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Initialization of the deterministic simulation is made optional. Added an option for homotopic solution to deterministic models (not ready). 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1944 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2008-07-09 08:47:38 +00:00
parent 03a726c9bd
commit eeb0bee292
2 changed files with 7 additions and 6 deletions
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2
matlab/global_initialization.m
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@ -32,7 +32,7 @@ function global_initialization()
options_.solve_tolf = eps^(1/3);
options_.solve_tolx = eps^(2/3);
options_.solve_maxit = 500;
options_.deterministic_simulation_initialization = 0;
% steady state file
if exist([M_.fname '_steadystate'])

11
matlab/make_y_.m
View File

@ -1,4 +1,3 @@
function make_y_
% function make_y_
% forms oo_.endo_simul as guess values for deterministic simulations
@ -30,11 +29,11 @@ function make_y_
oo_.endo_simul = [ys0_*ones(1,M_.maximum_lag) oo_.steady_state*ones(1,options_.periods+M_.maximum_lead)];
end
elseif size(oo_.endo_simul,2) < M_.maximum_lag+M_.maximum_lead+options_.periods
if size(oo_.exo_simul)
switch options_.deterministic_simulation_initialization
case 0
oo_.endo_simul = [oo_.endo_simul ...
oo_.steady_state*ones(1,M_.maximum_lag+options_.periods+M_.maximum_lead-size(oo_.endo_simul,2),1)];
else
%% A linear approximation is used to initiate the solution.
oo_.steady_state*ones(1,M_.maximum_lag+options_.periods+M_.maximum_lead-size(oo_.endo_simul,2),1)];
case 1% A linear approximation is used to initiate the solution.
oldopt = options_;
options_.order = 1;
dr = oo_.dr;
@ -44,5 +43,7 @@ function make_y_
y0 = oo_.endo_simul(:,1:M_.maximum_lag);
oo_.endo_simul=simult_(y0,dr,exogenous_variables,1);
options_ = oldopt;
case 2% Homotopic mod
% Leave endo_simul as it is.
end
end