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misc/BM2014/BM14_Julia/EM_DFM_SS_restrMQ/Procedures.jl

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@@ -68,6 +68,8 @@ function InitCond(xNaN, r, p, optNaN, Rcon, q, NQ) # Rcon is R_mat, NQ is nQ
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temp = zeros(5*NQ)
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temp[NQ+1:end,1:end-NQ] .= eye(4*NQ)
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A = BlockDiagonal([A, temp])
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# Turn A into a normal matrix from BlockDiagonal
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A = Matrix(A)
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# Define Q matrix with dimensions pC*r+5*NQ x pC*r+5*NQ and fill it with zeros
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Q = zeros(pC*r+5*NQ, pC*r+5*NQ)
@@ -79,7 +81,7 @@ function InitCond(xNaN, r, p, optNaN, Rcon, q, NQ) # Rcon is R_mat, NQ is nQ
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Q[pC*r+1:pC*r+NQ, pC*r+1:pC*r+NQ] = Diagonal(nanvar(resNaN[:, NM+1:end])) / 19
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# Calculate rp2
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rp2 = (r*pC+5*NQ)^2
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# rp2 = (r*pC+5*NQ)^2
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# Initial conditions
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initZ = zeros(r*pC+5*NQ)

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