Manual: document more precisely the column (resp. row) indices of oo_.endo_simul (resp. oo_.exo_simul)

[skip ci]
silicon
Sébastien Villemot 2023-02-16 17:06:04 -05:00
parent 39a9b221b9
commit 0da73f6415
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 23 additions and 3 deletions

View File

@ -3851,8 +3851,10 @@ speed-up on large models.
periods option or by ``extended_path``). The variables are
arranged row by row, in order of declaration (as in
``M_.endo_names``). Note that this variable also contains initial
and terminal conditions, so it has more columns than the value of
``periods`` option.
and terminal conditions, so it has more columns than the value of the
``periods`` option: the first simulation period is in
column ``1+M_.maximum_lag``, and the total number of columns is
``M_.maximum_lag+periods+M_.maximum_lead``.
.. matvar:: oo_.exo_simul
@ -3862,7 +3864,25 @@ speed-up on large models.
in columns, in order of declaration (as in
``M_.exo_names``). Periods are in rows. Note that this convention
regarding columns and rows is the opposite of the convention for
``oo_.endo_simul``!
``oo_.endo_simul``! Also note that this variable also contains initial
and terminal conditions, so it has more rows than the value of the
``periods`` option: the first simulation period is in row
``1+M_.maximum_lag``, and the total number of rows is
``M_.maximum_lag+periods+M_.maximum_lead``.
.. matvar:: M_.maximum_lag
|br| The maximum number of lags in the model. Note that this value is
computed on the model *after* the transformations related to auxiliary
variables, so in practice it is either 1 or 0 (the latter value corresponds
to a purely forward or static model).
.. matvar:: M_.maximum_lead
|br| The maximum number of leads in the model. Note that this value is
computed on the model *after* the transformations related to auxiliary
variables, so in practice it is either 1 or 0 (the latter value corresponds
to a purely backward or static model).
Perfect foresight with expectation errors
-----------------------------------------