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

Revert "Move filling of decision rules to respective orders" 

This reverts commit cc5527c843.

This commit had the negative consequence that dr.ghx, dr.ghu… were no longer
set at order 3.
time-shift
Sébastien Villemot 2013-05-17 10:32:27 +02:00
parent 0d9cf39fa0
commit 4f8af445f7
1 changed files with 52 additions and 50 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

102
matlab/k_order_pert.m
View File

@ -39,20 +39,6 @@ switch(order)
return;
end
dr.g_1 = g_1;
dr.ghx = dr.g_1(:,1:nspred);
dr.ghu = dr.g_1(:,nspred+1:end);
if options.loglinear == 1
k = find(dr.kstate(:,2) <= M.maximum_endo_lag+1);
klag = dr.kstate(k,[1 2]);
k1 = dr.order_var;
dr.ghx = repmat(1./dr.ys(k1),1,size(dr.ghx,2)).*dr.ghx.* ...
repmat(dr.ys(k1(klag(:,1)))',size(dr.ghx,1),1);
dr.ghu = repmat(1./dr.ys(k1),1,size(dr.ghu,2)).*dr.ghu;
end
case 2
[err, g_0, g_1, g_2] = k_order_perturbation(dr,M,options);
if err
@ -62,43 +48,8 @@ switch(order)
dr.g_0 = g_0;
dr.g_1 = g_1;
dr.g_2 = g_2;
dr.ghx = dr.g_1(:,1:nspred);
dr.ghu = dr.g_1(:,nspred+1:end);
dr.ghs2 = 2*g_0;
s0 = 0;
s1 = 0;
ghxx=zeros(endo_nbr, nspred^2);
ghxu=zeros(endo_nbr, nspred*exo_nbr);
ghuu=zeros(endo_nbr, exo_nbr^2);
for i=1:size(g_2,2)
if s0 < nspred && s1 < nspred
ghxx(:,s0*nspred+s1+1) = 2*g_2(:,i);
if s1 > s0
ghxx(:,s1*nspred+s0+1) = 2*g_2(:,i);
end
elseif s0 < nspred && s1 < nspred+exo_nbr
ghxu(:,(s0*exo_nbr+s1-nspred+1)) = 2*g_2(:,i);
elseif s0 < nspred+exo_nbr && s1 < nspred+exo_nbr
ghuu(:,(s0-nspred)*exo_nbr+s1-nspred +1) = 2*g_2(:,i);
if s1 > s0
ghuu(:,(s1-nspred)*exo_nbr+s0-nspred+1) = 2*g_2(:,i);
end
else
error('dr1:k_order_perturbation:g_2','Unaccounted columns in g_2');
end
s1 = s1+1;
if s1 == nspred+exo_nbr
s0 = s0+1;
s1 = s0;
end
end % for loop
dr.ghxx = ghxx;
dr.ghxu = ghxu;
dr.ghuu = ghuu;
case 3
if options.pruning
if options.pruning
[err, g_0, g_1, g_2, g_3, derivs] = k_order_perturbation(dr, ...
M,options);
if err
@ -133,7 +84,58 @@ switch(order)
error('order > 3 isn''t implemented')
end
if options.pruning
return
end
nspred = M.nspred;
dr.ghx = dr.g_1(:,1:nspred);
dr.ghu = dr.g_1(:,nspred+1:end);
if options.loglinear == 1
k = find(dr.kstate(:,2) <= M.maximum_endo_lag+1);
klag = dr.kstate(k,[1 2]);
k1 = dr.order_var;
dr.ghx = repmat(1./dr.ys(k1),1,size(dr.ghx,2)).*dr.ghx.* ...
repmat(dr.ys(k1(klag(:,1)))',size(dr.ghx,1),1);
dr.ghu = repmat(1./dr.ys(k1),1,size(dr.ghu,2)).*dr.ghu;
end
if order > 1
dr.ghs2 = 2*g_0;
s0 = 0;
s1 = 0;
ghxx=zeros(endo_nbr, nspred^2);
ghxu=zeros(endo_nbr, nspred*exo_nbr);
ghuu=zeros(endo_nbr, exo_nbr^2);
for i=1:size(g_2,2)
if s0 < nspred && s1 < nspred
ghxx(:,s0*nspred+s1+1) = 2*g_2(:,i);
if s1 > s0
ghxx(:,s1*nspred+s0+1) = 2*g_2(:,i);
end
elseif s0 < nspred && s1 < nspred+exo_nbr
ghxu(:,(s0*exo_nbr+s1-nspred+1)) = 2*g_2(:,i);
elseif s0 < nspred+exo_nbr && s1 < nspred+exo_nbr
ghuu(:,(s0-nspred)*exo_nbr+s1-nspred +1) = 2*g_2(:,i);
if s1 > s0
ghuu(:,(s1-nspred)*exo_nbr+s0-nspred+1) = 2*g_2(:,i);
end
else
error('dr1:k_order_perturbation:g_2','Unaccounted columns in g_2');
end
s1 = s1+1;
if s1 == nspred+exo_nbr
s0 = s0+1;
s1 = s0;
end
end % for loop
dr.ghxx = ghxx;
dr.ghxu = ghxu;
dr.ghuu = ghuu;
end
function y = unfold2(x,n)
y=zeros(size(x,1),n*n);