From 1b7171a11a6576e451a9a48207d9aeb822a6b61d Mon Sep 17 00:00:00 2001 From: michel Date: Tue, 25 Nov 2008 17:34:21 +0000 Subject: [PATCH] update OSR git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2275 ac1d8469-bf42-47a9-8791-bf33cf982152 --- matlab/osr1.m | 37 +++++++++++++++++++++++++++++-------- 1 file changed, 29 insertions(+), 8 deletions(-) diff --git a/matlab/osr1.m b/matlab/osr1.m index 29d8b1f5c..42000c0e1 100644 --- a/matlab/osr1.m +++ b/matlab/osr1.m @@ -40,18 +40,39 @@ function osr1(i_params,i_var,weights) exe =zeros(M_.exo_nbr,1); - oo_.dr = set_state_space(oo_.dr,M_); + dr = set_state_space(oo_.dr,M_); % check if ys is steady state - fh = str2func([M_.fname '_static']); - if max(abs(feval(fh, oo_.steady_state, exe, M_.params))) > options_.dynatol - [oo_.dr.ys, check] = dynare_solve([M_.fname '_static'], oo_.steady_state, 1, exe, M_.params); - if check - error('OLR: convergence problem in DYNARE_SOLVE') - end + if exist([M_.fname '_steadystate']) + [dr.ys,check1] = feval([M_.fname '_steadystate'],oo_.steady_state,... + [oo_.exo_steady_state; oo_.exo_det_steady_state]); else - oo_.dr.ys = oo_.steady_state; + % testing if ys isn't a steady state or if we aren't computing Ramsey policy + fh = str2func([M_.fname '_static']); + if max(abs(feval(fh,oo_.steady_state,[oo_.exo_steady_state; oo_.exo_det_steady_state], M_.params))) ... + > options_.dynatol & options_.ramsey_policy == 0 + if options_.linear == 0 + % nonlinear models + [dr.ys,check1] = dynare_solve(fh,dr.ys,options_.jacobian_flag,... + [oo_.exo_steady_state; ... + oo_.exo_det_steady_state], M_.params); + else + % linear models + [fvec,jacob] = feval(fh,oo_.steady_state,[oo_.exo_steady_state;... + oo_.exo_det_steady_state], M_.params); + dr.ys = oo_.steady_state-jacob\fvec; + end + end end + oo_.dr = dr; +% $$$ if max(abs(feval(fh, oo_.steady_state, exe, M_.params))) > options_.dynatol +% $$$ [oo_.dr.ys, check] = dynare_solve([M_.fname '_static'], oo_.steady_state, 1, exe, M_.params); +% $$$ if check +% $$$ error('OLR: convergence problem in DYNARE_SOLVE') +% $$$ end +% $$$ else +% $$$ oo_.dr.ys = oo_.steady_state; +% $$$ end np = size(i_params,1);