90 lines
3.4 KiB
Matlab
90 lines
3.4 KiB
Matlab
function [oo_, out, ss] = solver(M_,oo_,options_)
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% function [oo_, out, ss] = solver(M_,oo_,options_)
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% Solves the model with an OBC and produces simulations/IRFs
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%
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% INPUT:
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% - M_ [structure] Matlab's structure describing the model
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% - oo_ [structure] Matlab's structure containing the results
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% - options_ [structure] Matlab's structure containing the options
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%
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% OUTPUT:
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% - oo_ [structure] Matlab's structure containing the results
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% - out [structure] simulation result containing fields:
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% - linear: paths for endogenous variables ignoring OBC (linear solution)
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% - piecewise: paths for endogenous variables satisfying the OBC (occbin/piecewise solution)
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% - ys: vector of steady state values
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% - regime_history: information on number and time of regime transitions
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% - ss [structure] State space solution
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% - T: [n_vars by n_vars by n_shock_period] array of transition matrices
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% - R: [n_vars by n_exo by n_shock_period] array of shock response matrices
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% - C: [n_vars by n_shock_period] array of constants
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% Copyright © 2021 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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persistent sto_M sto_dr
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% check dr
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solve_dr=0;
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if isempty(sto_M) || isempty(sto_dr)
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solve_dr=1;
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else
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inan = find(~isnan(M_.params));
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inan0 = find(~isnan(sto_M.params));
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if ~isequal(inan,inan0) || ~isequal(sto_M.params(inan),M_.params(inan))
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solve_dr=1;
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end
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end
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if solve_dr
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[dr,error_flag,M_,oo_] = resol(0,M_,options_,oo_);
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oo_.dr = dr;
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sto_dr=dr;
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sto_M=M_;
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else
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oo_.dr=sto_dr;
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end
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if M_.occbin.constraint_nbr==1
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[out, ss, error_flag ] = occbin.solve_one_constraint(M_,oo_.dr,options_.occbin.simul,solve_dr);
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elseif M_.occbin.constraint_nbr==2
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[out, ss, error_flag ] = occbin.solve_two_constraints(M_,oo_.dr,options_.occbin.simul,solve_dr);
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end
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out.error_flag=error_flag;
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if error_flag
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print_info(error_flag, options_.noprint, options_)
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return;
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end
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% add back steady state
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if ~options_.occbin.simul.piecewise_only
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if ~isoctave && matlab_ver_less_than('9.1') % Automatic broadcasting was introduced in MATLAB R2016b
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out.linear = bsxfun(@plus, out.linear, out.ys');
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else
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out.linear = out.linear + out.ys';
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end
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end
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if ~isoctave && matlab_ver_less_than('9.1') % Automatic broadcasting was introduced in MATLAB R2016b
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out.piecewise = bsxfun(@plus, out.piecewise, out.ys');
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else
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out.piecewise = out.piecewise + out.ys';
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end
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out.exo_pos = options_.occbin.simul.exo_pos;
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oo_.occbin.simul=out;
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