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v4: changed oo_.y_simul in oo_.endo_simul 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@849 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2006-07-31 15:46:55 +00:00
parent d56694a3e1
commit 4baff7fdd2
11 changed files with 46 additions and 57 deletions
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8
matlab/dyn2vec.m
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@ -5,7 +5,7 @@ function [z,zss]=dyn2vec(s1,s2);
global M_ oo_ options_
if options_.smpl == 0
k = [1:size(oo_.y_simul,2)];
k = [1:size(oo_.endo_simul,2)];
else
k = [M_.maximum_lag+options_.smpl(1):M_.maximum_lag+options_.smpl(2)];
end
@ -16,14 +16,14 @@ function [z,zss]=dyn2vec(s1,s2);
' used without input argument'];
error(t);
end
for i=1:size(oo_.y_simul,1)
assignin('base',deblank(M_.endo_names(i,:)),oo_.y_simul(i,k)');
for i=1:size(oo_.endo_simul,1)
assignin('base',deblank(M_.endo_names(i,:)),oo_.endo_simul(i,k)');
end
return
else
j = strmatch(s1,M_.endo_names,'exact');
if ~ isempty(j)
z = oo_.y_simul(j,k)';
z = oo_.endo_simul(j,k)';
else
j = strmatch(s1,M_.exo_names,'exact');
if ~ isempty(j)

2
matlab/global_initialization.m
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@ -15,7 +15,7 @@ function global_initialization()
options_.initval_file = 0;
oo_.exo_simul = [];
oo_.y_simul = [];
oo_.endo_simul = [];
oo_.dr = struct([]);
oo_.exo_det_steady_state = [];
oo_.exo_det_simul = [];

16
matlab/initvalf_.m
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@ -50,20 +50,20 @@ function initvalf_(fname,period,varargin)
clear y1, p1;
options_.initval_file = 1;
oo_.y_simul = [];
oo_.endo_simul = [];
oo_.exo_simul = [];
for i=1:size(M_.endo_names,1)
if series == 1
x = eval([M_.endo_names(i,:) '(period-M_.maximum_lag:period+options_.periods+M_.maximum_lead-1);']);
oo_.y_simul = [oo_.y_simul; x'];
oo_.endo_simul = [oo_.endo_simul; x'];
else
k = strmatch(upper(M_.endo_names(i,:)),names_v,'exact');
if isempty(k)
error(['INITVALF: ' M_.endo_names(i,:) ' not found'])
end
x = data(:,k);
oo_.y_simul = [oo_.y_simul; x(period-M_.maximum_lag:period+options_.periods+M_.maximum_lead-1)'];
oo_.endo_simul = [oo_.endo_simul; x(period-M_.maximum_lag:period+options_.periods+M_.maximum_lead-1)'];
end
end
@ -81,15 +81,7 @@ function initvalf_(fname,period,varargin)
end
end
% $$$ if any(isnan(oo_.y_simul(:,1))) | any(isnan(oo_.exo_simul(1,:)))
% $$$ error('INITVALF: missing value in first period')
% $$$ end
% $$$
% $$$ if any(isnan(oo_.y_simul(:,end))) | any(isnan(oo_.exo_simul(end,:)))
% $$$ error('INITVALF: missing value in last period')
% $$$ end
% 8/23/01 MJ changed argument 'FILE' to 'MAT'

20
matlab/make_y_.m
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@ -10,25 +10,25 @@ function make_y_
end
if isempty(oo_.y_simul)
if isempty(oo_.endo_simul)
if isempty(ys0_)
oo_.y_simul = [oo_.steady_state*ones(1,M_.maximum_lag+options_.periods+M_.maximum_lead)];
oo_.endo_simul = [oo_.steady_state*ones(1,M_.maximum_lag+options_.periods+M_.maximum_lead)];
else
oo_.y_simul = [ys0_*ones(1,M_.maximum_lag);oo_.steady_state*ones(1,options_.periods+M_.maximum_lead)];
oo_.endo_simul = [ys0_*ones(1,M_.maximum_lag);oo_.steady_state*ones(1,options_.periods+M_.maximum_lead)];
end
elseif size(oo_.y_simul,1) < length(oo_.steady_state)
k = size(oo_.y_simul,1)+1:length(oo_.steady_state)
elseif size(oo_.endo_simul,1) < length(oo_.steady_state)
k = size(oo_.endo_simul,1)+1:length(oo_.steady_state)
if isempty(ys0_)
oo_.y_simul = [oo_.y_simul; oo_.steady_state(k)*ones(1,M_.maximum_lag+size(oo_.y_simul,1)+M_.maximum_lead)];
oo_.endo_simul = [oo_.endo_simul; oo_.steady_state(k)*ones(1,M_.maximum_lag+size(oo_.endo_simul,1)+M_.maximum_lead)];
else
oo_.y_simul = [oo_.y_simul; [ys0_(k)*ones(1,M_.maximum_lag); oo_.steady_state(k)*ones(1,size(oo_.y_simul,2)-M_.maximum_lag+ ...
oo_.endo_simul = [oo_.endo_simul; [ys0_(k)*ones(1,M_.maximum_lag); oo_.steady_state(k)*ones(1,size(oo_.endo_simul,2)-M_.maximum_lag+ ...
M_.maximum_lead)]];
end
elseif size(oo_.y_simul,2) < M_.maximum_lag+M_.maximum_lead+options_.periods
elseif size(oo_.endo_simul,2) < M_.maximum_lag+M_.maximum_lead+options_.periods
if isempty(ys0_)
oo_.y_simul = [oo_.y_simul oo_.steady_state*ones(1,M_.maximum_lag+options_.periods+M_.maximum_lead-size(oo_.y_simul,2),1)];
oo_.endo_simul = [oo_.endo_simul oo_.steady_state*ones(1,M_.maximum_lag+options_.periods+M_.maximum_lead-size(oo_.endo_simul,2),1)];
else
oo_.y_simul = [ys0_*ones(1,M_.maximum_lag) oo_.y_simul oo_.steady_state*ones(1,options_.periods+M_.maximum_lead-size(oo_.y_simul, ...
oo_.endo_simul = [ys0_*ones(1,M_.maximum_lag) oo_.endo_simul oo_.steady_state*ones(1,options_.periods+M_.maximum_lead-size(oo_.endo_simul, ...
2))];
end
end

8
matlab/resid.m
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@ -5,21 +5,21 @@ function resid(period)
oo_.exo_simul = ones(M_.maximum_lag+M_.maximum_lead+period,1)*oo_.exo_steady_state';
n = size(M_.lead_lag_incidence,2);
% if ~ options_.initval_file | size(oo_.y_simul,2) ~= period+M_.maximum_lag+M_.maximum_lead
% if ~ options_.initval_file | size(oo_.endo_simul,2) ~= period+M_.maximum_lag+M_.maximum_lead
if ~ options_.initval_file
if size(oo_.steady_state,1) == 1 & oo_.steady_state == 0
oo_.steady_state = zeros(size(oo_.steady_state,1),1) ;
end
oo_.y_simul = oo_.steady_state*ones(1,period+M_.maximum_lag+M_.maximum_lead) ;
oo_.endo_simul = oo_.steady_state*ones(1,period+M_.maximum_lag+M_.maximum_lead) ;
if endval_ == 1
oo_.y_simul(:,1:M_.maximum_lag) = ys0_*ones(1,M_.maximum_lag) ;
oo_.endo_simul(:,1:M_.maximum_lag) = ys0_*ones(1,M_.maximum_lag) ;
end
end
i = M_.lead_lag_incidence';
iyr0 = find(i(:));
y =oo_.y_simul(:);
y =oo_.endo_simul(:);
z = zeros(n,period);
fh = str2func([M_.fname '_dynamic']);
for it_=M_.maximum_lag+1:period+M_.maximum_lag

6
matlab/rplot.m
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@ -12,7 +12,7 @@ global M_ oo_ options_
rplottype = options_.rplottype;
col = ['y','c','r','g','b','w','m'] ;
ix = [1 - M_.maximum_lag:size(oo_.y_simul,2)-M_.maximum_lag]' ;
ix = [1 - M_.maximum_lag:size(oo_.endo_simul,2)-M_.maximum_lag]' ;
y = [];
for k=1:size(s1,1)
@ -20,11 +20,11 @@ for k=1:size(s1,1)
error (['One of the variable specified does not exist']) ;
end
y = [y; oo_.y_simul(strmatch(s1(k,:),M_.endo_names,'exact'),:)] ;
y = [y; oo_.endo_simul(strmatch(s1(k,:),M_.endo_names,'exact'),:)] ;
end
if options_.smpl == 0
i = [M_.maximum_lag:size(oo_.y_simul,2)]' ;
i = [M_.maximum_lag:size(oo_.endo_simul,2)]' ;
else
i = [options_.smpl(1)+M_.maximum_lag:options_.smpl(2)+M_.maximum_lag]' ;
end

10
matlab/sim1.m
View File

@ -7,7 +7,7 @@ global iyp iyf ct_ M_ it_ c
lead_lag_incidence = M_.lead_lag_incidence;
ny = size(oo_.y_simul,1) ;
ny = size(oo_.endo_simul,1) ;
nyp = nnz(lead_lag_incidence(1,:)) ;
nyf = nnz(lead_lag_incidence(3,:)) ;
nrs = ny+nyp+nyf+1 ;
@ -38,14 +38,14 @@ for iter = 1:options_.maxit
end
it_ = it_init ;
z = [oo_.y_simul(iyp,it_-1) ; oo_.y_simul(:,it_) ; oo_.y_simul(iyf,it_+1)] ;
z = [oo_.endo_simul(iyp,it_-1) ; oo_.endo_simul(:,it_) ; oo_.endo_simul(iyf,it_+1)] ;
[d1,M_.jacobia] = feval([M_.fname '_dynamic'],z,oo_.exo_simul);
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)] ;
z = [oo_.endo_simul(iyp,it_-1) ; oo_.endo_simul(:,it_) ; oo_.endo_simul(iyf,it_+1)] ;
[d1,M_.jacobia] = feval([M_.fname '_dynamic'],z,oo_.exo_simul);
M_.jacobia = [M_.jacobia(:,iz) -d1] ;
M_.jacobia(:,[isf nrs]) = M_.jacobia(:,[isf nrs])-M_.jacobia(:,isp)*c(icp,:) ;
@ -61,11 +61,11 @@ for iter = 1:options_.maxit
c(ic,nrc) = s\c(:,nrc) ;
c = bksup1(ny,nrc) ;
c = reshape(c,ny,options_.periods+1) ;
oo_.y_simul(:,it_init:options_.periods+2) = oo_.y_simul(:,it_init:options_.periods+2)+options_.slowc*c ;
oo_.endo_simul(:,it_init:options_.periods+2) = oo_.endo_simul(:,it_init:options_.periods+2)+options_.slowc*c ;
else
c = bksup1(ny,nrc) ;
c = reshape(c,ny,options_.periods) ;
oo_.y_simul(:,it_init:options_.periods+1) = oo_.y_simul(:,it_init:options_.periods+1)+options_.slowc*c ;
oo_.endo_simul(:,it_init:options_.periods+1) = oo_.endo_simul(:,it_init:options_.periods+1)+options_.slowc*c ;
end
err = max(max(abs(c./options_.scalv')));

22
matlab/simk.m
View File

@ -96,7 +96,7 @@ fprintf ('\n') ;
for iter = 1:options_.maxit
h2 = clock ;
oo_.y_simul = oo_.y_simul(:);
oo_.endo_simul = oo_.endo_simul(:);
err_f = 0;
fid = fopen('dynare.swp','w+') ;
@ -108,11 +108,11 @@ for iter = 1:options_.maxit
while (i>1) & (it_<=options_.periods+M_.maximum_lag)
h3 = clock ;
if broyden_ & iter > 1
%d1_ = -feval(fh,oo_.y_simul(iyr));
d1 = -feval([M_.fname '_dynamic'],oo_.y_simul(iyr),z,oo_.exo_simul);
%d1_ = -feval(fh,oo_.endo_simul(iyr));
d1 = -feval([M_.fname '_dynamic'],oo_.endo_simul(iyr),z,oo_.exo_simul);
else
%jacob(func_name,oo_.y_simul(iyr)) ;
[d1,M_.jacobia] = feval([M_.fname '_dynamic'],oo_.y_simul(iyr),oo_.exo_simul);
%jacob(func_name,oo_.endo_simul(iyr)) ;
[d1,M_.jacobia] = feval([M_.fname '_dynamic'],oo_.endo_simul(iyr),oo_.exo_simul);
d1 = -d1 ;
end
err_f = max(err_f,max(abs(d1)));
@ -201,11 +201,11 @@ for iter = 1:options_.maxit
icr0 = (it_-M_.maximum_lag-M_.maximum_lag -1)*ny ;
while it_ <= options_.periods+M_.maximum_lag
if broyden_
%d1_ = -feval(fh,oo_.y_simul(iyr));
d1 = -feval([M_.fname '_dynamic'],oo_.y_simul(iyr),z,oo_.exo_simul);
%d1_ = -feval(fh,oo_.endo_simul(iyr));
d1 = -feval([M_.fname '_dynamic'],oo_.endo_simul(iyr),z,oo_.exo_simul);
else
%jacob(func_name,oo_.y_simul(iyr)) ;
[d1,M_.jacobia] = feval([M_.fname '_dynamic'],oo_.y_simul(iyr),oo_.exo_simul);
%jacob(func_name,oo_.endo_simul(iyr)) ;
[d1,M_.jacobia] = feval([M_.fname '_dynamic'],oo_.endo_simul(iyr),oo_.exo_simul);
d1 = -d1 ;
end
err_f = max(err_f,max(abs(d1)));
@ -270,7 +270,7 @@ for iter = 1:options_.maxit
end
end
oo_.y_simul = reshape(oo_.y_simul,ny,options_.periods+M_.maximum_lag+M_.maximum_lead) ;
oo_.endo_simul = reshape(oo_.endo_simul,ny,options_.periods+M_.maximum_lag+M_.maximum_lead) ;
if ct_ == 1
hbacsup = clock ;
c = bksupk(ny,fid,ncc,icc1) ;
@ -282,7 +282,7 @@ for iter = 1:options_.maxit
c = bksupk(ny,fid,ncc,icc1) ;
hbacsup = etime(clock,hbacsup) ;
c = reshape(c,ny,options_.periods)' ;
oo_.y_simul(:,1+M_.maximum_lag:(options_.periods+M_.maximum_lag)) = oo_.y_simul(:,1+M_.maximum_lag:(options_.periods+M_.maximum_lag))+options_.slowc*c' ;
oo_.endo_simul(:,1+M_.maximum_lag:(options_.periods+M_.maximum_lag)) = oo_.endo_simul(:,1+M_.maximum_lag:(options_.periods+M_.maximum_lag))+options_.slowc*c' ;
end
fclose(fid) ;

2
matlab/simul.m
View File

@ -53,7 +53,7 @@ else
else
set_defaut_option('order',1);
end
oo_.y_simul=simult(oo_.steady_state,dr,options_);
oo_.endo_simul=simult(oo_.steady_state,dr,options_);
end
dyn2vec;

2
matlab/simult.m
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@ -34,7 +34,7 @@ for i=1:replic
end
y_ = simult_(ys,dr,oo_.exo_simul,order);
if replic > 1
fwrite(fh,oo_.y_simul(:,M_.maximum_lag+1:end),'float64');
fwrite(fh,oo_.endo_simul(:,M_.maximum_lag+1:end),'float64');
end
end

7
matlab/steady.m
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@ -22,12 +22,9 @@ function steady(linear)
end
if isempty(ys0_)
oo_.y_simul(:,1:M_.maximum_lag) = oo_.steady_state * ones(1,M_.maximum_lag);
oo_.endo_simul(:,1:M_.maximum_lag) = oo_.steady_state * ones(1,M_.maximum_lag);
else
options_ =set_default_option(options_,'periods',1);
oo_.y_simul(:,M_.maximum_lag+1:M_.maximum_lag+options_.periods+M_.maximum_lead) = oo_.steady_state * ones(1,options_.periods+M_.maximum_lead);
oo_.endo_simul(:,M_.maximum_lag+1:M_.maximum_lag+options_.periods+M_.maximum_lead) = oo_.steady_state * ones(1,options_.periods+M_.maximum_lead);
end
% 06/24/01 MJ steady print results; steady_ doesn't
% 09/22/01 FC corrected lgy(i,:)
% 05/29/03 MJ sets initial values of oo_.y_simul