dynare/matlab/static_model_for_inversion.m

39 lines
1.2 KiB
Matlab

function [r, J] = static_model_for_inversion(z, dynamicmodel, ycur, x, params, ModelInversion)
% Copyright © 2019 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 <https://www.gnu.org/licenses/>.
% Set up y
y = zeros(ModelInversion.nyfree+ModelInversion.nyctrl, 1);
y(ModelInversion.y_constrained_id) = ycur;
if ModelInversion.nyfree
y(ModelInversion.y_free_id) = z(1:ModelInversion.nyfree);
end
% Update x
x(ModelInversion.x_free_id) = z(ModelInversion.nyfree+(1:ModelInversion.nxfree));
if nargout>1
[r, Jacobian] = feval(dynamicmodel, y, x, params, [], 1);
else
r = feval(dynamicmodel, y, x, params, [], 1);
return
end
J = Jacobian(:,ModelInversion.J_id);