function pfm = setup_stochastic_perfect_foresight_model_solver(DynareModel,DynareOptions,DynareOutput) % Copyright © 2013-2020 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 . pfm.lead_lag_incidence = DynareModel.lead_lag_incidence; pfm.ny = DynareModel.endo_nbr; pfm.Sigma = DynareModel.Sigma_e; if det(pfm.Sigma) > 0 pfm.Omega = chol(pfm.Sigma,'upper'); % Sigma = Omega'*Omega end pfm.number_of_shocks = length(pfm.Sigma); pfm.stochastic_order = DynareOptions.ep.stochastic.order; pfm.max_lag = DynareModel.maximum_endo_lag; if pfm.max_lag > 0 pfm.nyp = nnz(pfm.lead_lag_incidence(1,:)); pfm.iyp = find(pfm.lead_lag_incidence(1,:)>0); else pfm.nyp = 0; pfm.iyp = []; end pfm.ny0 = nnz(pfm.lead_lag_incidence(pfm.max_lag+1,:)); pfm.iy0 = find(pfm.lead_lag_incidence(pfm.max_lag+1,:)>0); if DynareModel.maximum_endo_lead pfm.nyf = nnz(pfm.lead_lag_incidence(pfm.max_lag+2,:)); pfm.iyf = find(pfm.lead_lag_incidence(pfm.max_lag+2,:)>0); else pfm.nyf = 0; pfm.iyf = []; end pfm.nd = pfm.nyp+pfm.ny0+pfm.nyf; pfm.nrc = pfm.nyf+1; pfm.isp = [1:pfm.nyp]; pfm.is = [pfm.nyp+1:pfm.ny+pfm.nyp]; pfm.isf = pfm.iyf+pfm.nyp; pfm.isf1 = [pfm.nyp+pfm.ny+1:pfm.nyf+pfm.nyp+pfm.ny+1]; pfm.iz = [1:pfm.ny+pfm.nyp+pfm.nyf]; pfm.periods = DynareOptions.ep.periods; pfm.steady_state = DynareOutput.steady_state; pfm.params = DynareModel.params; if DynareModel.maximum_endo_lead pfm.i_cols_1 = nonzeros(pfm.lead_lag_incidence(pfm.max_lag+(1:2),:)'); pfm.i_cols_A1 = find(pfm.lead_lag_incidence(pfm.max_lag+(1:2),:)'); else pfm.i_cols_1 = nonzeros(pfm.lead_lag_incidence(pfm.max_lag+1,:)'); pfm.i_cols_A1 = find(pfm.lead_lag_incidence(pfm.max_lag+1,:)'); end if pfm.max_lag > 0 pfm.i_cols_T = nonzeros(pfm.lead_lag_incidence(1:2,:)'); else pfm.i_cols_T = nonzeros(pfm.lead_lag_incidence(1,:)'); end pfm.i_cols_j = 1:pfm.nd; pfm.i_upd = pfm.ny+(1:pfm.periods*pfm.ny); if ~DynareOptions.bytecode pfm.dynamic_model = str2func([DynareModel.fname,'.dynamic']); end pfm.verbose = DynareOptions.ep.verbosity; pfm.maxit_ = DynareOptions.simul.maxit; pfm.tolerance = DynareOptions.dynatol.f;