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

dr_block: fixing bug in solve_foward_complete

time-shift
Michel Juillard 2015-03-07 10:51:28 +01:00
parent 265970c1c9
commit 86f9e53ec6
1 changed files with 10 additions and 11 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

21
matlab/dr_block.m
View File

@ -72,7 +72,7 @@ end;
if (options_.bytecode)
[chck, zz, data]= bytecode('dynamic','evaluate', z, zx, M_.params, dr.ys, 1, data);
else
[r, data] = feval([M_.fname '_dynamic'], options_, M_, oo_, z', zx, M_.params, dr.ys, M_.maximum_lag+1, data);
[r, data] = feval([M_.fname '_dynamic'], z', zx, M_.params, dr.ys, M_.maximum_lag+1, data);
chck = 0;
end;
mexErrCheck('bytecode', chck);
@ -315,13 +315,17 @@ for i = 1:Size;
dr.eigval = [dr.eigval ; data(i).eigval];
case 6
%% ------------------------------------------------------------------
%Solve Forward complete
%Solve Forward complete
if (maximum_lag > 0)
ghx = - jacob(: , n_pred + 1 : n_pred + n_static ...
+ n_pred + n_both) \ jacob(: , 1 : n_pred);
else
ghx = 0;
end;
if maximum_lag > 0 && n_pred > 0
data(i).eigval = eig(- jacob(: , 1 : n_pred) / ...
jacob(: , (n_pred + n_static + 1 : n_pred + n_static + n_pred )));
data(i).eigval = -eig(ghx(n_static+1:end,:));
data(i).rank = 0;
full_rank = (rcond(jacob(: , (n_pred + n_static + 1 : n_pred ...
+ n_static + n_pred ))) > 1e-9);
full_rank = (rcond(ghx(n_static+1:end,:)) > 1e-9);
else
data(i).eigval = [];
data(i).rank = 0;
@ -330,11 +334,6 @@ for i = 1:Size;
dr.eigval = [dr.eigval ; data(i).eigval];
dr.full_rank = dr.full_rank && full_rank;
if task ~= 1
if (maximum_lag > 0)
ghx = - jacob(: , 1 : n_pred) / jacob(: , n_pred + n_static + 1 : n_pred + n_static + n_pred + n_both);
else
ghx = 0;
end;
if other_endo_nbr
fx = data(i).g1_o;
% retrieves the derivatives with respect to endogenous