Fixed bug in extended path routine (appearing when some innovations have zero variance).
parent
e882a2ea36
commit
859335b34f
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@ -146,7 +146,7 @@ covariance_matrix = M_.Sigma_e(positive_var_indx,positive_var_indx);
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covariance_matrix_upper_cholesky = chol(covariance_matrix);
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% (re)Set exo_nbr
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exo_nbr = effective_number_of_shocks;
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%exo_nbr = effective_number_of_shocks;
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% Set seed.
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if options_.ep.set_dynare_seed_to_default
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@ -267,9 +267,8 @@ while (t<sample_size)
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% If the previous call to the perfect foresight model solver exited
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% announcing that the routine converged, adapt the size of endo_simul_1
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% and exo_simul_1.
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endo_simul_1 = [endo_simul_1, repmat(steady_state,1,ep.step)];
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endo_simul_1(:,t+1) = tmp;
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exo_simul_1 = [exo_simul_1; zeros(ep.step,size(shocks,2))];
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endo_simul_1 = [ tmp , repmat(steady_state,1,ep.step) ];
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exo_simul_1 = [ exo_simul_1 ; zeros(ep.step,exo_nbr)];%size(shocks,2)) ];
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tmp_old = tmp;
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else
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% If the previous call to the perfect foresight model solver exited
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@ -278,7 +277,7 @@ while (t<sample_size)
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% to know where the routine did stop, even if convergence was not
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% achieved.
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endo_simul_1 = [ endo_simul_1 , repmat(steady_state,1,ep.step) ];
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exo_simul_1 = [ exo_simul_1 ; zeros(ep.step,size(shocks,2)) ];
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exo_simul_1 = [ exo_simul_1 ; zeros(ep.step,exo_nbr)];%size(shocks,2)) ];
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end
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% Solve the perfect foresight model with an increased number of periods.
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if bytecode_flag
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