2017-05-16 12:42:01 +02:00
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function [tadj, iff] = gsa_speed(A,B,mf,p)
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2011-12-27 12:19:42 +01:00
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% [tadj, iff] = gsa_speed(A,B,mf,p),
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2011-12-09 21:13:16 +01:00
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%
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2012-01-09 13:12:31 +01:00
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% Written by Marco Ratto
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2011-12-09 21:13:16 +01:00
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% Joint Research Centre, The European Commission,
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2017-05-16 15:10:20 +02:00
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% marco.ratto@ec.europa.eu
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2012-01-09 13:12:31 +01:00
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2022-04-13 13:15:19 +02:00
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% Copyright © 2012 European Commission
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% Copyright © 2012-2017 Dynare Team
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2012-01-09 13:12:31 +01:00
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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2011-12-09 21:13:16 +01:00
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%
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2012-01-09 13:12:31 +01:00
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% You should have received a copy of the GNU General Public License
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2021-06-09 17:33:48 +02:00
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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2011-12-09 21:13:16 +01:00
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nvar=length(mf);
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nstate= size(A,1);
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nshock = size(B,2);
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nrun=size(B,3);
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iff=zeros(nvar,nshock,nrun);
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tadj=iff;
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disp('Computing speed of adjustement ...')
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2011-12-20 16:49:03 +01:00
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h = dyn_waitbar(0,'Speed of adjustement...');
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2011-12-09 21:13:16 +01:00
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2017-05-16 12:42:01 +02:00
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for i=1:nrun
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2017-05-16 15:10:20 +02:00
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irf=zeros(nvar,nshock);
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a=squeeze(A(:,:,i));
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b=squeeze(B(:,:,i));
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IFF=inv(eye(nstate)-a)*b;
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iff(:,:,i)=IFF(mf,:);
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IF=IFF-b;
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t=0;
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while any(any(irf<0.5))
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t=t+1;
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IFT=((eye(nstate)-a^(t+1))*inv(eye(nstate)-a))*b-b;
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irf=IFT(mf,:)./(IF(mf,:)+eps);
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irf = irf.*(abs(IF(mf,:))>1.e-7)+(abs(IF(mf,:))<=1.e-7);
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%irf=ft(mf,:);
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tt=(irf>0.5).*t;
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tadj(:,:,i)=((tt-tadj(:,:,i))==tt).*tt+tadj(:,:,i);
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end
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dyn_waitbar(i/nrun,h)
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2011-12-09 21:13:16 +01:00
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end
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2013-07-10 17:12:34 +02:00
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skipline()
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2011-12-09 21:13:16 +01:00
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disp('.. done !')
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2011-12-20 16:49:03 +01:00
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dyn_waitbar_close(h)
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