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dynare++: add steady state to first part of simulation when 

interrupted by non finite result
time-shift
Michel Juillard 2012-07-25 17:53:34 +02:00
parent 87b78f657b
commit 029d3dda08
1 changed files with 11 additions and 8 deletions
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19
dynare++/kord/decision_rule.hweb
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@ -300,7 +300,7 @@ TwoDMatrix* simulate(emethod em, int np, const Vector& ystart,
@<initialize vectors and subvectors for simulation@>;
@<perform the first step of simulation@>;
@<perform all other steps of simulations@>;
@<add the steady state to all columns of |res|@>;
@<add the steady state to columns of |res|@>;
return res;
}
@ -327,10 +327,11 @@ evaluate the polynomial.
eval(em, out, dyu);
@ Also clear. If the result at some period is not finite, we pad the
rest of the matrix with zeros and return immediatelly.
rest of the matrix with zeros.
@<perform all other steps of simulations@>=
for (int i = 1; i < np; i++) {
int i=1;
while (i < np) {
ConstVector ym(*res, i-1);
ConstVector dym(ym, ypart.nstat, ypart.nys());
dy = dym;
@ -342,14 +343,16 @@ rest of the matrix with zeros and return immediatelly.
TwoDMatrix rest(*res, i+1, np-i-1);
rest.zeros();
}
return res;
break;
}
i++;
}
@ Even clearer.
@<add the steady state to all columns of |res|@>=
for (int i = 0; i < res->ncols(); i++) {
Vector col(*res, i);
@ Even clearer. We add the steady state to the numbers computed above and leave the padded columns to zero.
@<add the steady state to columns of |res|@>=
for (int j = 0; j < i; j++) {
Vector col(*res, j);
col.add(1.0, ysteady);
}