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extended_path: fixing bug when initializing with linear approximation, 

adding simple homotopy scheme (unfinished)
time-shift
Michel Juillard 2015-03-04 09:43:14 +01:00
parent a5c652f81a
commit 0c1197c13f
1 changed files with 21 additions and 2 deletions
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23
matlab/ep/extended_path.m
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@ -83,7 +83,9 @@ do_not_check_stability_flag = ~ep.check_stability;
dr = struct();
if ep.init
options_.order = 1;
[dr,Info,M_,options_,oo_] = resol(1,M_,options_,oo_);
oo_.dr=set_state_space(dr,M_,options_);
[dr,Info,M_,options_,oo_] = resol(0,M_,options_,oo_);
oo_.dr = dr;
end
% Do not use a minimal number of perdiods for the perfect foresight solver (with bytecode and blocks)
@ -268,7 +270,7 @@ function y = extended_path_core(periods,endo_nbr,exo_nbr,positive_var_indx, ...
olmmcp,options,oo)
if init% Compute first order solution (Perturbation)...
endo_simul = simult_(initial_conditions,dr,exo_simul(2:end,:),1);
endo_simul = simult_(initial_conditions,oo.dr,exo_simul(2:end,:),1);
else
endo_simul = [initial_conditions repmat(steady_state,1,periods+1)];
end
@ -295,6 +297,23 @@ if flag
options.lmmcp = olmmcp;
options.stack_solve_algo = stack_solve_algo;
[tmp,flag] = perfect_foresight_solver_core(M,options,oo);
if ~flag && ~options.no_homotopy
exo_orig = oo.exo_simul;
endo_simul = repmat(steady_state,1,periods+1);
for i = 1:10
weight = i/10;
oo.endo_simul = [weight*initial_conditions + (1-weight)*steady_state ...
endo_simul];
oo.exo_simul = repmat((1-weight)*oo.exo_steady_state', ...
size(oo.exo_simul,1),1) + weight*exo_orig;
[tmp,flag] = perfect_foresight_solver_core(M,options,oo);
disp([i,flag])
if ~flag
break
end
endo_simul = tmp(:,2:end);
end
end
info_convergence = flag;
else
switch(algo)