more functions adapred to v4
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@452 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
michel
parent
5c10228211
commit
8ef7347759
129
matlab/check.m
129
matlab/check.m
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@ -1,61 +1,68 @@
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% Copyright (C) 2001 Michel Juillard
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function result = check
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global M_ oo_ options_ it_
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tempex = oo_.exo_simul;
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if ~options_.initval_file
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oo_.exo_simul = ones(M_.maximum_lead+M_.maximum_lag+1,1)*transpose(oo_.exo_steady_state);
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end
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% check if ys is steady state
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it_ = M_.maximum_lag+1;
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fh = str2func([M_.fname '_static']);
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if max(abs(feval(fh,oo_.steady_state,oo_.exo_simul))) > options_.dynatol
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if exist([M_.fname '_steadystate'])
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[dr.ys, cheik] = feval([M_.fname '_steadystate'],oo_.steady_state,oo_.exo_simul);
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else
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[dr.ys, cheik] = dynare_solve([M_.fname '_static'], ...
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oo_.steady_state,oo_.exo_simul);
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end
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if cheik
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error('CHECK: convergence problem in DYNARE_SOLVE')
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end
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else
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dr.ys = oo_.steady_state;
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end
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dr = dr1(1,dr,1);
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oo_.exo_simul = tempex;
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nyf = nnz(dr.kstate(:,2)>M_.maximum_lag+1);
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[m_lambda,i]=sort(abs(oo_.eigenvalues));
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disp(' ')
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disp('EIGENVALUES:')
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disp(sprintf('%16s %16s %16s\n','Modulus','Real','Imaginary'))
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z=[m_lambda real(oo_.eigenvalues(i)) imag(oo_.eigenvalues(i))]';
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disp(sprintf('%16.4g %16.4g %16.4g\n',z))
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options_ = set_default_option(options_,'qz_criterium',1.000001);
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disp(sprintf('\nThere are %d eigenvalue(s) larger than 1 in modulus ', ...
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nnz(abs(oo_.eigenvalues) > options_.qz_criterium)));
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disp(sprintf('for %d forward-looking variable(s)',nyf));
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disp(' ')
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if dr.rank == nyf
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disp('The rank condition is verified.')
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else
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disp('The rank conditions ISN''T verified!')
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end
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disp(' ')
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% keep oo_.eigenvalues for backward compatibility
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% oo_.eigenvalues = oo_.eigenvalues;
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% 2/9/99 MJ: line 15, added test for absence of exogenous variable.
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% 8/27/2000 MJ: change JACOB call. Added ...,1 to cumsum()
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% 6/24/01 MJ: added count of abs(eigenvalues) > 1
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% 2/21/02 MJ: count eigenvalues > 1[+1e-5]
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% 01/22/03 MJ: warning(warning_state) needs parentheses for Matlab 6.5
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% 03/20/03 MJ: changed name of global from lambda to oo_.eigenvalues to avoid
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% name conflicts with parameters
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% 05/21/03 MJ: replace computation by dr1.m and add rank check
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% 06/05/03 MJ: corrected bug when M_.maximum_lag > 0
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% 22/01/05 SA: variable check --> cheik.
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% Copyright (C) 2001 Michel Juillard
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%
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function result = check
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global M_ options_ oo_
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global it_
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temp_options = options_;
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tempex = oo_.exo_simul;
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if ~options_.initval_file
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oo_.exo_simul = ones(M_.maximum_lead+M_.maximum_lag+1,1)*oo_.exo_steady_state';
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end
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options_ = set_default_option(options_,'noprint',0);
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options_ = set_default_option(options_,'order',1);
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options_ = set_default_option(options_,'dr_algo',0);
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[dr, info] = resol(oo_.steady_state,1);
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if info(1) ~= 0 & info(1) ~= 3 & info(1) ~= 4
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print_info(info);
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end
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oo_.exo_simul = tempex;
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eigenvalues_ = dr.eigval;
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nyf = nnz(dr.kstate(:,2)>M_.maximum_lag+1);
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[m_lambda,i]=sort(abs(eigenvalues_));
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if options_.noprint == 0
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disp(' ')
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disp('EIGENVALUES:')
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disp(sprintf('%16s %16s %16s\n','Modulus','Real','Imaginary'))
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z=[m_lambda real(eigenvalues_(i)) imag(eigenvalues_(i))]';
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disp(sprintf('%16.4g %16.4g %16.4g\n',z))
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options_ = set_default_option(options_,'qz_criterium',1.000001);
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disp(sprintf('\nThere are %d eigenvalue(s) larger than 1 in modulus ', ...
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nnz(abs(eigenvalues_) > options_.qz_criterium)));
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disp(sprintf('for %d forward-looking variable(s)',nyf));
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disp(' ')
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if info(1) == 0
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if dr.rank == nyf
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disp('The rank condition is verified.')
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else
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disp('The rank conditions ISN''T verified!')
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end
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disp(' ')
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end
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end
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% keep lambda_ for backward compatibility
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lambda_ = eigenvalues_;
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options_ = temp_options;
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% 2/9/99 MJ: line 15, added test for absence of exogenous variable.
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% 8/27/2000 MJ: change JACOB call. Added ...,1 to cumsum()
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% 6/24/01 MJ: added count of abs(eigenvalues) > 1
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% 2/21/02 MJ: count eigenvalues > 1[+1e-5]
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% 01/22/03 MJ: warning(warning_state) needs parentheses for Matlab 6.5
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% name conflicts with parameters
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% 05/21/03 MJ: replace computation by dr1.m and add rank check
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% 06/05/03 MJ: corrected bug when M_.maximum_lag > 0
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@ -41,10 +41,12 @@ elseif k <= (estim_params_.nvx+estim_params_.nvn+estim_params_.ncx+ ...
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texnam =['$ CC_{' tname '} $'];
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end
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else
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jj = k - (estim_params_.nvx+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn);
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nam = deblank(estim_params_.user_param_names(jj,:));
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jj = k - (estim_params_.nvx+estim_params_.nvn+estim_params_.ncx+ ...
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estim_params_.ncn);
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jj1 = estim_params_.param_vals(jj,1);
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nam = deblank(M_.param_names(jj1,:));
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if TeX
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texnam = ['$ ' deblank(estim_params_.tex(jj,:)) ' $'];
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texnam = ['$ ' deblank(M_.param_names_tex(jj1,:)) ' $'];
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end
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end
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@ -1,16 +1,16 @@
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% Copyright (C) 2001 Michel Juillard
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%
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function resid(options_.periods)
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function resid(period)
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global M_ options_ oo_ it_ endval_ z
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oo_.exo_simul = ones(M_.maximum_lag+M_.maximum_lead+options_.periods,1)*oo_.exo_steady_state';
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oo_.exo_simul = ones(M_.maximum_lag+M_.maximum_lead+period,1)*oo_.exo_steady_state';
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n = size(M_.lead_lag_incidence,2);
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% if ~ options_.initval_file | size(oo_.y_simul,2) ~= options_.periods+M_.maximum_lag+M_.maximum_lead
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% if ~ options_.initval_file | size(oo_.y_simul,2) ~= period+M_.maximum_lag+M_.maximum_lead
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if ~ options_.initval_file
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if size(oo_.steady_state,1) == 1 & oo_.steady_state == 0
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oo_.steady_state = zeros(size(oo_.steady_state,1),1) ;
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end
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oo_.y_simul = oo_.steady_state*ones(1,options_.periods+M_.maximum_lag+M_.maximum_lead) ;
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oo_.y_simul = oo_.steady_state*ones(1,period+M_.maximum_lag+M_.maximum_lead) ;
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if endval_ == 1
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oo_.y_simul(:,1:M_.maximum_lag) = ys0_*ones(1,M_.maximum_lag) ;
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end
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@ -20,14 +20,14 @@ function resid(options_.periods)
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iyr0 = find(i(:));
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y =oo_.y_simul(:);
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z = zeros(n,options_.periods);
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fh = str2func([M_.fname '_static']);
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for it_=M_.maximum_lag+1:options_.periods+M_.maximum_lag
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z(:,it_-M_.maximum_lag) = feval(fh,y(iyr0));
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z = zeros(n,period);
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fh = str2func([M_.fname '_dynamic']);
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for it_=M_.maximum_lag+1:period+M_.maximum_lag
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z(:,it_-M_.maximum_lag) = feval(fh,y(iyr0),oo_.exo_simul);
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iyr0 = iyr0 + n;
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end
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disp([[1:options_.periods]' z']);
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disp([[1:period]' z']);
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@ -9,8 +9,10 @@ function steady(linear)
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disp(' ')
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disp('STEADY-STATE RESULTS:')
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disp(' ')
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endo_names = M_.endo_names;
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steady_state = oo_.steady_state;
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for i=1:size(oo_.steady_state,1)
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disp(sprintf('%s \t\t %g',M_.endo_names(i,:),oo_.steady_state(i)));
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disp(sprintf('%s \t\t %g',endo_names(i,:),steady_state(i)));
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end
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if isempty(ys0_)
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