Allow (S)EP with arbitrary sequence of innovations.

The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).

TODO:
 - Fix the compatibility with ep.replic_nbr
 - Check the 'calibrated' mode.
issue#70
Stéphane Adjemian (Hermes) 2016-03-14 20:11:33 +01:00 committed by Stéphane Adjemian (Charybdis)
parent c3ed13bec7
commit 64e04ac985
1 changed files with 1 additions and 1 deletions

View File

@ -3200,7 +3200,7 @@ ExtendedPathStatement::writeOutput(ostream &output, const string &basename, bool
output << "options_." << it->first << " = " << it->second << ";" << endl;
output << "extended_path([], " << options_list.num_options.find("periods")->second
<< ", options_, M_, oo_);" << endl;
<< ", [], options_, M_, oo_);" << endl;
}
ModelDiagnosticsStatement::ModelDiagnosticsStatement()