MJ removed commented out lines
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// removed useless temps
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// stderr_ replaced by Sigma_e_
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// 02/28/01 MJ changed expression for Sigma_e_
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