We have a version of the Baxter/King filter for dseries objects in baxter_king_filter.m. I would like to use this filter on data in stoch_simul. What is the easiest way to do this? Converting simulated data to dseries, apply the filter, and then transform them back?
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Johannes Pfeifer
Friesenwall 104
50672 Köln
Tel.: +49-221-29873852
Mobil.: +49-170-6936820
Germany
Right. As this works on dseries, you'll have to convert the data to dseries, apply the filter, then access the data member of the dseries.
Best, Houtan
On 08/03/2015 04:36 PM, Johannes Pfeifer wrote:
We have a version of the Baxter/King filter for dseries objects in baxter_king_filter.m. I would like to use this filter on data in stoch_simul. What is the easiest way to do this? Converting simulated data to dseries, apply the filter, and then transform them back?
--
Johannes Pfeifer
Friesenwall 104
50672 Köln
Tel.: +49-221-29873852
Mobil.: +49-170-6936820
Germany
Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
Thanks. Also done.
-----Ursprüngliche Nachricht----- Von: Dev [mailto:dev-bounces@dynare.org] Im Auftrag von Houtan Bastani Gesendet: Montag, 3. August 2015 18:17 An: List for Dynare developers Betreff: Re: [DynareDev] Baxter King filter
Right. As this works on dseries, you'll have to convert the data to dseries, apply the filter, then access the data member of the dseries.
Best, Houtan
On 08/03/2015 04:36 PM, Johannes Pfeifer wrote:
We have a version of the Baxter/King filter for dseries objects in baxter_king_filter.m. I would like to use this filter on data in stoch_simul. What is the easiest way to do this? Converting simulated data to dseries, apply the filter, and then transform them back?
--
Johannes Pfeifer
Friesenwall 104
50672 Köln
Tel.: +49-221-29873852
Mobil.: +49-170-6936820
Germany
Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
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