39 lines
1.3 KiB
Matlab
39 lines
1.3 KiB
Matlab
function [r, J] = dynamic_backward_model_for_inversion(z, dynamicmodel, ylag, ycur, x, params, steady_state, it_, ModelInversion)
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% Copyright © 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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% Set up y
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y = zeros(length(ylag)+ModelInversion.nyfree+ModelInversion.nyctrl,1);
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y(1:length(ylag)) = ylag;
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y(ModelInversion.y_constrained_id) = ycur;
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if ModelInversion.nyfree
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y(ModelInversion.y_free_id) = z(1:ModelInversion.nyfree);
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end
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% Update x
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x(it_, ModelInversion.x_free_id) = transpose(z(ModelInversion.nyfree+(1:ModelInversion.nxfree)));
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if nargout>1
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[r, Jacobian] = feval(dynamicmodel, y, x, params, steady_state, it_);
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else
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r = feval(dynamicmodel, y, x, params, steady_state, it_);
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return
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end
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J = Jacobian(:,ModelInversion.J_id); |