v4.1: add provision for <modfile>_steady_state.m and auxiliary variables for leads on more than 1 period
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3022 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
michel
parent
ed5bad62c3
commit
ce5c510d06
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@ -1,9 +1,27 @@
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function ys1 = add_auxiliary_variables_to_steadystate(ys,aux_vars)
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function ys1 = add_auxiliary_variables_to_steadystate(ys,aux_vars,fname, ...
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exo_steady_state, exo_det_steady_state,params)
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n = length(aux_vars);
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ys1 = [ys;zeros(n,1)];
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k = size(ys,1)+1;
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aux_lead_nbr = 0;
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for i=1:n
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ys1(k) = ys(aux_vars(i).orig_endo_index);
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if aux_vars(i).type == 1
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ys1(k) = ys(aux_vars(i).orig_endo_index);
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elseif aux_vars(i).type == 0
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aux_lead_nbr = aux_lead_nbr + 1;
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end
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k = k+1;
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end
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for i=1:aux_lead_nbr + 1;
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res = feval([fname '_static'],ys1,...
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[exo_steady_state; ...
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exo_det_steady_state],params);
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for j=1:n
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if aux_vars(j).type == 0
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el = aux_vars(j).endo_index;
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ys1(el) == res(el);
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end
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end
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end
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@ -281,10 +281,16 @@ if ~isempty(estim_params_)
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set_parameters(xparam1);
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end
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if options_.steadystate_flag% if the *_steadystate.m file is provided.
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[ys,tchek] = feval([M_.fname '_steadystate'],[],[]);
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[ys,tchek] = feval([M_.fname '_steadystate'],...
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[zeros(M_.exo_nbr,1);...
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oo_.exo_det_steady_state]);
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if size(ys,1) < M_.endo_nbr
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if isfield(M_,'aux_vars')
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ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars);
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ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars,...
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M_.fname,...
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zeros(M_.exo_nbr,1),...
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oo_.exo_det_steady_state,...
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M_.params);
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else
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error([M_.fname '_steadystate.m doesn''t match the model']);
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end
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@ -521,14 +527,15 @@ if options_.mode_compute > 0 & options_.posterior_mode_estimation
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else
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[xparam1,fval,exitflag] = fminsearch(fh,xparam1,optim_options,gend);
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end
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case 101
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case 101
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myoptions=soptions;
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myoptions(2)=1e-6; %accuracy of argument
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myoptions(3)=1e-6; %accuracy of function (see Solvopt p.29)
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myoptions(5)= 1.0;
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[xparam1,fval]=solvopt(xparam1,fh,[],myoptions,gend,data);
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case 102
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case 102
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%simulating annealing
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% LB=zeros(size(xparam1))-20;
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% UB=zeros(size(xparam1))+20;
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@ -572,7 +579,8 @@ if options_.mode_compute > 0 & options_.posterior_mode_estimation
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,neps,maxevl,LB,UB,c,idisp ,t,vm,gend);
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end
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otherwise
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error(['ESTIMATION: mode_compute=' int2str(options_.mode_compute) ' option is unknown!'])
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error(['ESTIMATION: mode_compute=' int2str(options_.mode_compute) ...
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' option is unknown!'])
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end
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if options_.mode_compute ~= 5
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if options_.mode_compute ~= 6
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@ -70,7 +70,11 @@ function initial_estimation_checks(xparam1,gend,data,data_index,number_of_observ
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oo_.exo_det_steady_state]);
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if size(ys,1) < M_.endo_nbr
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if isfield(M_,'aux_vars')
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ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars);
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ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars,...
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M_.fname,...
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oo_.exo_steady_state,...
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oo_.exo_det_steady_state,...
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M_.params);
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else
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error([M_.fname '_steadystate.m doesn''t match the model']);
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end
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@ -80,7 +80,10 @@ function model_diagnostics(M_,options_,oo_)
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[oo_.exo_steady_state; oo_.exo_det_steady_state]);
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if size(ys,1) < M_.endo_nbr
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if isfield(M_,'aux_vars')
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ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars);
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ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars,...
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M_.fname,...
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oo_.exo_steady_state,...
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oo_.exo_det_steady_state);
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else
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error([M_.fname '_steadystate.m doesn''t match the model']);
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end
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@ -48,7 +48,10 @@ function osr1(i_params,i_var,weights)
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[oo_.exo_steady_state; oo_.exo_det_steady_state]);
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if size(ys,1) < M_.endo_nbr
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if isfield(M_,'aux_vars')
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ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars);
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ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars,...
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M_.fname,...
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oo_.exo_steady_state,...
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oo_.exo_det_steady_state);
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else
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error([M_.fname '_steadystate.m doesn''t match the model']);
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end
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@ -73,7 +73,11 @@ if options_.steadystate_flag
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oo_.exo_det_steady_state]);
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if size(dr.ys,1) < M_.endo_nbr
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if isfield(M_,'aux_vars')
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dr.ys = add_auxiliary_variables_to_steadystate(dr.ys,M_.aux_vars);
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dr.ys = add_auxiliary_variables_to_steadystate(dr.ys,M_.aux_vars,...
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M_.fname,...
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oo_.exo_steady_state,...
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oo_.exo_det_steady_state,...
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M_.params);
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else
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error([M_.fname '_steadystate.m doesn''t match the model']);
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end
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@ -43,7 +43,11 @@ function steady_()
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oo_.exo_det_steady_state]);
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if size(ys,1) < M_.endo_nbr
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if isfield(M_,'aux_vars')
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ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars);
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ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars,...
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M_.fname,...
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oo_.exo_steady_state,...
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oo_.exo_det_steady_state,...
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M_.params);
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else
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error([M_.fname '_steadystate.m doesn''t match the model']);
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end
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