function [endogenousvariables, success] = sim1_purely_backward(endogenousvariables, exogenousvariables, steadystate, M_, options_) % Performs deterministic simulation of a purely backward model % Copyright © 2012-2023 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . if ismember(options_.solve_algo, [12,14]) [funcs, feedback_vars_idxs] = setup_time_recursive_block_simul(M_); else dynamic_resid = str2func([M_.fname '.sparse.dynamic_resid']); dynamic_g1 = str2func([M_.fname '.sparse.dynamic_g1']); end function [r, J] = block_wrapper(z, feedback_vars_idx, func, y_dynamic, x, sparse_rowval, sparse_colval, sparse_colptr, T) % NB: do as few computations as possible inside this function, since it is % called a very large number of times y_dynamic(feedback_vars_idx) = z; [~, ~, r, J] = feval(func, y_dynamic, x, M_.params, steadystate, ... sparse_rowval, sparse_colval, sparse_colptr, T); end success = true; for it = M_.maximum_lag + (1:options_.periods) y = endogenousvariables(:,it-1); % Values at previous period, also used as guess value for current period x = exogenousvariables(it,:); if ismember(options_.solve_algo, [12,14]) T = NaN(M_.block_structure.dyn_tmp_nbr); y_dynamic = [y; y; NaN(M_.endo_nbr, 1)]; for blk = 1:length(M_.block_structure.block) sparse_rowval = M_.block_structure.block(blk).g1_sparse_rowval; sparse_colval = M_.block_structure.block(blk).g1_sparse_colval; sparse_colptr = M_.block_structure.block(blk).g1_sparse_colptr; if M_.block_structure.block(blk).Simulation_Type ~= 1 % Not an evaluate forward block [z, check, ~, ~, errorcode] = dynare_solve(@block_wrapper, y_dynamic(feedback_vars_idxs{blk}), ... options_.simul.maxit, options_.dynatol.f, ... options_.dynatol.x, options_, ... feedback_vars_idxs{blk}, funcs{blk}, y_dynamic, x, sparse_rowval, sparse_colval, sparse_colptr, T); if check success = false; if options_.debug dprintf('sim1_purely_backward: Nonlinear solver routine failed with errorcode=%i in block %i and period %i.', errorcode, blk, it) end end y_dynamic(feedback_vars_idxs{blk}) = z; end %% Compute endogenous if the block is of type evaluate or if there are recursive variables in a solve block. %% Also update the temporary terms vector. [y_dynamic, T] = feval(funcs{blk}, y_dynamic, x, M_.params, ... steadystate, sparse_rowval, sparse_colval, ... sparse_colptr, T); end endogenousvariables(:,it) = y_dynamic(M_.endo_nbr+(1:M_.endo_nbr)); else [tmp, check, ~, ~, errorcode] = dynare_solve(@dynamic_backward_model_for_simulation, y, ... options_.simul.maxit, options_.dynatol.f, options_.dynatol.x, ... options_, dynamic_resid, dynamic_g1, y, x, M_.params, steadystate, M_.dynamic_g1_sparse_rowval, M_.dynamic_g1_sparse_colval, M_.dynamic_g1_sparse_colptr); if check success = false; dprintf('sim1_purely_backward: Nonlinear solver routine failed with errorcode=%i in period %i', errorcode, it) break end endogenousvariables(:,it) = tmp; end end end