90 lines
2.8 KiB
Matlab
90 lines
2.8 KiB
Matlab
function homotopy2(values, step_nbr)
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% function homotopy2(values, step_nbr)
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%
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% Implements homotopy (mode 2) for steady-state computation.
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% Only one parameter/exogenous is changed at a time.
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% Computation jumps to next variable only when current variable has been
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% brought to its final value.
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% Variables are processed in the order in which they appear in "values".
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% The problem is solved var_nbr*step_nbr times.
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%
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% INPUTS
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% values: a matrix with 4 columns, representing the content of
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% homotopy_setup block, with one variable per line.
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% Column 1 is variable type (1 for exogenous, 2 for
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% exogenous deterministic, 4 for parameters)
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% Column 2 is symbol integer identifier.
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% Column 3 is initial value, and column 4 is final value.
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% Column 3 can contain NaNs, in which case previous
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% initialization of variable will be used as initial value.
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% step_nbr: number of steps for homotopy
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%
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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%
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% part of DYNARE, copyright Dynare Team (2008)
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% Gnu Public License.
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global M_ oo_ options_
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nv = size(values, 1);
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oldvalues = values(:,3);
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% Initialize all variables with initial value, or the reverse...
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for i = 1:nv
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switch values(i,1)
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case 1
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if isnan(oldvalues(i))
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oldvalues(i) = oo_.exo_steady_state(values(i,2));
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else
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oo_.exo_steady_state(values(i,2)) = oldvalues(i);
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end
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case 2
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if isnan(oldvalues(i))
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oldvalues(i) = oo_.exo_det_steady_state(values(i,2));
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else
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oo_.exo_det_steady_state(values(i,2)) = oldvalues(i);
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end
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case 4
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if isnan(oldvalues(i))
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oldvalues(i) = M_.params(values(i,2));
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else
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M_.params(values(i,2)) = oldvalues(i);
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end
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otherwise
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error('HOMOTOPY: incorrect variable types specified')
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end
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end
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if any(oldvalues == values(:,4))
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error('HOMOTOPY: initial and final values should be different')
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end
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% Actually do the homotopy
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for i = 1:nv
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for v = oldvalues(i):(values(i,4)-oldvalues(i))/step_nbr:values(i,4)
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switch values(i,1)
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case 1
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oo_.exo_steady_state(values(i,2)) = v;
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case 2
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oo_.exo_det_steady_state(values(i,2)) = v;
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case 4
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M_.params(values(i,2)) = v;
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end
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[oo_.steady_state,check] = dynare_solve([M_.fname '_static'],...
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oo_.steady_state,...
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options_.jacobian_flag, ...
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[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state], M_.params);
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if check
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error('HOMOTOPY didn''t succeed')
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end
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end
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end
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