Montesur

[MC128]

Hi Tom,

I tried to alter the montesur.prg to take into account of alternative factorization, and incorporated the resulting changes into the format of MCVARDoDraws.src and MCgraphirf.src. Everything seems fine but the error band given by the option center=input, impulses = impulses, and the option stddev is quite narrow. Is it a problem with my coding?
***************************************************************************************************************************
compute frac=%wfractiles(work,%%weights,request)
*
* Choose the central value
*
if center==1
compute resp(j)(k)=%avg(work.*%%weights)/%avg(%%weights)
else
if center==2
compute resp(j)(k)=frac(npercent+1)
else
compute resp(j)(k)=impulses(yshow(i),j)(k)

if %defined(stddev) {
compute sigma=sqrt((%normsqr(work.*%%weights)/(%sum(%%weights)^2))-(resp(j)(k)^2/draws))
******************************************************************************************************************************
Thank you so much.