dynare/matlab/simul.m

129 lines
3.9 KiB
Matlab

function simul()
% Computes deterministic simulations
%
% INPUTS
% None
%
% OUTPUTS
% none
%
% ALGORITHM
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 1996-2013 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/>.
global M_ options_ oo_
test_for_deep_parameters_calibration(M_);
if options_.stack_solve_algo < 0 || options_.stack_solve_algo > 6
error('SIMUL: stack_solve_algo must be between 0 and 6')
end
if ~options_.block && ~options_.bytecode && options_.stack_solve_algo ~= 0 ...
&& options_.stack_solve_algo ~= 6
error('SIMUL: you must use stack_solve_algo=0 or stack_solve_algo=6 when not using block nor bytecode option')
end
if options_.block && ~options_.bytecode && options_.stack_solve_algo == 5
error('SIMUL: you can''t use stack_solve_algo = 5 without bytecode option')
end
if (options_.block || options_.bytecode) && options_.stack_solve_algo == 6
error('SIMUL: you can''t use stack_solve_algo = 6 with block or bytecode option')
end
if isoctave && options_.stack_solve_algo == 2
error('SIMUL: you can''t use stack_solve_algo = 2 under Octave')
end
if size(M_.lead_lag_incidence,2)-nnz(M_.lead_lag_incidence(M_.maximum_endo_lag+1,:)) > 0
mess = ['SIMUL: error in model specification : variable ' M_.endo_names(find(M_.lead_lag_incidence(M_.maximum_lag+1,:)==0),:)] ;
mess = [mess ' doesn''t appear as current variable.'] ;
error (mess) ;
end
if options_.periods == 0
error('SIMUL: number of periods for the simulation isn''t specified')
end
if ~ options_.initval_file
if isempty(options_.datafile)
make_ex_;
make_y_;
else
read_data_;
end
end
if isempty(options_.scalv) || options_.scalv == 0
options_.scalv = oo_.steady_state ;
end
options_.scalv= 1 ;
if options_.debug
model_static = str2func([M_.fname,'_static']);
for ii=1:size(oo_.exo_simul,1)
[residual(:,ii)] = model_static(oo_.steady_state, oo_.exo_simul(ii,:),M_.params);
end
problematic_periods=find(any(isinf(residual)) | any(isnan(residual)))-M_.maximum_endo_lag;
if ~isempty(problematic_periods)
period_string=num2str(problematic_periods(1));
for ii=2:length(problematic_periods)
period_string=[period_string, ', ', num2str(problematic_periods(ii))];
end
fprintf('\n\nWARNING: Value for the exogenous variable(s) in period(s) %s inconsistent with the static model.\n',period_string);
fprintf('WARNING: Check for division by 0.\n')
end
end
if(options_.block)
if(options_.bytecode)
[info, oo_.endo_simul] = bytecode('dynamic');
if info == 1
oo_.deterministic_simulation.status = 0;
else
oo_.deterministic_simulation.status = 1;
end;
mexErrCheck('bytecode', info);
else
eval([M_.fname '_dynamic']);
end;
else
if(options_.bytecode)
[info, oo_.endo_simul]=bytecode('dynamic');
mexErrCheck('bytecode', info);
else
if M_.maximum_endo_lead == 0 % Purely backward model
sim1_purely_backward;
elseif M_.maximum_endo_lag == 0 % Purely forward model
sim1_purely_forward;
else % General case
if options_.stack_solve_algo == 0
sim1;
else % stack_solve_algo = 6
sim1_lbj;
end
end
end;
end;
dyn2vec;