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Save planner objective function with discretionary_policy

time-shift
Johannes Pfeifer 2015-08-26 10:00:35 +02:00
parent 154980ec8c
commit cc3aeafd00
2 changed files with 9 additions and 5 deletions
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2
matlab/discretionary_policy.m
View File

@ -35,6 +35,6 @@ if options_.noprint == 0
end
%oo_ = evaluate_planner_objective(oo_.dr,M_,oo_,options_);
oo_.planner_objective_value = evaluate_planner_objective(M_,options_,oo_);
options_ = oldoptions;

12
matlab/evaluate_planner_objective.m
View File

@ -92,7 +92,6 @@ if ~isempty(M.endo_histval)
end
end
yhat1 = yhat1(dr.order_var(nstatic+(1:nspred)),1)-dr.ys(dr.order_var(nstatic+(1:nspred)));
yhat2 = yhat2(dr.order_var(nstatic+(1:nspred)),1)-dr.ys(dr.order_var(nstatic+(1:nspred)));
u = oo.exo_simul(1,:)';
[Wyyyhatyhat1, err] = A_times_B_kronecker_C(Wyy,yhat1,yhat1,options.threads.kronecker.A_times_B_kronecker_C);
@ -104,6 +103,7 @@ mexErrCheck('A_times_B_kronecker_C', err);
planner_objective_value(1) = Wbar+Wy*yhat1+Wu*u+Wyuyhatu1 ...
+ 0.5*(Wyyyhatyhat1 + Wuuuu+Wss);
if options.ramsey_policy
yhat2 = yhat2(dr.order_var(nstatic+(1:nspred)),1)-dr.ys(dr.order_var(nstatic+(1:nspred)));
[Wyyyhatyhat2, err] = A_times_B_kronecker_C(Wyy,yhat2,yhat2,options.threads.kronecker.A_times_B_kronecker_C);
mexErrCheck('A_times_B_kronecker_C', err);
[Wyuyhatu2, err] = A_times_B_kronecker_C(Wyu,yhat2,u,options.threads.kronecker.A_times_B_kronecker_C);
@ -115,9 +115,13 @@ end
if ~options.noprint
skipline()
disp('Approximated value of planner objective function')
disp([' - with initial Lagrange multipliers set to 0: ' ...
if options.ramsey_policy
disp([' - with initial Lagrange multipliers set to 0: ' ...
num2str(planner_objective_value(2)) ])
disp([' - with initial Lagrange multipliers set to steady state: ' ...
num2str(planner_objective_value(1)) ])
disp([' - with initial Lagrange multipliers set to steady state: ' ...
num2str(planner_objective_value(1)) ])
elseif options.discretionary_policy
fprintf('with discretionary policy: %10.8f',planner_objective_value(1))
end
skipline()
end