correction exo_det

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@447 ac1d8469-bf42-47a9-8791-bf33cf982152

matlab/make_ex_.m

@@ -1,13 +1,16 @@
 % Copyright (C) 2001 Michel Juillard
 %
 function make_ex_
-  global M_ options_ oo_ ex0_ 
+  global M_ options_ oo_ ex0_ ex_det0_
   
   options_ = set_default_option(options_,'periods',0);
   
   if isempty(oo_.exo_steady_state)
     oo_.exo_steady_state = zeros(M_.exo_nbr,1);
   end
+  if M_.exo_det_nbr > 1 & isempty(oo_.exo_det_steadystate)
+    oo_.exo_det_steadystate = zeros(M_.exo_det_nbr,1);
+  end
   if isempty(oo_.exo_simul)
     if isempty(ex0_)
       oo_.exo_simul = [ones(M_.maximum_lag+options_.periods+M_.maximum_lead,1)*oo_.exo_steady_state'];
@@ -30,5 +33,29 @@ function make_ex_
 						  1),1)*oo_.exo_steady_state'];
     end
   end
+  if M_.exo_det_nbr > 0
+    if isempty(oo_.exo_det_simul)
+      if isempty(ex_det0_)
+	oo_.exo_det_simul = [ones(ykmin_+options_.periods+ykmax_,1)*M_.exo_det_steadystate'];
+      else
+	oo_.exo_det_simul = [ones(ykmin_,1)*ex_det0_';ones(options_.periods+ykmax_,1)*M_.exo_det_steadystate'];
+      end
+    elseif size(oo_.exo_det_simul,2) < length(M_.exo_det_steadystate)
+      k = size(oo_.exo_det_simul,2)+1:length(M_.exo_det_steadystate);
+      if isempty(ex_det0_)
+	oo_.exo_det_simul = [oo_.exo_det_simul ones(ykmin_+size(oo_.exo_det_simul,1)+ykmax_,1)*M_.exo_det_steadystate(k)'];
+      else
+	oo_.exo_det_simul = [oo_.exo_det_simul [ones(ykmin_,1)*ex_det0_(k)'; ones(size(oo_.exo_det_simul,1)-ykmin_+ykmax_, ...
+						  1)*M_.exo_det_steadystate(k)']];
+      end
+    elseif size(oo_.exo_det_simul,1) < ykmin_+ykmax_+options_.periods
+      if isempty(ex_det0_)
+	oo_.exo_det_simul = [oo_.exo_det_simul; ones(ykmin_+options_.periods+ykmax_-size(oo_.exo_det_simul,1),1)*M_.exo_det_steadystate'];
+      else
+	oo_.exo_det_simul = [ones(ykmin_,1)*ex_det0_'; oo_.exo_det_simul; ones(options_.periods+ykmax_-size(oo_.exo_det_simul, ...
+						  1),1)*M_.exo_det_steadystate'];
+      end
+    end
+  end
     
 	     

matlab/resol.m

@@ -1,60 +1,66 @@
 % Copyright (C) 2001 Michel Juillard
 %
-function dr=resol(ys,algo,linear,iorder)
+function [dr,info]=resol(ys,check_flag)
-
 global M_ options_ oo_
-global  it_  means_ stderrs_
+% info: same as dr1 
+global it_
+% plus: 
+% 11 .... same as dr1 for dr_algo = 2
+% 20: can't find steady state info(2) contains sum of sqare residuals
 
+  
 
-if linear == 1
+options_ = set_default_option(options_,'olr',0);
-  iorder =1;
+info = 0;
-end
 
-xlen = M_.maximum_lead + M_.maximum_lag + 1;
-klen = M_.maximum_lag + M_.maximum_lead + 1;
-iyv = M_.lead_lag_incidence';
-iyv = iyv(:);
-iyr0 = find(iyv) ;
 it_ = M_.maximum_lag + 1 ;
 
 if M_.exo_nbr == 0
   oo_.exo_steady_state = [] ;
 end
 
-if ~ M_.lead_lag_incidence(M_.maximum_lag+1,:) > 0
-  error ('RESOL: Error in model specification: some variables don"t appear as current') ;
-end
-
-%if xlen > 1
-%  error (['RESOL: stochastic exogenous variables must appear only at the' ...
-%	  ' current period. Use additional endogenous variables']) ;
-%end
-
-
 % check if ys is steady state
 tempex = oo_.exo_simul;
-oo_.exo_simul = repmat(oo_.exo_steady_state',options_.periods + M_.maximum_lag + M_.maximum_lead,1);
+oo_.exo_simul = repmat(oo_.exo_steady_state',M_.maximum_lag+M_.maximum_lead+1,1);
-fh = str2func([M_.fname '_static']);
+if M_.exo_det_nbr > 0 
-if max(abs(feval(fh,ys,oo_.exo_simul))) > options_.dynatol
+  tempexdet = oo_.exo_det_simul;
+  oo_.exo_det_simul = ones(M_.maximum_lag+1,1)*oo_.exo_steady_statedet_';
+end
+fh = str2func([M_.fname '_fff']);
+if max(abs(feval(fh,ys))) > dynatol_ & options_.olr == 0
   if exist([M_.fname '_steadystate'])
-    [dr.ys,check] = feval([M_.fname '_steadystate'],ys,oo_.exo_simul);
+    [dr.ys,check1] = feval([M_.fname '_steadystate'],ys);
   else
-    [dr.ys, check] = dynare_solve([M_.fname '_static'],ys,oo_.exo_simul);
+    [dr.ys,check1] = dynare_solve([M_.fname '_fff'],ys);
   end
-  if check
+  if check1
-    error('RESOL: convergence problem in DYNARE_SOLVE')
+    info(1) = 20;
+    resid = feval(fh,ys);
+    info(2) = resid'*resid; % penalty...
+    return
   end
-else
+else 
   dr.ys = ys;
 end
 
 dr.fbias = zeros(M_.endo_nbr,1);
-dr = dr1(iorder,dr,0);
+[dr,info] = dr1(dr,check_flag);
 
-if algo == 1 & iorder > 1
+if info(1)
+  return
+end
+
+if options_.dr_algo == 1 & options_.order > 1
   dr.ys = dynare_solve('dr2',ys,dr);
-  dr.fbias = 2*feval([M_.fname '_static'],dr.ys,oo_.exo_simul);
+  dr.fbias = 2*feval([M_.fname '_fff'],dr.ys);
-  dr = dr1(iorder,dr,0);
+  [dr, info1] = dr1(dr,check_flag);
+  if info1(1)
+    info(1) = info(1)+10;
+    return
+  end
+end
+if M_.exo_det_nbr > 0
+  oo_.exo_det_simul = tempexdet;
 end
 oo_.exo_simul = tempex;
 tempex = [];
@@ -62,7 +68,4 @@ tempex = [];
 % 01/01/2003 MJ added dr_algo == 1
 % 08/24/2001 MJ uses Schmitt-Grohe and Uribe (2001) constant correction
 %               in dr.ghs2 
-% 05/26/2003 MJ added temporary values for oo_.exo_simul
+% 05/26/2003 MJ added temporary values for oo_.exo_simul
-
-
-