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sim1_lbj.m: misc cosmetic changes

kalman_mex
Sébastien Villemot 2023-11-08 15:43:18 +01:00
parent 158b7462bf
commit 4bee919c31
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GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 14 additions and 28 deletions
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42
matlab/perfect-foresight-models/sim1_lbj.m
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@ -41,12 +41,12 @@ nrs = ny+nyp+nyf+1;
nrc = nyf+1; nrc = nyf+1;
iyf = find(lead_lag_incidence(3,:)>0); iyf = find(lead_lag_incidence(3,:)>0);
iyp = find(lead_lag_incidence(1,:)>0); iyp = find(lead_lag_incidence(1,:)>0);
isp = [1:nyp]; isp = 1:nyp;
is = [nyp+1:ny+nyp]; is = nyp+1:ny+nyp;
isf = iyf+nyp; isf = iyf+nyp;
isf1 = [nyp+ny+1:nyf+nyp+ny+1]; isf1 = nyp+ny+1:nyf+nyp+ny+1;
stop = false; success = false;
iz = [1:ny+nyp+nyf]; iz = 1:ny+nyp+nyf;
function [r, g1] = bytecode_wrapper(y, xpath, params, ys, it_) function [r, g1] = bytecode_wrapper(y, xpath, params, ys, it_)
ypath = NaN(ny, 3); ypath = NaN(ny, 3);
@ -65,24 +65,22 @@ verbose = options_.verbosity;
if verbose if verbose
printline(56) printline(56)
disp(['MODEL SIMULATION :']) fprintf('MODEL SIMULATION :\n')
skipline()
end end
it_init = M_.maximum_lag+1;
h1 = clock; h1 = clock;
for iter = 1:options_.simul.maxit for iter = 1:options_.simul.maxit
h2 = clock; h2 = clock;
c = zeros(ny*options_.periods, nrc); c = zeros(ny*options_.periods, nrc);
it_ = it_init; it_ = M_.maximum_lag+1;
z = [endogenousvariables(iyp,it_-1) ; endogenousvariables(:,it_) ; endogenousvariables(iyf,it_+1)]; z = [endogenousvariables(iyp,it_-1) ; endogenousvariables(:,it_) ; endogenousvariables(iyf,it_+1)];
[d1, jacobian] = dynamicmodel(z, exogenousvariables, M_.params, steadystate, it_); [d1, jacobian] = dynamicmodel(z, exogenousvariables, M_.params, steadystate, it_);
jacobian = [jacobian(:,iz), -d1]; jacobian = [jacobian(:,iz), -d1];
ic = [1:ny]; ic = 1:ny;
icp = iyp; icp = iyp;
c (ic,:) = jacobian(:,is)\jacobian(:,isf1); c (ic,:) = jacobian(:,is)\jacobian(:,isf1);
for it_ = it_init+(1:options_.periods-1) for it_ = M_.maximum_lag+(2:options_.periods)
z = [endogenousvariables(iyp,it_-1) ; endogenousvariables(:,it_) ; endogenousvariables(iyf,it_+1)]; z = [endogenousvariables(iyp,it_-1) ; endogenousvariables(:,it_) ; endogenousvariables(iyf,it_+1)];
[d1, jacobian] = dynamicmodel(z, exogenousvariables, M_.params, steadystate, it_); [d1, jacobian] = dynamicmodel(z, exogenousvariables, M_.params, steadystate, it_);
jacobian = [jacobian(:,iz), -d1]; jacobian = [jacobian(:,iz), -d1];
@ -93,35 +91,23 @@ for iter = 1:options_.simul.maxit
end end
c = bksup1(c, ny, nrc, iyf, options_.periods); c = bksup1(c, ny, nrc, iyf, options_.periods);
c = reshape(c, ny, options_.periods); c = reshape(c, ny, options_.periods);
endogenousvariables(:,it_init+(0:options_.periods-1)) = endogenousvariables(:,it_init+(0:options_.periods-1))+c; endogenousvariables(:,M_.maximum_lag+(1:options_.periods)) = endogenousvariables(:,M_.maximum_lag+(1:options_.periods))+c;
err = max(max(abs(c))); err = max(max(abs(c)));
if verbose if verbose
str = sprintf('Iter: %s,\t err. = %s, \t time = %s', num2str(iter), num2str(err), num2str(etime(clock, h2))); fprintf('Iter: %s,\t err. = %s, \t time = %s\n', num2str(iter), num2str(err), num2str(etime(clock, h2)));
disp(str);
end end
if err < options_.dynatol.f if err < options_.dynatol.f
stop = true;
if verbose
skipline()
disp(sprintf('Total time of simulation: %s', num2str(etime(clock,h1))))
end
success = true; % Convergency obtained. success = true; % Convergency obtained.
break break
end end
end end
if ~stop
if verbose
disp(sprintf('Total time of simulation: %s.', num2str(etime(clock,h1))))
disp('Maximum number of iterations is reached (modify option maxit).')
end
success = false; % More iterations are needed.
end
if verbose if verbose
if stop fprintf('\nTotal time of simulation: %s\n', num2str(etime(clock,h1)))
if success
printline(56) printline(56)
else else
disp('Maximum number of iterations is reached (modify option maxit).')
printline(62) printline(62)
end end
skipline() skipline()