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Merge pull request #1148 from JohannesPfeifer/foresight_imaginary 

Add check whether real part of complex solution solves the model
time-shift
MichelJuillard 2016-04-12 13:06:26 +02:00
parent 8f1eb47a5e 6bca322809
commit 62efd9930e
2 changed files with 27 additions and 7 deletions
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26
matlab/perfect-foresight-models/perfect_foresight_solver.m
View File

@ -173,7 +173,31 @@ if ~oo_.deterministic_simulation.status && ~options_.no_homotopy
warning(warning_old_state);
end
if oo_.deterministic_simulation.status == 1
if ~isreal(oo_.endo_simul(:)) %can only happen without bytecode
y0 = real(oo_.endo_simul(:,1));
yT = real(oo_.endo_simul(:,options_.periods+2));
yy = real(oo_.endo_simul(:,2:options_.periods+1));
illi = M_.lead_lag_incidence';
[i_cols,junk,i_cols_j] = find(illi(:));
illi = illi(:,2:3);
[i_cols_J1,junk,i_cols_1] = find(illi(:));
i_cols_T = nonzeros(M_.lead_lag_incidence(1:2,:)');
residuals = perfect_foresight_problem(yy(:),str2func([M_.fname '_dynamic']), y0, yT, ...
oo_.exo_simul,M_.params,oo_.steady_state, ...
M_.maximum_lag,options_.periods,M_.endo_nbr,i_cols, ...
i_cols_J1, i_cols_1, i_cols_T, i_cols_j, ...
M_.NNZDerivatives(1));
if max(abs(residuals))< options_.dynatol.f
oo_.deterministic_simulation.status = 1;
oo_.endo_simul=real(oo_.endo_simul);
else
oo_.deterministic_simulation.status = 0;
disp('Simulation terminated with imaginary parts in the residuals or endogenous variables.')
end
end
if oo_.deterministic_simulation.status == 1
disp('Perfect foresight solution found.')
else
disp('Failed to solve perfect foresight model')

8
matlab/perfect-foresight-models/sim1.m
View File

@ -186,7 +186,7 @@ end
if stop
if any(isnan(res)) || any(isinf(res)) || any(isnan(Y)) || any(isinf(Y)) || ~isreal(res) || ~isreal(Y)
if any(isnan(res)) || any(isinf(res)) || any(isnan(Y)) || any(isinf(Y))
oo.deterministic_simulation.status = false;% NaN or Inf occurred
oo.deterministic_simulation.error = err;
oo.deterministic_simulation.iterations = iter;
@ -195,11 +195,7 @@ if stop
if verbose
skipline()
disp(sprintf('Total time of simulation: %s.', num2str(etime(clock,h1))))
if ~isreal(res) || ~isreal(Y)
disp('Simulation terminated with imaginary parts in the residuals or endogenous variables.')
else
disp('Simulation terminated with NaN or Inf in the residuals or endogenous variables.')
end
disp('Simulation terminated with NaN or Inf in the residuals or endogenous variables.')
disp('There is most likely something wrong with your model. Try model_diagnostics or another simulation method.')
printline(105)
end