stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

simul_static_model: use the sparse representation of the static model

dprior
Sébastien Villemot 2024-02-06 15:45:18 +01:00
parent ec48980e1e
commit 3ebf824f3f
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 11 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

15
matlab/backward/simul_static_model.m
View File

@ -15,7 +15,7 @@ function simulation = simul_static_model(samplesize, innovations)
% [2] The last input argument is not mandatory. If absent we use random draws and rescale them with the informations provided
% through the shocks block.
% Copyright © 2019-2022 Dynare Team
% Copyright © 2019-2024 Dynare Team
%
% This file is part of Dynare.
%
@ -83,12 +83,17 @@ else
oo_.exo_simul = Innovations;
end
staticmodel = str2func(sprintf('%s.static', M_.fname));
static_resid = str2func(sprintf('%s.sparse.static_resid', M_.fname));
static_g1 = str2func(sprintf('%s.sparse.static_g1', M_.fname));
function [resid, g1] = staticmodel(y, x, params)
[resid, T_order, T] = static_resid(y, x, params);
g1 = static_g1(y, x, params, M_.static_g1_sparse_rowval, M_.static_g1_sparse_colval, M_.static_g1_sparse_colptr, T_order, T);
end
% Simulations (call a Newton-like algorithm for each period).
for t=1:samplesize
y = zeros(M_.endo_nbr, 1);
[oo_.endo_simul(:,t), errorflag, ~, ~, errorcode] = dynare_solve(staticmodel, y, options_.simul.maxit, options_.dynatol.f, options_.dynatol.x, options_, oo_.exo_simul(t,:), M_.params);
[oo_.endo_simul(:,t), errorflag, ~, ~, errorcode] = dynare_solve(@staticmodel, y, options_.simul.maxit, options_.dynatol.f, options_.dynatol.x, options_, oo_.exo_simul(t,:), M_.params);
if errorflag
dprintf('simul_static_mode: Nonlinear solver failed with errorcode=%i in period %i.', errorcode, t)
oo_.endo_simul(:,t) = nan;
@ -103,4 +108,6 @@ if isdseries(innovations)
initperiod = innovations.dates(1);
end
simulation = [dseries(ysim', initperiod, M_.endo_names(1:M_.orig_endo_nbr)), dseries(xsim, initperiod, M_.exo_names)];
simulation = [dseries(ysim', initperiod, M_.endo_names(1:M_.orig_endo_nbr)), dseries(xsim, initperiod, M_.exo_names)];
end