From eeb0bee292791364b0daac8cafcf38796ad76290 Mon Sep 17 00:00:00 2001 From: adjemian Date: Wed, 9 Jul 2008 08:47:38 +0000 Subject: [PATCH] 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 --- matlab/global_initialization.m | 2 +- matlab/make_y_.m | 11 ++++++----- 2 files changed, 7 insertions(+), 6 deletions(-) diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m index 7e9eec8eb..517567791 100644 --- a/matlab/global_initialization.m +++ b/matlab/global_initialization.m @@ -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']) diff --git a/matlab/make_y_.m b/matlab/make_y_.m index 548be8393..a2e20c183 100644 --- a/matlab/make_y_.m +++ b/matlab/make_y_.m @@ -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 \ No newline at end of file