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perfect_foresight_solver: fixing bugs

time-shift
Michel Juillard 2014-05-18 21:12:38 +02:00
parent 2c5eb9814b
commit 1d9aee20f2
1 changed files with 31 additions and 9 deletions
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40
matlab/perfect_foresight_solver.m
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@ -31,12 +31,12 @@ function perfect_foresight_solver()
global M_ options_ oo_
if options_.stack_solve_algo < 0 || options_.stack_solve_algo > 6
error('PERFECT_FORESIGHT_SOLVER: stack_solve_algo must be between 0 and 6')
if options_.stack_solve_algo < 0 || options_.stack_solve_algo > 7
error('PERFECT_FORESIGHT_SOLVER: stack_solve_algo must be between 0 and 7')
end
if ~options_.block && ~options_.bytecode && options_.stack_solve_algo ~= 0 ...
&& options_.stack_solve_algo ~= 6
&& options_.stack_solve_algo ~= 6 && options_.stack_solve_algo ~= 7
error('PERFECT_FORESIGHT_SOLVER: you must use stack_solve_algo=0 or stack_solve_algo=6 when not using block nor bytecode option')
end
@ -183,17 +183,39 @@ else
elseif M_.maximum_endo_lag == 0 % Purely forward model
sim1_purely_forward;
else % General case
if options_.mcp
[oo_.endo_simul,info] = dyn_lmmcp(M_,options_,oo_);
if options_.stack_solve_algo == 0
sim1;
elseif options_.stack_solve_algo == 6
sim1_lbj;
elseif options_.stack_solve_algo == 7
periods = options_.periods;
if ~isfield(options_.lmmcp,'lb')
[lb,ub,pfm.eq_index] = get_complementarity_conditions(M_);
options_.lmmcp.lb = repmat(lb,periods,1);
options_.lmmcp.ub = repmat(ub,periods,1);
end
y = oo_.endo_simul;
y0 = y(:,1);
yT = y(:,periods+2);
z = y(:,2:periods+1);
illi = M_.lead_lag_incidence';
[i_cols,~,i_cols_j] = find(illi(:));
illi = illi(:,2:3);
[i_cols_J1,~,i_cols_1] = find(illi(:));
i_cols_T = nonzeros(M_.lead_lag_incidence(1:2,:)');
[y,info] = dynare_solve(@perfect_foresight_problem,z(:),1, ...
str2func([M_.fname '_dynamic']),y0,yT, ...
oo_.exo_simul,M_.params,oo_.steady_state, ...
options_.periods,M_.endo_nbr,i_cols, ...
i_cols_J1, i_cols_1, i_cols_T, i_cols_j, ...
M_.NNZDerivatives(1));
oo_.endo_simul = [y0 reshape(y,M_.endo_nbr,periods) yT];
if info == 1
oo_.deterministic_simulation.status = 0;
else
oo_.deterministic_simulation.status = 1;
end;
elseif options_.stack_solve_algo == 0
sim1;
else % stack_solve_algo = 6
sim1_lbj;
end
end
end