Dear Johannes,
you are right. This code doesn't make much sense. It only creates several (replic) simulation samples in a binary file, but doesn't do anything with it. I had forgotten about the binary file. I doubt anybody ever used it.
Best
Michel
On 06/24/2012 07:08 PM, Johannes Pfeifer wrote:
Dear all,
can anyone tell me what is going in simult.m when replic>0?
The different replications are written into a file
fname = [M_.fname,'_simul'];
but this file has no valid file ending and is -- as far as I can tell
- never called or used later on.
Moreover, I cannot identify how the moments are computed across replications. After the last run
fori=1:replic
if~isempty(M_.Sigma_e)
oo_.exo_simul(:,i_exo_var) = randn(options_.periods,nxs)*chol_S;end
y_ = simult_(y0,dr,oo_.exo_simul,order);% elimninating initial value
y_ = y_(:,2:end);ifreplic > 1
fwrite(fh,y_,'float64');end
end
the last simulation result y_ is saved into oo_.endo_simul which is then used by disp_moments.m to display the simulated moments. Hence, it looks to me as if only the last replication is used. What am I missing?
Best,
Johannes
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