Contents
function [y,x] = create_dummies(lamda,tau,delta,epsilon,p,mu,sigma,n)
x = [];
y = [];
yd1 = [];
yd2 = [];
xd1 = [];
xd2 = [];
Get dummy matrices in equation (5) of Banbura et al. 2007:
if lamda>0
if epsilon >0
yd1=[diag(sigma.*delta)./lamda;
zeros(n*(p-1),n);
diag(sigma);
zeros(1,n)];
jp=diag(1:p);
xd1=[kron(jp,diag(sigma)./lamda) zeros((n*p),1);
zeros(n,(n*p)+1);
zeros(1,n*p) epsilon];
else
yd1=[diag(sigma.*delta)./lamda;
zeros(n*(p-1),n);
diag(sigma)];
jp=diag(1:p);
xd1=[kron(jp,diag(sigma)./lamda);
zeros(n,(n*p))];
end
end
Input argument "lamda" is undefined.
Error in ==> create_dummies at 22
if lamda>0
Get additional dummy matrices - see equation (9) of Banbura et al. 2007:
if tau>0
if epsilon>0
yd2=diag(delta.*mu)./tau;
xd2=[kron((1:p),yd2) zeros(n,1)];
else
yd2=diag(delta.*mu)./tau;
xd2=[kron((1:p),yd2)];
end
end
y=[yd1;yd2];
x=[xd1;xd2];