59 lines
1.6 KiB
Matlab
59 lines
1.6 KiB
Matlab
function [tadj, iff] = gsa_speed(A,B,mf,p),
|
|
% [tadj, iff] = gsa_speed(A,B,mf,p),
|
|
%
|
|
% Written by Marco Ratto
|
|
% Joint Research Centre, The European Commission,
|
|
% marco.ratto@ec.europa.eu
|
|
|
|
% Copyright (C) 2012 European Commission
|
|
% Copyright (C) 2012 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 <http://www.gnu.org/licenses/>.
|
|
|
|
nvar=length(mf);
|
|
nstate= size(A,1);
|
|
nshock = size(B,2);
|
|
nrun=size(B,3);
|
|
|
|
iff=zeros(nvar,nshock,nrun);
|
|
tadj=iff;
|
|
disp('Computing speed of adjustement ...')
|
|
h = dyn_waitbar(0,'Speed of adjustement...');
|
|
|
|
for i=1:nrun,
|
|
irf=zeros(nvar,nshock);
|
|
a=squeeze(A(:,:,i));
|
|
b=squeeze(B(:,:,i));
|
|
IFF=inv(eye(nstate)-a)*b;
|
|
iff(:,:,i)=IFF(mf,:);
|
|
IF=IFF-b;
|
|
|
|
t=0;
|
|
while any(any(irf<0.5))
|
|
t=t+1;
|
|
IFT=((eye(nstate)-a^(t+1))*inv(eye(nstate)-a))*b-b;
|
|
irf=IFT(mf,:)./(IF(mf,:)+eps);
|
|
irf = irf.*(abs(IF(mf,:))>1.e-7)+(abs(IF(mf,:))<=1.e-7);
|
|
%irf=ft(mf,:);
|
|
tt=(irf>0.5).*t;
|
|
tadj(:,:,i)=((tt-tadj(:,:,i))==tt).*tt+tadj(:,:,i);
|
|
end
|
|
dyn_waitbar(i/nrun,h)
|
|
end
|
|
skipline()
|
|
disp('.. done !')
|
|
dyn_waitbar_close(h)
|