58 lines
2.4 KiB
Matlab
58 lines
2.4 KiB
Matlab
function measure = measurement_equations(StateVectors,ReducedForm,ThreadsOptions, DynareOptions, Model)
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% Copyright © 2013-2022 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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order = DynareOptions.order;
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mf1 = ReducedForm.mf1;
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if ReducedForm.use_k_order_solver
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dr = ReducedForm.dr;
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udr = ReducedForm.udr;
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else
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ghx = ReducedForm.ghx(mf1,:);
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ghu = ReducedForm.ghu(mf1,:);
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ghxx = ReducedForm.ghxx(mf1,:);
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ghuu = ReducedForm.ghuu(mf1,:);
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ghxu = ReducedForm.ghxu(mf1,:);
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ghs2 = ReducedForm.ghs2(mf1,:);
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if order == 3
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ghxxx = ReducedForm.ghxxx(mf1,:);
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ghuuu = ReducedForm.ghuuu(mf1,:);
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ghxxu = ReducedForm.ghxxu(mf1,:);
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ghxuu = ReducedForm.ghxuu(mf1,:);
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ghxss = ReducedForm.ghxss(mf1,:);
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ghuss = ReducedForm.ghuss(mf1,:);
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end
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end
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steadystate = ReducedForm.steadystate(mf1,:);
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constant = ReducedForm.constant(mf1,:);
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state_variables_steady_state = ReducedForm.state_variables_steady_state;
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number_of_structural_innovations = length(ReducedForm.Q);
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yhat = bsxfun(@minus, StateVectors, state_variables_steady_state);
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if ReducedForm.use_k_order_solver
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tmp = local_state_space_iteration_k(yhat, zeros(number_of_structural_innovations, size(yhat,2)), dr, Model, DynareOptions, udr);
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measure = tmp(mf1,:);
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else
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if order == 2
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measure = local_state_space_iteration_2(yhat, zeros(number_of_structural_innovations, size(yhat,2)), ghx, ghu, constant, ghxx, ghuu, ghxu, ThreadsOptions.local_state_space_iteration_2);
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elseif order == 3
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measure = local_state_space_iteration_3(yhat, zeros(number_of_structural_innovations, size(yhat,2)), ghx, ghu, ghxx, ghuu, ghxu, ghs2, ghxxx, ghuuu, ghxxu, ghxuu, ghxss, ghuss, steadystate, ThreadsOptions.local_state_space_iteration_3, false);
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else
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error('Order > 3: use_k_order_solver should be set to true');
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end
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end
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