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

Cosmetic/Efficiency changes.

time-shift
Stéphane Adjemian (Charybdis) 2013-12-30 15:41:06 +01:00
parent c3a9f0b972
commit 893a0ef8ad
1 changed files with 13 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

17
matlab/sim1.m
View File

@ -34,6 +34,7 @@ global M_ options_ oo_
endogenous_terminal_period = options_.endogenous_terminal_period;
vperiods = options_.periods*ones(1,options_.simul.maxit);
azero = options_.dynatol.f/1e7;
lead_lag_incidence = M_.lead_lag_incidence;
@ -83,7 +84,11 @@ z = Y(find(lead_lag_incidence'));
A = sparse([],[],[],periods*ny,periods*ny,periods*nnz(jacobian));
res = zeros(periods*ny,1);
o_periods = periods;
ZERO = zeros(length(i_upd),1);
h1 = clock ;
for iter = 1:options_.simul.maxit
h2 = clock ;
@ -109,8 +114,9 @@ for iter = 1:options_.simul.maxit
if endogenous_terminal_period && iter>1
dr = max(abs(d1));
if 10000*dr<options_.dynatol.f && 100*max(abs(res(i_rows(end)+1:end)))<options_.dynatol.f
if dr<azero
vperiods(iter) = it;
periods = it-M_.maximum_lag;
break
end
end
@ -124,6 +130,7 @@ for iter = 1:options_.simul.maxit
end
err = max(abs(res));
if options_.debug
fprintf('\nLargest absolute residual at iteration %d: %10.3f\n',iter,err);
if any(isnan(res)) || any(isinf(res)) || any(isnan(Y)) || any(isinf(Y))
@ -131,13 +138,14 @@ for iter = 1:options_.simul.maxit
end
skipline()
end
if err < options_.dynatol.f
stop = 1 ;
break
end
if endogenous_terminal_period && iter>1
dy = zeros(length(i_upd),1);
dy = ZERO;
dy(1:i_rows(end)) = -A(1:i_rows(end),1:i_rows(end))\res(1:i_rows(end));
else
dy = -A\res;
@ -148,7 +156,8 @@ for iter = 1:options_.simul.maxit
end
if endogenous_terminal_period
err = evaluate_max_dynamic_residual(model_dynamic, Y, oo_.exo_simul, params, steady_state, periods, ny, max_lag, lead_lag_incidence);
err = evaluate_max_dynamic_residual(model_dynamic, Y, oo_.exo_simul, params, steady_state, o_periods, ny, max_lag, lead_lag_incidence);
periods = o_periods;
end