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v4.1: Matlab routines for k_order_perturbation 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3171 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2009-11-29 21:01:40 +00:00
parent 5f05a14b17
commit a715408698
2 changed files with 76 additions and 0 deletions
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7
matlab/dr1.m
View File

@ -51,6 +51,13 @@ function [dr,info,M_,options_,oo_] = dr1(dr,task,M_,options_,oo_)
info = 0;
if options_.use_k_order;
dr = set_state_space(dr,M_);
[dr,info] = k_order_pert(dr,M_,options_,oo_);
oo_.dr = dr;
return;
end
xlen = M_.maximum_endo_lead + M_.maximum_endo_lag + 1;
klen = M_.maximum_endo_lag + M_.maximum_endo_lead + 1;
iyv = M_.lead_lag_incidence';

69
matlab/k_order_pert.m Normal file
View File

@ -0,0 +1,69 @@
function [dr,info] = k_order_pert(dr,M,options,oo)
info = 0;
M.var_order_endo_names = M.endo_names(dr.order_var,:);
order = options.order;
switch(order)
case 1
g_1 = k_order_perturbation(dr,0,M,options, oo , ['.' ...
mexext]);
case 2
[g_0, g_1, g_2] = k_order_perturbation(dr,0,M,options, oo , ['.' ...
mexext]);
case 3
[g_0, g_1, g_2, g_3] = k_order_perturbation(dr,0,M,options, oo , ['.' ...
mexext]);
otherwise
error('order > 3 isn''t implemented')
end
npred = dr.npred;
dr.ghx = g_1(:,1:npred);
dr.ghu = g_1(:,npred+1:end);
if order > 1
dr.ghs2 = 2*g_0;
endo_nbr = M.endo_nbr;
exo_nbr = M.exo_nbr;
s0 = 0;
s1 = 0;
ghxx=zeros(endo_nbr, npred^2);
ghxu=zeros(endo_nbr, npred*exo_nbr);
ghuu=zeros(endo_nbr, exo_nbr^2);
for i=1:size(g_2,2)
if s0 < npred & s1 < npred
ghxx(:,s0*npred+s1+1) = 2*g_2(:,i);
if s1 > s0
ghxx(:,s1*npred+s0+1) = 2*g_2(:,i);
end
elseif s0 < npred & s1 < npred+exo_nbr
ghxu(:,(s0*exo_nbr+s1-npred+1)) = 2*g_2(:,i);
elseif s0 < npred+exo_nbr & s1 < npred+exo_nbr
ghuu(:,(s0-npred)*exo_nbr+s1-npred +1) = 2*g_2(:,i);
if s1 > s0
ghuu(:,(s1-npred)*exo_nbr+s0-npred+1) = 2*g_2(:,i);
end
else
error('dr1:k_order_perturbation:g_2','Unaccounted columns in g_2');
end
s1 = s1+1;
if s1 == npred+exo_nbr
s0 = s0+1;
s1 = s0;
end
end % for loop
dr.ghxx = ghxx;
dr.ghxu = ghxu;
dr.ghuu = ghuu;
end
if order > 2
dr.g_0 = g_0;
dr.g_1 = g_1;
dr.g_2 = g_2;
dr.g_3 = g_3;
end