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added a local variable for maximum_lag

time-shift
Michel Juillard 2015-01-15 13:55:48 +01:00
parent 470fbbe0b2
commit 8a52ef599b
1 changed files with 12 additions and 11 deletions
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23
matlab/sim1.m
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@ -40,6 +40,7 @@ lead_lag_incidence = M_.lead_lag_incidence;
ny = M_.endo_nbr;
maximum_lag = M_.maximum_lag;
max_lag = M_.maximum_endo_lag;
nyp = nnz(lead_lag_incidence(1,:)) ;
@ -69,7 +70,7 @@ i_cols_T = nonzeros(lead_lag_incidence(1:2,:)');
i_cols_0 = nonzeros(lead_lag_incidence(2,:)');
i_cols_A0 = find(lead_lag_incidence(2,:)');
i_cols_j = 1:nd;
i_upd = M_.maximum_lag*ny+(1:periods*ny);
i_upd = maximum_lag*ny+(1:periods*ny);
Y = endo_simul(:);
@ -80,7 +81,7 @@ fprintf('MODEL SIMULATION:\n');
model_dynamic = str2func([M_.fname,'_dynamic']);
z = Y(find(lead_lag_incidence'));
[d1,jacobian] = model_dynamic(z,oo_.exo_simul, params, ...
steady_state,M_.maximum_lag+1);
steady_state,maximum_lag+1);
A = sparse([],[],[],periods*ny,periods*ny,periods*nnz(jacobian));
res = zeros(periods*ny,1);
@ -95,16 +96,16 @@ for iter = 1:options_.simul.maxit
i_rows = 1:ny;
i_cols_A = find(lead_lag_incidence');
i_cols = i_cols_A+(M_.maximum_lag-1)*ny;
i_cols = i_cols_A+(maximum_lag-1)*ny;
for it = (M_.maximum_lag+1):(M_.maximum_lag+periods)
for it = (maximum_lag+1):(maximum_lag+periods)
[d1,jacobian] = model_dynamic(Y(i_cols), exo_simul, params, steady_state,it);
if it == M_.maximum_lag+periods && it == M_.maximum_lag+1
if it == maximum_lag+periods && it == maximum_lag+1
A(i_rows,i_cols_A0) = jacobian(:,i_cols_0);
elseif it == M_.maximum_lag+periods
elseif it == maximum_lag+periods
A(i_rows,i_cols_A(i_cols_T)) = jacobian(:,i_cols_T);
elseif it == M_.maximum_lag+1
elseif it == maximum_lag+1
A(i_rows,i_cols_A1) = jacobian(:,i_cols_1);
else
A(i_rows,i_cols_A) = jacobian(:,i_cols_j);
@ -116,7 +117,7 @@ for iter = 1:options_.simul.maxit
dr = max(abs(d1));
if dr<azero
vperiods(iter) = it;
periods = it-M_.maximum_lag;
periods = it-maximum_lag;
break
end
end
@ -124,7 +125,7 @@ for iter = 1:options_.simul.maxit
i_rows = i_rows + ny;
i_cols = i_cols + ny;
if it > M_.maximum_lag+1
if it > maximum_lag+1
i_cols_A = i_cols_A + ny;
end
end
@ -170,7 +171,7 @@ if stop
oo_.deterministic_simulation.error = err;
oo_.deterministic_simulation.iterations = iter;
oo_.deterministic_simulation.periods = vperiods(1:iter);
oo_.endo_simul = reshape(Y,ny,periods+M_.maximum_lag+M_.maximum_lead);
oo_.endo_simul = reshape(Y,ny,periods+maximum_lag+M_.maximum_lead);
skipline();
fprintf('\nSimulation terminated after %d iterations.\n',iter);
fprintf('Total time of simulation: %16.13f\n',etime(clock,h1));
@ -190,7 +191,7 @@ if stop
oo_.deterministic_simulation.error = err;
oo_.deterministic_simulation.iterations = iter;
oo_.deterministic_simulation.periods = vperiods(1:iter);
oo_.endo_simul = reshape(Y,ny,periods+M_.maximum_lag+M_.maximum_lead);
oo_.endo_simul = reshape(Y,ny,periods+maximum_lag+M_.maximum_lead);
end
elseif ~stop
skipline();