78 lines
2.3 KiB
Matlab
78 lines
2.3 KiB
Matlab
function [endo_simul,info] = dyn_lmmcp(M_,options,oo_)
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% [endo_simul,info] = dyn_lmmcp(M_,options,oo_)
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% Copyright © 2014-2023 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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[lb,ub,eq_index] = get_complementarity_conditions(M_);
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lead_lag_incidence = M_.lead_lag_incidence;
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ny = M_.endo_nbr;
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max_lag = M_.maximum_endo_lag;
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nyp = nnz(lead_lag_incidence(1,:)) ;
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iyp = find(lead_lag_incidence(1,:)>0) ;
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ny0 = nnz(lead_lag_incidence(2,:)) ;
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iy0 = find(lead_lag_incidence(2,:)>0) ;
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nyf = nnz(lead_lag_incidence(3,:)) ;
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iyf = find(lead_lag_incidence(3,:)>0) ;
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nd = nyp+ny0+nyf;
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nrc = nyf+1 ;
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isp = 1:nyp ;
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is = nyp+1:ny+nyp ;
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isf = iyf+nyp ;
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isf1 = nyp+ny+1:nyf+nyp+ny+1 ;
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stop = 0 ;
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iz = 1:ny+nyp+nyf;
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periods = options.periods;
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steady_state = oo_.steady_state;
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params = M_.params;
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endo_simul = oo_.endo_simul;
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exo_simul = oo_.exo_simul;
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i_cols_1 = nonzeros(lead_lag_incidence(2:3,:)');
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i_cols_A1 = find(lead_lag_incidence(2:3,:)');
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i_cols_T = nonzeros(lead_lag_incidence(1:2,:)');
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i_cols_j = 1:nd;
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i_upd = ny+(1:periods*ny);
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x = endo_simul(:);
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model_dynamic = str2func([M_.fname,'.dynamic']);
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z = x(find(lead_lag_incidence'));
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[~,A] = model_dynamic(z, exo_simul, params, steady_state,2);
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nnzA = nnz(A);
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LB = repmat(lb,periods,1);
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UB = repmat(ub,periods,1);
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Y0 = endo_simul(:,1);
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YT = endo_simul(:,end);
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x = endo_simul(:,2:end-1);
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x = x(:);
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func_handle = @(x) dyn_lmmcp_func(x,model_dynamic, Y0, YT, exo_simul, ...
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params, steady_state, periods, ny, ...
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lead_lag_incidence, i_cols_A1, i_cols_1, ...
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i_cols_T, i_cols_j,nnzA,eq_index);
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[x, info] = lmmcp(func_handle,x,LB,UB,options.lmmcp);
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endo_simul = [Y0 reshape(x,ny,periods) YT]; |