Skip to content

Commit

Permalink
Corrected a bug on the rotation matrix
Browse files Browse the repository at this point in the history
When storing the rotation matrices with sign, narrative and zero+sign restrictions, the code was storing only the accepted rotation constructed with the last draw of the reduced form parameters. Now accepted rotations for all the draws of the posteiror distribution are stored.
  • Loading branch information
naffe15 committed Dec 4, 2020
1 parent dbafb8a commit 6c12eb6
Showing 1 changed file with 3 additions and 3 deletions.
6 changes: 3 additions & 3 deletions v4.1/bvar.m
Original file line number Diff line number Diff line change
Expand Up @@ -915,21 +915,21 @@

if signs_irf == 1 && narrative_signs_irf == 0
BVAR.irsign_draws = irsign_draws;
BVAR.Omegas = Omega_draws(:,:,d);
BVAR.Omegas = Omega_draws;
else
BVAR.irsign_draws = [];
BVAR.Omegas = [];
end
if narrative_signs_irf == 1
BVAR.irnarrsign_draws = irnarrsign_draws;
BVAR.Omegan = Omegan_draws(:,:,d);
BVAR.Omegan = Omegan_draws;
else
BVAR.irnarrsign_draws = [];
BVAR.Omegan = [];
end
if zeros_signs_irf == 1
BVAR.irzerosign_draws = irzerosign_draws;
BVAR.Omegaz = Omegaz_draws(:,:,d);
BVAR.Omegaz = Omegaz_draws;
else
BVAR.irzerosign_draws = [];
BVAR.Omegaz = [];
Expand Down

0 comments on commit 6c12eb6

Please sign in to comment.