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Perfect foresight homotopy: make sure that oo_.endo_simul is not corrupted by failed simulation. 

Ref #220
time-shift
Sébastien Villemot 2014-04-23 16:45:09 +02:00
parent e2b42382ee
commit e5ba312174
1 changed files with 3 additions and 0 deletions
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3
matlab/perfect_foresight_solver.m
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@ -112,6 +112,8 @@ else
oo_.endo_simul(:,1:M_.maximum_endo_lag) = endocombi(:,1:M_.maximum_endo_lag);
oo_.endo_simul(:,(end-M_.maximum_endo_lead):end) = endocombi(:,(end-M_.maximum_endo_lead):end);
saved_endo_simul = oo_.endo_simul;
simulation_core;
if oo_.deterministic_simulation.status == 1
@ -128,6 +130,7 @@ else
disp([ 'Homotopy step succeeded (completed ' sprintf('%.1f', current_weight*100) '%, step size ' sprintf('%.3g', step) ')' ])
end
else
oo_.endo_simul = saved_endo_simul;
success_counter = 0;
step = step / 2;
disp([ 'Homotopy step failed, halving step size (completed ' sprintf('%.1f', current_weight*100) '%, step size ' sprintf('%.3g', step) ')' ])