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v4 : fixed sim1.m and simk.m 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@594 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2006-01-12 10:21:40 +00:00
parent a24bd3449d
commit 4065214664
2 changed files with 9 additions and 7 deletions
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15
matlab/sim1.m
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@ -5,18 +5,21 @@ function sim1
global M_ options_ oo_
global iyp iyf ct_ M_ it_ c
lead_lag_incidence = M_.lead_lag_incidence;
ny = size(oo_.y_simul,1) ;
nyp = nnz(M_.lead_lag_incidence(1,:)) ;
nyf = nnz(M_.lead_lag_incidence(3,:)) ;
nyp = nnz(lead_lag_incidence(1,:)) ;
nyf = nnz(lead_lag_incidence(3,:)) ;
nrs = ny+nyp+nyf+1 ;
nrc = nyf+1 ;
iyf = find(M_.lead_lag_incidence(3,:)>0) ;
iyp = find(M_.lead_lag_incidence(1,:)>0) ;
iyf = find(lead_lag_incidence(3,:)>0) ;
iyp = find(lead_lag_incidence(1,:)>0) ;
isp = [1:nyp] ;
is = [nyp+1:ny+nyp] ;
isf = iyf+nyp ;
isf1 = [nyp+ny+1:nyf+nyp+ny+1] ;
stop = 0 ;
iz = [1:ny+nyp+nyf];
disp (['-----------------------------------------------------']) ;
disp (['MODEL SIMULATION :']) ;
@ -37,14 +40,14 @@ for iter = 1:options_.maxit
it_ = it_init ;
z = [oo_.y_simul(iyp,it_-1) ; oo_.y_simul(:,it_) ; oo_.y_simul(iyf,it_+1)] ;
[d1,M_.jacobia] = feval([M_.fname '_dynamic'],z,oo_.exo_simul);
M_.jacobia = [M_.jacobia -d1] ;
M_.jacobia = [M_.jacobia(:,iz) -d1] ;
ic = [1:ny] ;
icp = iyp ;
c (ic,:) = M_.jacobia(:,is)\M_.jacobia(:,isf1) ;
for it_ = it_init+1:options_.periods+1
z = [oo_.y_simul(iyp,it_-1) ; oo_.y_simul(:,it_) ; oo_.y_simul(iyf,it_+1)] ;
[d1,M_.jacobia] = feval([M_.fname '_dynamic'],z,oo_.exo_simul);
M_.jacobia = [M_.jacobia -d1] ;
M_.jacobia = [M_.jacobia(:,iz) -d1] ;
M_.jacobia(:,[isf nrs]) = M_.jacobia(:,[isf nrs])-M_.jacobia(:,isp)*c(icp,:) ;
ic = ic + ny ;
icp = icp + ny ;

1
matlab/simk.m
View File

@ -290,7 +290,6 @@ for iter = 1:options_.maxit
h2 = etime(clock,h2) ;
[junk,i1] = max(abs(c));
[junk,i2] = max(junk);
global M_.endo_names
disp(['variable ' M_.endo_names(i2,:) ' period ' num2str(i1(i2))])
err = max(max(abs(c./options_.scalv'))) ;
disp ([num2str(iter) '- err = ' num2str(err)]) ;