bug fix in Markov chain simulation

With num_reps > 1 the t+1 draw of the chain was always using the distribution conditional on the value at t for the first repetition.
QuantEcon · Jul 15, 2016 · 097cf36 · 097cf36
1 parent fae6e19
commit 097cf36
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/src/markov/mc_tools.jl b/src/markov/mc_tools.jl
@@ -382,7 +382,7 @@ function simulate!(mc::MarkovChain, X::Matrix{Int})
 
     for i in 1:k
         for t in 1:ts_length-1
-            X[t+1, i] = draw(P_dist[X[t]])
+            X[t+1, i] = draw(P_dist[X[t,i]])
         end
     end
     X