function err = linear_approximation_accuracy(options_, M_, oo_) % Evaluates the accuracy of the linear approximation when solving perfect foresight models, by % reporting the max absolute value of the dynamic residuals. % % INPUTS % - options_ [struct] contains various options. % - M_ [struct] contains a description of the model. % - oo_ [struct] contains results. % % OUTPUTS % - err [double] n*1 vector, evaluation of the accuracy (n is the number of equations). % Copyright © 2015-2017 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 . lead_lag_incidence = M_.lead_lag_incidence; ny = M_.endo_nbr; maximum_lag = M_.maximum_lag; periods = options_.periods; steady_state = oo_.steady_state; params = M_.params; endo_simul = oo_.endo_simul; exo_simul = oo_.exo_simul; model_dynamic = str2func([M_.fname,'.dynamic']); residuals = zeros(ny,periods); Y = endo_simul(:); i_cols = find(lead_lag_incidence')+(maximum_lag-1)*ny; for it = (maximum_lag+1):(maximum_lag+periods) residuals(:,it-1) = model_dynamic(Y(i_cols), exo_simul, params, steady_state,it); i_cols = i_cols + ny; end err = transpose(max(abs(transpose(residuals))));