56 lines
1.7 KiB
Matlab
56 lines
1.7 KiB
Matlab
function [F,A] = dyn_lmmcp_func(x, model_dynamic, Y0, YT, exo_simul, params, ...
|
|
steady_state, periods, ny, lead_lag_incidence, ...
|
|
i_cols_A1, i_cols_1, i_cols_T, i_cols_j, ...
|
|
nnzA,eq_index)
|
|
|
|
% Copyright (C) 2014-2017 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/>.
|
|
|
|
Y = [Y0; x; YT];
|
|
|
|
F = zeros(periods*ny,1);
|
|
if nargout == 2
|
|
A = sparse([],[],[],periods*ny,periods*ny,periods*nnzA);
|
|
end
|
|
|
|
i_rows = 1:ny;
|
|
i_cols = find(lead_lag_incidence');
|
|
i_cols_A = i_cols;
|
|
|
|
for it = 2:(periods+1)
|
|
|
|
[res,jacobian] = model_dynamic(Y(i_cols),exo_simul, params, ...
|
|
steady_state,it);
|
|
F(i_rows) = res(eq_index);
|
|
|
|
if nargout == 2
|
|
if it == 2
|
|
A(i_rows,i_cols_A1) = jacobian(eq_index,i_cols_1);
|
|
elseif it == periods+1
|
|
A(i_rows,i_cols_A(i_cols_T)) = jacobian(eq_index,i_cols_T);
|
|
else
|
|
A(i_rows,i_cols_A) = jacobian(eq_index,i_cols_j);
|
|
end
|
|
end
|
|
|
|
i_rows = i_rows + ny;
|
|
i_cols = i_cols + ny;
|
|
if nargout == 2 && it > 2
|
|
i_cols_A = i_cols_A + ny;
|
|
end
|
|
end
|