119 lines
8.1 KiB
HTML
119 lines
8.1 KiB
HTML
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"
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<title>Description of simul</title>
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<meta name="keywords" content="simul">
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<meta name="description" content="Copyright (C) 2001 Michel Juillard">
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<a name="_top"></a>
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > simul.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>simul
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>Copyright (C) 2001 Michel Juillard</strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function simul(dr) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"> Copyright (C) 2001 Michel Juillard</pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="dyn2vec.html" class="code" title="function [z,zss]=dyn2vec(s1,s2);">dyn2vec</a> Copyright (C) 2001 Michel Juillard</li><li><a href="make_ex_.html" class="code" title="function make_ex_">make_ex_</a> Copyright (C) 2001 Michel Juillard</li><li><a href="make_y_.html" class="code" title="function make_y_">make_y_</a> Copyright (C) 2001 Michel Juillard</li><li><a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a> </li><li><a href="sim1.html" class="code" title="function sim1">sim1</a> Copyright (C) 2001 Michel Juillard</li><li><a href="simk.html" class="code" title="function simk">simk</a> Copyright (C) 2001 Michel Juillard</li><li><a href="simult.html" class="code" title="function y_=simult(ys, dr)">simult</a> Copyright (C) 2001 Michel Juillard</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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</ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <span class="comment">% Copyright (C) 2001 Michel Juillard</span>
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0002 <span class="comment">%</span>
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0003 <a name="_sub0" href="#_subfunctions" class="code">function simul(dr)</a>
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0004
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0005 <span class="keyword">global</span> M_ options_ oo_
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0006 <span class="keyword">global</span> ys0_ ct_ endval_
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0007
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0008 <span class="keyword">if</span> size(M_.lead_lag_incidence,2)-nnz(M_.lead_lag_incidence(M_.maximum_lag+1,:)) > 0
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0009 mess = [<span class="string">'DYNARE: error in model specification : variable '</span> M_.endo_names(find(M_.lead_lag_incidence(M_.maximum_lag+1,:)==0),:)] ;
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0010 mess = [mess <span class="string">' doesn''t appear as current variable.'</span>] ;
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0011 error (mess) ;
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0012 <span class="keyword">end</span>
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0013
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0014 options_ = <a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a>(options_,<span class="string">'simul_algo'</span>,0);
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0015 options_ = <a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a>(options_,<span class="string">'dynatol'</span>,0.00001);
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0016 options_ = <a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a>(options_,<span class="string">'maxit'</span>,10);
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0017 options_ = <a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a>(options_,<span class="string">'slowc'</span>,1);
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0018 options_ = <a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a>(options_,<span class="string">'timing'</span>,0);
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0019 options_ = <a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a>(options_,<span class="string">'gstep'</span>,1e-2);
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0020 options_ = <a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a>(options_,<span class="string">'scalv'</span>,1);
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0021 <span class="keyword">if</span> ~isfield(options_,<span class="string">'periods'</span>) & ~isempty(options_.periods)
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0022 options_.periods = options_.periods
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0023 <span class="keyword">end</span>
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0024 options_ = <a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a>(options_,<span class="string">'periods'</span>,0);
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0025 <span class="keyword">if</span> options_.periods == 0
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0026 error(<span class="string">'SIMUL: number of periods for the simulation isn''t specified'</span>)
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0027 <span class="keyword">end</span>
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0028 options_.periods = options_.periods;
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0029 ct_=0;
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0030
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0031 <span class="keyword">if</span> options_.simul_algo == 0
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0032 <span class="keyword">if</span> ~ options_.initval_file
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0033 <a href="make_y_.html" class="code" title="function make_y_">make_y_</a>;
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0034 <a href="make_ex_.html" class="code" title="function make_ex_">make_ex_</a>;
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0035 <span class="keyword">end</span>
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0036
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0037 <span class="keyword">if</span> isempty(options_.scalv) | options_.scalv == 0
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0038 options_.scalv = oo_.steady_state ;
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0039 <span class="keyword">end</span>
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0040
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0041 options_.scalv= 1 ;
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0042
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0043 <span class="keyword">if</span> M_.maximum_lag ==1 & M_.maximum_lead <= 1
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0044 <a href="sim1.html" class="code" title="function sim1">sim1</a> ;
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0045 <span class="keyword">else</span>
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0046 <a href="simk.html" class="code" title="function simk">simk</a> ;
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0047 <span class="keyword">end</span>
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0048 <span class="keyword">else</span>
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0049 <a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a>(<span class="string">'replic'</span>,1);
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0050 <a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a>(<span class="string">'simul_seed'</span>,1);
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0051 <span class="keyword">if</span> isfield(dr,<span class="string">'ghxx'</span>)
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0052 <a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a>(<span class="string">'order'</span>,2);
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0053 <span class="keyword">else</span>
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0054 set_defaut_option(<span class="string">'order'</span>,1);
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0055 <span class="keyword">end</span>
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0056 oo_.y_simul=<a href="simult.html" class="code" title="function y_=simult(ys, dr)">simult</a>(oo_.steady_state,dr,options_);
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0057 <span class="keyword">end</span>
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0058
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0059 <a href="dyn2vec.html" class="code" title="function [z,zss]=dyn2vec(s1,s2);">dyn2vec</a>;
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0060
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0061 <span class="comment">% 6/18/01 MJ added dyn2vec if 40 variables or less</span>
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0062 <span class="comment">% 01/16/03 MJ use dyn2vec whatever the number of variables</span>
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0063 <span class="comment">% 02/18/03 MJ added oo_.steady_state for calling simult</span>
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0064 <span class="comment">% 05/24/03 MJ added options_ and options_.periods</span>
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0065
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0066
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0067
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0068
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0069
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0070
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0071
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0072
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0073</pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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