66 lines
1.7 KiB
Matlab
66 lines
1.7 KiB
Matlab
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% homotopy1 implements a homotopy method with a fixed number of intervals
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function homotopy1(params,exo,exodet, step_nbr)
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global M_ oo_ options_
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options_.jacobian_flag = 1;
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np = size(params,1);
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ip = zeros(np,1);
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vp = zeros(np,step_nbr+1);
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nx = size(exo,1);
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ix = zeros(nx,1);
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vx = zeros(nx,step_nbr+1);
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nxd = size(exodet,1);
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ixd = zeros(nxd,1);
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vxd = zeros(nxd,step_nbr+1);
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for i = 1:np
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temp1 = strmatch(params{i,1},M_.param_names,'exact');
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if isempty(temp1)
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error(['HOMOTOPY: unknown parameter name: ' params{i,1}])
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end
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ip(i) = temp1;
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vp(i,:) = params{i,2}:(params{i,3}-params{i,2})/step_nbr:params{i,3};
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end
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for i = 1:nx
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temp1 = strmatch(exo{i,1},M_.exo_names,'exact');
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if isempty(temp1)
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error(['HOMOTOPY: unknown exogenous variable name: ' exo{i,1}])
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end
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ix(i) = temp1;
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vp(i,:) = exo{i,2}:(exo{i,3}-exo{i,2})/step_nbr:exo{i,3};
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end
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for i = 1:nxd
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temp1 = strmatch(exodet{i,1},M_.exodet_names,'exact');
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if isempty(temp1)
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error(['HOMOTOPY: unknown deterministic exogenous name: ' exodet{i,1}])
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end
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ixd(i) = temp1;
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vxd(i,:) = exodet{i,2}:(exodet{i,3}-exodet{i,2})/step_nbr:exodet{i,3};
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end
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for i=1:step_nbr+1
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M_.params(ip) = vp(:,i);
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for j=1:np
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assignin('base',params{j,1},vp(j,i));
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end
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oo_.exo_steady_state(ix) = vx(:,i);
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oo_.exo_det_steady_state(ixd) = vxd(:,i);
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[oo_.steady_state,check] = dynare_solve([M_.fname '_static'],...
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oo_.steady_state,...
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options_.jacobian_flag, ...
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[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state]);
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if check
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error('HOMOTOPY didn''t succeed')
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end
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steady_;
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end
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