60 lines
3.1 KiB
Matlab
60 lines
3.1 KiB
Matlab
function [simulations, errorflag] = simul_backward_nonlinear_model(initialconditions, samplesize, DynareOptions, DynareModel, DynareOutput, innovations)
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% function simulations = simul_backward_nonlinear_model(initialconditions, samplesize, DynareOptions, DynareModel, DynareOutput, innovations)
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% Simulates a stochastic non linear backward looking model with arbitrary precision (a deterministic solver is used).
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%
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% INPUTS
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% - initial_conditions [dseries] initial conditions for the endogenous variables.
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% - sample_size [integer] scalar, number of periods for the simulation.
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% - DynareOptions [struct] Dynare's options_ global structure.
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% - DynareModel [struct] Dynare's M_ global structure.
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% - DynareOutput [struct] Dynare's oo_ global structure.
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% - innovations [double] T*q matrix, innovations to be used for the simulation.
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%
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% OUTPUTS
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% - simulation [dseries] Simulated endogenous and exogenous variables.
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% - errorflag [logical] scalar, equal to false iff the simulation did not fail.
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%
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% REMARKS
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% [1] The innovations used for the simulation are saved in DynareOutput.exo_simul, and the resulting paths for the endogenous
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% variables are saved in DynareOutput.endo_simul.
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% [2] The last input argument is not mandatory. If absent we use random draws and rescale them with the informations provided
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% through the shocks block.
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% [3] If the first input argument is empty, the endogenous variables are initialized with 0, or if available with the informations
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% provided thrtough the histval block.
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% Copyright (©) 2012-2023 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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if DynareModel.maximum_lead
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error('Model defined in %s.mod is not backward.', DynareModel.fname)
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end
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if ~DynareModel.maximum_lag
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error('Model defined in %s.mod is not backward.', DynareModel.fname)
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end
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if nargin<6
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innovations = [];
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end
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[initialconditions, samplesize, innovations, DynareOptions, DynareModel, DynareOutput, endonames, exonames, ~, ~, iy1, ~, model_dynamic] = ...
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simul_backward_model_init(initialconditions, samplesize, DynareOptions, DynareModel, DynareOutput, innovations);
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[ysim, xsim, errorflag] = simul_backward_nonlinear_model_(initialconditions, samplesize, DynareOptions, DynareModel, DynareOutput, innovations, iy1, model_dynamic);
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simulations = [dseries(ysim', initialconditions.init, endonames(1:DynareModel.orig_endo_nbr)), dseries(xsim, initialconditions.init, exonames)];
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