dynare/matlab/evaluate_steady_state_file.m

167 lines
4.9 KiB
Matlab

function [ys,params,info] = evaluate_steady_state_file(ys_init,exo_ss,M,options,steady_state_checkflag)
% function [ys,params1,info] = evaluate_steady_state_file(ys_init,exo_ss,M,options,steady_state_checkflag)
% Evaluates steady state files
%
% INPUTS
% ys_init vector initial values used to compute the steady
% state
% exo_ss vector exogenous steady state
% M struct model parameters
% options struct options
% steady_state_checkflag boolean indicator whether to check steady state returned
% OUTPUTS
% ys vector steady state
% params1 vector model parameters possibly
% modified by user steadystate
% function
% info 2x1 vector error codes
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2001-2018 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/>.
debug = false;
ys = [];
params = M.params;
info = 0;
fname = M.fname;
if options.steadystate_flag == 1
% old format
assignin('base','tmp_00_',params);
evalin('base','M_.params=tmp_00_; clear(''tmp_00_'')');
h_steadystate = str2func([fname '_steadystate']);
[ys,check] = h_steadystate(ys_init, exo_ss);
params1 = evalin('base','M_.params');
else % steadystate_flag == 2
% new format
h_steadystate = str2func([fname '_steadystate2']);
[ys,params1,check] = h_steadystate(ys_init, exo_ss, params);
end
if check
info(1) = 19;
info(2) = NaN;
return
end
if M.param_nbr > 0
updated_params_flag = max(abs(params1-params)) > 1e-12 ...
|| ~isequal(isnan(params1),isnan(params)); %checks whether numbers or NaN changed
else
updated_params_flag = 0;
end
h_set_auxiliary_variables = str2func([M.fname '_set_auxiliary_variables']);
if isnan(updated_params_flag) || (updated_params_flag && any(isnan(params(~isnan(params))-params1(~isnan(params))))) %checks if new NaNs were added
info(1) = 24;
info(2) = NaN;
if M.set_auxiliary_variables
ys = h_set_auxiliary_variables(ys,exo_ss,params);
end
return
end
if updated_params_flag && ~isreal(params1)
info(1) = 23;
info(2) = sum(imag(params).^2);
if M.set_auxiliary_variables
ys = h_set_auxiliary_variables(ys,exo_ss,params);
end
return
end
if updated_params_flag
params = params1;
end
% adding values for auxiliary variables
if length(M.aux_vars) > 0 && ~options.ramsey_policy
if debug
ys0 = ys;
end
if M.set_auxiliary_variables
ys = h_set_auxiliary_variables(ys,exo_ss,params);
end
if debug
ys1 = ys;
end
if M.set_auxiliary_variables
ys = h_set_auxiliary_variables(ys,exo_ss,params);
end
if debug
ys2 = ys;
end
if debug
if M.set_auxiliary_variables
ys = h_set_auxiliary_variables(ys,exo_ss,params);
end
ys3 = ys;
idx = find(abs(ys0-ys1)>0);
if ~isempty(idx)
M.endo_names{idx}
else
disp('1-invariant')
end
idx = find(abs(ys2-ys1)>0);
if ~isempty(idx)
M.endo_names{idx}
else
disp('2-invariant')
end
idx = find(abs(ys3-ys3)>0);
if ~isempty(idx)
M.endo_names{idx}
else
disp('3-invariant')
end
pause
end
end
check1 = 0;
if steady_state_checkflag
% Check whether the steady state obtained from the _steadystate file is a steady state.
[residuals, check] = evaluate_static_model(ys, exo_ss, params, M, options);
if check
info(1) = 19;
info(2) = check; % to be improved
return
end
if max(abs(residuals)) > options.dynatol.f
info(1) = 19;
info(2) = residuals'*residuals;
return
end
if any(isnan(residuals))
info(1) = 22;
return
end
elseif ~isempty(options.steadystate_partial)
ssvar = options.steadystate_partial.ssvar;
nov = length(ssvar);
indv = zeros(nov,1);
for i = 1:nov
indv(i) = strmatch(ssvar(i), M.endo_names, 'exact');
end
[ys,check] = dynare_solve('restricted_steadystate', ys(indv), options, exo_ss,indv);
end