www.gusucode.com > econ 案例源码程序 matlab代码 > econ/diffuseTimeInvariantParamMap.m
% Copyright 2015 The MathWorks, Inc. function [A,B,C,D,Mean0,Cov0,StateType] = diffuseTimeInvariantParamMap(params) % Time-invariant, diffuse state-space model parameter mapping function % example. This function maps the vector params to the state-space matrices % (A, B, C, and D) and the type of state (StateType). The diffuse state % model is AR(1) without observation error, but no information is known % about the initial state distribution. varu1 = exp(params(2)); % Positive variance constraint A = params(1); B = sqrt(varu1); C = params(3); D = []; Mean0 = []; Cov0 = []; StateType = 2; end