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put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m

time-shift
Michel Juillard 2011-03-14 11:40:40 +01:00
parent e029d46697
commit 87e4125fa4
3 changed files with 10 additions and 8 deletions
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4
matlab/dynare_identification.m
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@ -178,7 +178,9 @@ if iload <=0,
oo0=oo_;
tau=[oo_.dr.ys(oo_.dr.order_var); vec(A); dyn_vech(B*M_.Sigma_e*B')];
yy0=oo_.dr.ys(I);
[residual, g1 ] = feval([M_.fname,'_dynamic'],yy0, oo_.exo_steady_state', M_.params,1);
[residual, g1 ] = feval([M_.fname,'_dynamic'],yy0, ...
oo_.exo_steady_state', M_.params, ...
oo_.dr.ys, 1);
if burnin_iteration<BurninSampleSize,
burnin_iteration = burnin_iteration + 1;

9
matlab/getH.m
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@ -30,10 +30,13 @@ yy0=oo_.dr.ys(I);
% for j=1:size(M_.lead_lag_incidence,1);
% yy0 = [ yy0; oo_.dr.ys(find(M_.lead_lag_incidence(j,:)))];
% end
[df, gp] = feval([M_.fname,'_params_derivs'],yy0, oo_.exo_steady_state', M_.params, 1);
[residual, g1 ] = feval([M_.fname,'_dynamic'],yy0, oo_.exo_steady_state', M_.params,1);
[df, gp] = feval([M_.fname,'_params_derivs'],yy0, oo_.exo_steady_state', ...
M_.params, oo_.dr.ys, 1);
[residual, g1 ] = feval([M_.fname,'_dynamic'],yy0, oo_.exo_steady_state', ...
M_.params, oo_.dr.ys, 1);
[residual, g1, g2 ] = feval([M_.fname,'_dynamic'],yy0, oo_.exo_steady_state', M_.params,1);
[residual, g1, g2 ] = feval([M_.fname,'_dynamic'],yy0, oo_.exo_steady_state', ...
M_.params, oo_.dr.ys, 1);
[residual, gg1] = feval([M_.fname,'_static'],oo_.dr.ys, oo_.exo_steady_state', M_.params);
% df = feval([M_.fname,'_model_derivs'],yy0, oo_.exo_steady_state', M_.params, 1);
dyssdtheta = -gg1\df;

5
preprocessor/DynamicModel.cc
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@ -3333,14 +3333,11 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_params_derivs(y, x, params, it_, ss_param_deriv, ss_param_2nd_deriv)" << endl
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_params_derivs(y, x, params, steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
if (isUnaryOpUsed(oSteadyState))
paramsDerivsFile << "global oo_;" << endl << endl;
writeModelLocalVariables(paramsDerivsFile, oMatlabDynamicModel);
writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, oMatlabDynamicModel);