stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Removed persistent variable. Don't know if persistent variables are working as expected 

with recursively called functions.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3354 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2010-01-13 10:14:55 +00:00
parent 366ee2212c
commit c5cf610fdf
1 changed files with 9 additions and 15 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

24
matlab/extended_path.m
View File

@ -119,8 +119,7 @@ while (t<=sample_size)
info.iterations
end
if ~info.convergence
clear homotopic_steps;
INFO = homotopic_steps(tdx,positive_var_indx,shocks,norme,.5,init);
INFO = homotopic_steps(tdx,positive_var_indx,shocks,norme,.5,init,0);
if verbose
norme
info
@ -147,15 +146,14 @@ end
function info = homotopic_steps(tdx,positive_var_indx,shocks,init_weight,step,init)
function [info,number_of_calls] = homotopic_steps(tdx,positive_var_indx,shocks,init_weight,step,init,number_of_calls)
global oo_
persistent number_of_calls
if isempty(number_of_calls)
number_of_calls = 1;
else
number_of_calls = number_of_calls + 1;
end
number_of_calls = number_of_calls + 1;
max_number_of_calls = 50;
if number_of_calls>max_number_of_calls
info = NaN;
return
end
max_iter = 100;
weight = init_weight;
verbose = 0;
@ -167,7 +165,7 @@ while iter<=max_iter && weight<=1
old_weight = weight;
weight = weight+step;
oo_.exo_simul(tdx,positive_var_indx) = weight*shocks+(1-weight);
if init
if init
info = perfect_foresight_simulation(oo_.dr,oo_.steady_state);
else
info = perfect_foresight_simulation;
@ -194,14 +192,10 @@ while iter<=max_iter && weight<=1
end
if reduce_step
step=step/1.5;
info = homotopic_steps(tdx,positive_var_indx,shocks,old_weight,step,init);
[info,number_of_calls] = homotopic_steps(tdx,positive_var_indx,shocks,old_weight,step,init,number_of_calls);
time = time+info.time;
return
end
if number_of_calls>max_number_of_calls
info = NaN;
return
end
if weight<1 && iter<max_iter
oo_.exo_simul(tdx,positive_var_indx) = shocks;
if init