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Partial information: use the sparse representation of the static model

dprior
Sébastien Villemot 2024-02-06 17:27:41 +01:00
parent 28fc9e7c78
commit a623cb1d12
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GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 18 additions and 10 deletions
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24
matlab/partial_information/PCL_resol.m
View File

@ -25,7 +25,7 @@ function [dr,info]=PCL_resol(ys,check_flag)
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright © 2001-2017 Dynare Team % Copyright © 2001-2024 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -65,7 +65,13 @@ end
dr.ys = ys; dr.ys = ys;
check1 = 0; check1 = 0;
% testing for steadystate file % testing for steadystate file
fh = str2func([M_.fname '.static']); static_resid = str2func(sprintf('%s.sparse.static_resid', M_.fname));
static_g1 = str2func(sprintf('%s.sparse.static_g1', M_.fname));
function [resid, g1] = static_resid_g1(y, x, params)
[resid, T_order, T] = static_resid(y, x, params);
g1 = static_g1(y, x, params, M_.static_g1_sparse_rowval, M_.static_g1_sparse_colval, M_.static_g1_sparse_colptr, T_order, T);
end
if options_.steadystate_flag if options_.steadystate_flag
[dr.ys,check1] = feval([M_.fname '_steadystate'],dr.ys,... [dr.ys,check1] = feval([M_.fname '_steadystate'],dr.ys,...
[oo_.exo_steady_state; ... [oo_.exo_steady_state; ...
@ -87,17 +93,17 @@ else
if ~options_.ramsey_policy if ~options_.ramsey_policy
if options_.linear == 0 if options_.linear == 0
% nonlinear models % nonlinear models
if max(abs(feval(fh,dr.ys,[oo_.exo_steady_state; ... if max(abs(static_resid_g1(dr.ys, [oo_.exo_steady_state; ...
oo_.exo_det_steady_state], M_.params))) > options_.solve_tolf oo_.exo_det_steady_state], M_.params))) > options_.solve_tolf
opt = options_; opt = options_;
opt.jacobian_flag = false; opt.jacobian_flag = false;
[dr.ys, check1] = dynare_solve(fh,dr.ys, options.steady_.maxit, options_.solve_tolf, options_.solve_tolx, ... [dr.ys, check1] = dynare_solve(static_resid_g1, dr.ys, options.steady_.maxit, options_.solve_tolf, options_.solve_tolx, ...
opt, [oo_.exo_steady_state; oo_.exo_det_steady_state], M_.params); opt, [oo_.exo_steady_state; oo_.exo_det_steady_state], M_.params);
end end
else else
% linear models % linear models
[fvec,jacob] = feval(fh,dr.ys,[oo_.exo_steady_state;... [fvec,jacob] = static_resid_g1(dr.ys, [oo_.exo_steady_state;...
oo_.exo_det_steady_state], M_.params); oo_.exo_det_steady_state], M_.params);
if max(abs(fvec)) > 1e-12 if max(abs(fvec)) > 1e-12
dr.ys = dr.ys-jacob\fvec; dr.ys = dr.ys-jacob\fvec;
end end
@ -111,7 +117,7 @@ if check1
resid = check1 ; resid = check1 ;
else else
info(1)= 20; info(1)= 20;
resid = feval(fh,ys,oo_.exo_steady_state, M_.params); resid = static_resid(ys, oo_.exo_steady_state, M_.params);
end end
info(2) = resid'*resid ; info(2) = resid'*resid ;
return return
@ -140,6 +146,8 @@ end
oo_.exo_simul = tempex; oo_.exo_simul = tempex;
tempex = []; tempex = [];
end
% 01/01/2003 MJ added dr_algo == 1 % 01/01/2003 MJ added dr_algo == 1
% 08/24/2001 MJ uses Schmitt-Grohe and Uribe (2001) constant correction % 08/24/2001 MJ uses Schmitt-Grohe and Uribe (2001) constant correction
% in dr.ghs2 % in dr.ghs2

4
matlab/partial_information/add_auxiliary_variables_to_steadystate.m
View File

@ -2,7 +2,7 @@ function ys1 = add_auxiliary_variables_to_steadystate(ys,aux_vars,fname, ...
exo_steady_state, exo_det_steady_state,params, byte_code) exo_steady_state, exo_det_steady_state,params, byte_code)
% Add auxiliary variables to the steady state vector % Add auxiliary variables to the steady state vector
% Copyright © 2009-2023 Dynare Team % Copyright © 2009-2024 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -30,7 +30,7 @@ for i=1:n+1
[exo_steady_state; ... [exo_steady_state; ...
exo_det_steady_state],params); exo_det_steady_state],params);
else else
res = feval([fname '.static'],ys1,... res = feval([fname '.sparse.static_resid'], ys1,...
[exo_steady_state; ... [exo_steady_state; ...
exo_det_steady_state],params); exo_det_steady_state],params);
end end