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Move filling of decision rules to respective orders 

Previously, with pruning set to 1 and the option k_order_solver, the
fields like dr.ghu were not set in k_order_pert, even at order=1. But
stoch_simul tries to use them to display the decision rules. Similarly
for order 2. The respective setting of the decision rule fields is now
moved to the respective cases and always conducted at order 1 and
conducted at order 2. This avoids crashes if decision rules of
theoretical moments are requested.
time-shift
Johannes Pfeifer 2013-05-13 19:23:38 +02:00
parent 42081aec88
commit cc5527c843
1 changed files with 50 additions and 52 deletions
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102
matlab/k_order_pert.m
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@ -39,6 +39,20 @@ switch(order)
return;
end
dr.g_1 = g_1;
dr.ghx = dr.g_1(:,1:nspred);
dr.ghu = dr.g_1(:,nspred+1:end);
if options.loglinear == 1
k = find(dr.kstate(:,2) <= M.maximum_endo_lag+1);
klag = dr.kstate(k,[1 2]);
k1 = dr.order_var;
dr.ghx = repmat(1./dr.ys(k1),1,size(dr.ghx,2)).*dr.ghx.* ...
repmat(dr.ys(k1(klag(:,1)))',size(dr.ghx,1),1);
dr.ghu = repmat(1./dr.ys(k1),1,size(dr.ghu,2)).*dr.ghu;
end
case 2
[err, g_0, g_1, g_2] = k_order_perturbation(dr,M,options);
if err
@ -48,8 +62,43 @@ switch(order)
dr.g_0 = g_0;
dr.g_1 = g_1;
dr.g_2 = g_2;
dr.ghx = dr.g_1(:,1:nspred);
dr.ghu = dr.g_1(:,nspred+1:end);
dr.ghs2 = 2*g_0;
s0 = 0;
s1 = 0;
ghxx=zeros(endo_nbr, nspred^2);
ghxu=zeros(endo_nbr, nspred*exo_nbr);
ghuu=zeros(endo_nbr, exo_nbr^2);
for i=1:size(g_2,2)
if s0 < nspred && s1 < nspred
ghxx(:,s0*nspred+s1+1) = 2*g_2(:,i);
if s1 > s0
ghxx(:,s1*nspred+s0+1) = 2*g_2(:,i);
end
elseif s0 < nspred && s1 < nspred+exo_nbr
ghxu(:,(s0*exo_nbr+s1-nspred+1)) = 2*g_2(:,i);
elseif s0 < nspred+exo_nbr && s1 < nspred+exo_nbr
ghuu(:,(s0-nspred)*exo_nbr+s1-nspred +1) = 2*g_2(:,i);
if s1 > s0
ghuu(:,(s1-nspred)*exo_nbr+s0-nspred+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 == nspred+exo_nbr
s0 = s0+1;
s1 = s0;
end
end % for loop
dr.ghxx = ghxx;
dr.ghxu = ghxu;
dr.ghuu = ghuu;
case 3
if options.pruning
if options.pruning
[err, g_0, g_1, g_2, g_3, derivs] = k_order_perturbation(dr, ...
M,options);
if err
@ -84,58 +133,7 @@ switch(order)
error('order > 3 isn''t implemented')
end
if options.pruning
return
end
nspred = M.nspred;
dr.ghx = dr.g_1(:,1:nspred);
dr.ghu = dr.g_1(:,nspred+1:end);
if options.loglinear == 1
k = find(dr.kstate(:,2) <= M.maximum_endo_lag+1);
klag = dr.kstate(k,[1 2]);
k1 = dr.order_var;
dr.ghx = repmat(1./dr.ys(k1),1,size(dr.ghx,2)).*dr.ghx.* ...
repmat(dr.ys(k1(klag(:,1)))',size(dr.ghx,1),1);
dr.ghu = repmat(1./dr.ys(k1),1,size(dr.ghu,2)).*dr.ghu;
end
if order > 1
dr.ghs2 = 2*g_0;
s0 = 0;
s1 = 0;
ghxx=zeros(endo_nbr, nspred^2);
ghxu=zeros(endo_nbr, nspred*exo_nbr);
ghuu=zeros(endo_nbr, exo_nbr^2);
for i=1:size(g_2,2)
if s0 < nspred && s1 < nspred
ghxx(:,s0*nspred+s1+1) = 2*g_2(:,i);
if s1 > s0
ghxx(:,s1*nspred+s0+1) = 2*g_2(:,i);
end
elseif s0 < nspred && s1 < nspred+exo_nbr
ghxu(:,(s0*exo_nbr+s1-nspred+1)) = 2*g_2(:,i);
elseif s0 < nspred+exo_nbr && s1 < nspred+exo_nbr
ghuu(:,(s0-nspred)*exo_nbr+s1-nspred +1) = 2*g_2(:,i);
if s1 > s0
ghuu(:,(s1-nspred)*exo_nbr+s0-nspred+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 == nspred+exo_nbr
s0 = s0+1;
s1 = s0;
end
end % for loop
dr.ghxx = ghxx;
dr.ghxu = ghxu;
dr.ghuu = ghuu;
end
function y = unfold2(x,n)
y=zeros(size(x,1),n*n);