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perfect_foresight_solver: always use perfect_foresight_problem MEX for computing residuals 

The MEX no works on models without leads or lags.

This is essentially a revert of 74dc4f81f0.

Ref. #1850
remove-submodule
Sébastien Villemot 2023-06-06 17:06:10 +02:00
parent 4210618dba
commit 1cf83dc278
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1 changed files with 2 additions and 14 deletions
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16
matlab/perfect-foresight-models/perfect_foresight_solver.m
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@ -207,20 +207,8 @@ if ~isreal(oo_.endo_simul(:)) % cannot happen with bytecode or the perfect_fores
else
yT = NaN(ny, 1);
end
if M_.maximum_lag~=0 && M_.maximum_lead~=0
yy = real(oo_.endo_simul(:,M_.maximum_lag+(1:periods)));
residuals = perfect_foresight_problem(yy(:), y0, yT, oo_.exo_simul, M_.params, oo_.steady_state, periods, M_, options_);
else
%The perfect_foresight_problem MEX only works on models with lags and leads
i_cols = find(M_.lead_lag_incidence');
residuals=NaN(ny,periods);
yy=real(oo_.endo_simul);
for it = (M_.maximum_lag+1):(M_.maximum_lag+periods)
residuals(:,it) = feval([M_.fname '.dynamic'],yy(i_cols), oo_.exo_simul, M_.params, oo_.steady_state, it);
i_cols = i_cols + ny;
end
residuals=residuals(:);
end
yy = real(oo_.endo_simul(:,M_.maximum_lag+(1:periods)));
residuals = perfect_foresight_problem(yy(:), y0, yT, oo_.exo_simul, M_.params, oo_.steady_state, periods, M_, options_);
if max(abs(residuals))< options_.dynatol.f
oo_.deterministic_simulation.status = true;