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get_moments_size

PURPOSE ^

function s=get_moments_size(options)

SYNOPSIS ^

function s=get_moments_size(options)

DESCRIPTION ^

 function s=get_moments_size(options)
 Computes size of moments for a given model and options

 INPUTS
    options: structure of Dynare options
    
 OUTPUTS
    s: size of moments for a given model and options
        
 SPECIAL REQUIREMENTS
    none

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function s=get_moments_size(options)
0002 % function s=get_moments_size(options)
0003 % Computes size of moments for a given model and options
0004 %
0005 % INPUTS
0006 %    options: structure of Dynare options
0007 %
0008 % OUTPUTS
0009 %    s: size of moments for a given model and options
0010 %
0011 % SPECIAL REQUIREMENTS
0012 %    none
0013 
0014 % Copyright (C) 2008-2009 Dynare Team
0015 %
0016 % This file is part of Dynare.
0017 %
0018 % Dynare is free software: you can redistribute it and/or modify
0019 % it under the terms of the GNU General Public License as published by
0020 % the Free Software Foundation, either version 3 of the License, or
0021 % (at your option) any later version.
0022 %
0023 % Dynare is distributed in the hope that it will be useful,
0024 % but WITHOUT ANY WARRANTY; without even the implied warranty of
0025 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
0026 % GNU General Public License for more details.
0027 %
0028 % You should have received a copy of the GNU General Public License
0029 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
0030 
0031 global M_
0032 
0033 n = size(options.varlist,1);
0034 
0035 if n == 0
0036     n = M_.endo_nbr;
0037 end
0038 
0039 n2 = n*n;
0040 
0041 s = n; % mean
0042 s = s + n;  % std errors
0043 s = s + n2; % variance
0044 s = s + n2; % correlations
0045 s = s + options.ar*n2; % auto-correlations

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