58 lines
1.7 KiB
Matlab
58 lines
1.7 KiB
Matlab
function [A,B] = ghx2transition(mm,iv,ic,aux)
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% [A,B] = ghx2transition(mm,iv,ic,aux)
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%
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% Adapted by M. Ratto (from kalman_transition_matrix.m)
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% Joint Research Centre, The European Commission,
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% marco.ratto@ec.europa.eu
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%
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% Copyright (C) 2012 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 <http://www.gnu.org/licenses/>.
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global oo_ M_
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[nr1, nc1] = size(mm);
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ghx = mm(:, [1:(nc1-M_.exo_nbr)]);
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ghu = mm(:, [(nc1-M_.exo_nbr+1):end] );
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if nargin == 1
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oo_.dr.ghx = ghx;
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oo_.dr.ghu = ghu;
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endo_nbr = M_.endo_nbr;
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nstatic = M_.nstatic;
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nspred = M_.nspred;
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iv = (1:endo_nbr)';
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ic = [ nstatic+(1:nspred) endo_nbr+(1:size(oo_.dr.ghx,2)-nspred) ]';
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aux = oo_.dr.transition_auxiliary_variables;
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k = find(aux(:,2) > nspred);
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aux(:,2) = aux(:,2) + nstatic;
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aux(k,2) = aux(k,2) + M_.nfwrd;
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end
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n_iv = length(iv);
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n_ir1 = size(aux,1);
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nr = n_iv + n_ir1;
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A = zeros(nr,nr);
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B = zeros(nr,M_.exo_nbr);
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i_n_iv = 1:n_iv;
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A(i_n_iv,ic) = ghx(iv,:);
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if n_ir1 > 0
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A(n_iv+1:end,:) = sparse(aux(:,1),aux(:,2),ones(n_ir1,1),n_ir1,nr);
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end
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B(i_n_iv,:) = ghu(iv,:);
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