48 lines
1.2 KiB
Scilab
48 lines
1.2 KiB
Scilab
function [e_1,e_2,e_inf]=brm(v,nbr,drop)
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e_1=[];e_2=[];e_inf=[];
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// Copyright (C) 2001 Michel Juillard
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//
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global('y_','iy_','iter_','ykmin_','ykmax_','it_','endo_nbr','ex_');
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i = (iy_>0)';
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iyr0 = find(i(:))';
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ex_old = ex_;
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//! mtlb(end) can be replaced by end() or end whether end is an m-file or not
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ex_ = ex_(drop+1:mtlb(end),:);
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//! mtlb(end) can be replaced by end() or end whether end is an m-file or not
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y = y_(:,drop+1:mtlb(end));
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y = y(:);
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iter = iter_-drop-ykmin_-ykmax_;
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z = zeros(endo_nbr,iter);
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for it_ = ykmin_+1:iter+ykmin_
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z(:,it_) = ff_(y(iyr0));
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iyr0 = iyr0+endo_nbr;
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end
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t1 = z(nbr,:)';
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//! mtlb(end) can be replaced by end() or end whether end is an m-file or not
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t2 = v(drop+1:mtlb(end)-2);
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t = t1 ./ t2;
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//! mtlb_mean(abs(t)) may be replaced by
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//! mean(abs(t)) if abs(t)is a vector
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//! mean(abs(t),1) if abs(t)is a matrix
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e_1 = log(mtlb_mean(abs(t)))/log(10);
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//!! Unknown function var ,the original calling sequence is used
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e_2 = log(var(t))/log(10);
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//! mtlb_max(abs(t)) may be replaced by
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//! max(abs(t)) if abs(t)is a vector
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//! max(abs(t),'r') if abs(t)is a matrix
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e_inf = log(mtlb_max(abs(t)))/log(10);
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ex_ = ex_old;
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