1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42
|
function m = variance(o, resetmoments)
% Return the prior variance.
%
% INPUTS
% - o [dprior]
% - resetmoments [logical] Force the computation of the prior variance
%
% OUTPUTS
% - m [double] n×1 vector, prior variance
% Copyright © 2023 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
if nargin<2
resetmoments = false;
end
if any(isnan(o.p2))
resetmoments = true;
end
if resetmoments
o.p2 = NaN(size(o.p2));
o.moments('std');
end
m = o.p2.^2;
|