56 lines
1.7 KiB
Matlab
56 lines
1.7 KiB
Matlab
function [F,A] = dyn_lmmcp_func(x, model_dynamic, Y0, YT, exo_simul, params, ...
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steady_state, periods, ny, lead_lag_incidence, ...
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i_cols_A1, i_cols_1, i_cols_T, i_cols_j, ...
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nnzA,eq_index)
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% Copyright © 2014-2017 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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Y = [Y0; x; YT];
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F = zeros(periods*ny,1);
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if nargout == 2
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A = sparse([],[],[],periods*ny,periods*ny,periods*nnzA);
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end
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i_rows = 1:ny;
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i_cols = find(lead_lag_incidence');
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i_cols_A = i_cols;
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for it = 2:(periods+1)
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[res,jacobian] = model_dynamic(Y(i_cols),exo_simul, params, ...
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steady_state,it);
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F(i_rows) = res(eq_index);
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if nargout == 2
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if it == 2
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A(i_rows,i_cols_A1) = jacobian(eq_index,i_cols_1);
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elseif it == periods+1
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A(i_rows,i_cols_A(i_cols_T)) = jacobian(eq_index,i_cols_T);
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else
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A(i_rows,i_cols_A) = jacobian(eq_index,i_cols_j);
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end
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end
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i_rows = i_rows + ny;
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i_cols = i_cols + ny;
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if nargout == 2 && it > 2
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i_cols_A = i_cols_A + ny;
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end
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end
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