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Removed oo_ from sim1_purely_{backward,forward} routines.

time-shift
Stéphane Adjemian (Charybdis) 2015-12-16 15:05:39 +01:00
parent 0abb9dc6f9
commit e0be60710c
4 changed files with 55 additions and 57 deletions
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6
matlab/perfect-foresight-models/perfect_foresight_solver_core.m
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@ -63,9 +63,11 @@ else
end
else
if M_.maximum_endo_lead == 0 % Purely backward model
oo_ = sim1_purely_backward(options_, M_, oo_);
[oo_.endo_simul, oo_.deterministic_simulation] = ...
sim1_purely_backward(oo_.endo_simul, oo_.exo_simul, oo_.steady_state, M_, options_);
elseif M_.maximum_endo_lag == 0 % Purely forward model
oo_ = sim1_purely_forward(options_, M_, oo_);
[oo_.endo_simul, oo_.deterministic_simulation] = ...
sim1_purely_forward(oo_.endo_simul, oo_.exo_simul, oo_.steady_state, M_, options_);
else % General case
if options_.stack_solve_algo == 0
if options_.linear_approximation

6
matlab/perfect-foresight-models/private/simulation_core.m
View File

@ -63,9 +63,11 @@ else
end
else
if M_.maximum_endo_lead == 0 % Purely backward model
oo_ = sim1_purely_backward(options_, M_, oo_);
[oo_.endo_simul, oo_.deterministic_simulation] = ...
sim1_purely_backward(oo_.endo_simul, oo_.exo_simul, oo_.steady_state, M_, options_);
elseif M_.maximum_endo_lag == 0 % Purely forward model
oo_ = sim1_purely_forward(options_, M_, oo_);
[oo_.endo_simul, oo_.deterministic_simulation] = ...
sim1_purely_forward(oo_.endo_simul, oo_.exo_simul, oo_.steady_state, M_, options_);
else % General case
if options_.stack_solve_algo == 0
if options_.linear_approximation

57
matlab/perfect-foresight-models/sim1_purely_backward.m
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@ -1,4 +1,5 @@
function oo_ = sim1_purely_backward(options_, M_, oo_)
function [endogenousvariables, info] = sim1_purely_backward(endogenousvariables, exogenousvariables, steadystate, M, options)
% Performs deterministic simulation of a purely backward model
% Copyright (C) 2012-2015 Dynare Team
@ -18,38 +19,34 @@ function oo_ = sim1_purely_backward(options_, M_, oo_)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if size(M_.lead_lag_incidence,1) > 1
ny0 = nnz(M_.lead_lag_incidence(2,:)); % Number of variables at current period
nyb = nnz(M_.lead_lag_incidence(1,:)); % Number of variables at previous period
iyb = find(M_.lead_lag_incidence(1,:)>0); % Indices of variables at previous period
else
ny0 = nnz(M_.lead_lag_incidence(1,:)); % Number of variables at current period
nyb = 0;
iyb = [];
end
if size(M.lead_lag_incidence,1) > 1
ny0 = nnz(M.lead_lag_incidence(2,:)); % Number of variables at current period
nyb = nnz(M.lead_lag_incidence(1,:)); % Number of variables at previous period
iyb = find(M.lead_lag_incidence(1,:)>0); % Indices of variables at previous period
else
ny0 = nnz(M.lead_lag_incidence(1,:)); % Number of variables at current period
nyb = 0;
iyb = [];
end
if ny0 ~= M_.endo_nbr
error('SIMUL: all endogenous variables must appear at the current period')
end
if ny0 ~= M.endo_nbr
error('All endogenous variables must appear at the current period!')
end
model_dynamic = str2func([M_.fname,'_dynamic']);
dynamicmodel = str2func([M.fname,'_dynamic']);
oo_.deterministic_simulation.status = 1;
info.status = 1;
for it = 2:options_.periods+1
yb = oo_.endo_simul(:,it-1); % Values at previous period, also used as guess value for current period
yb1 = yb(iyb);
[tmp, check] = solve1(model_dynamic, [yb1; yb], 1:M_.endo_nbr, nyb+1:nyb+ ...
M_.endo_nbr, 1, options_.gstep, ...
options_.solve_tolf,options_.solve_tolx, ...
options_.simul.maxit,options_.debug,oo_.exo_simul, ...
M_.params, oo_.steady_state, it+M_.maximum_lag-1);
if check
oo_.deterministic_simulation.status = 0;
end
oo_.endo_simul(:,it) = tmp(nyb+1:nyb+M_.endo_nbr);
for it = 2:options.periods+1
yb = endogenousvariables(:,it-1); % Values at previous period, also used as guess value for current period
yb1 = yb(iyb);
[tmp, check] = solve1(dynamicmodel, [yb1; yb], 1:M.endo_nbr, nyb+1:nyb+M.endo_nbr, ...
1, options.gstep, options.solve_tolf, options.solve_tolx, ...
options.simul.maxit, options.debug, exogenousvariables, ...
M.params, steadystate, it+M.maximum_lag-1);
if check
info.status = 0;
end
endogenousvariables(:,it) = tmp(nyb+1:nyb+M.endo_nbr);
end

43
matlab/perfect-foresight-models/sim1_purely_forward.m
View File

@ -1,4 +1,4 @@
function oo_ = sim1_purely_forward(options_, M_, oo_)
function [endogenousvariables, info] = sim1_purely_forward(endogenousvariables, exogenousvariables, steadystate, M, options)
% Performs deterministic simulation of a purely forward model
% Copyright (C) 2012-2015 Dynare Team
@ -18,30 +18,27 @@ function oo_ = sim1_purely_forward(options_, M_, oo_)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
ny0 = nnz(M_.lead_lag_incidence(1,:)); % Number of variables at current period
iyf = find(M_.lead_lag_incidence(2,:)>0); % Indices of variables at next period
ny0 = nnz(M.lead_lag_incidence(1,:)); % Number of variables at current period
iyf = find(M.lead_lag_incidence(2,:)>0); % Indices of variables at next period
if ny0 ~= M_.endo_nbr
error('SIMUL: all endogenous variables must appear at the current period')
end
if ny0 ~= M.endo_nbr
error('All endogenous variables must appear at the current period!')
end
model_dynamic = str2func([M_.fname,'_dynamic']);
dynamicmodel = str2func([M.fname,'_dynamic']);
oo_.deterministic_simulation.status = 1;
info.status = 1;
for it = options_.periods:-1:1
yf = oo_.endo_simul(:,it+1); % Values at next period, also used as guess value for current period
yf1 = yf(iyf);
[tmp, info] = solve1(model_dynamic, [yf; yf1], 1:M_.endo_nbr, 1:M_.endo_nbr, ...
1, options_.gstep, options_.solve_tolf, ...
options_.solve_tolx, options_.simul.maxit, ...
options_.debug,oo_.exo_simul, M_.params, oo_.steady_state, ...
it+M_.maximum_lag);
if info
oo_.deterministic_simulation.status = 0;
end
oo_.endo_simul(:,it) = tmp(1:M_.endo_nbr);
for it = options.periods:-1:1
yf = endogenousvariables(:,it+1); % Values at next period, also used as guess value for current period
yf1 = yf(iyf);
[tmp, check] = solve1(dynamicmodel, [yf; yf1], 1:M.endo_nbr, 1:M.endo_nbr, ...
1, options.gstep, options.solve_tolf, ...
options.solve_tolx, options.simul.maxit, ...
options.debug, exogenousvariables, M.params, steadystate, ...
it+M.maximum_lag);
if check
info.status = 0;
end
endogenousvariables(:,it) = tmp(1:M.endo_nbr);
end