dynare/matlab/perfect-foresight-models/evaluate_max_dynamic_residu...

33 lines
1.1 KiB
Matlab

function err = evaluate_max_dynamic_residual(model_dynamic, Y, exogenous_variables, params, steady_state, periods, ny, max_lag, lead_lag_incidence)
% Copyright © 2013-2017 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/>.
i_rows = 1:ny;
i_cols = find(lead_lag_incidence');
err = 0;
for it = (max_lag+1):(max_lag+periods)
d = model_dynamic(Y(i_cols), exogenous_variables, params, steady_state, it);
i_rows = i_rows + ny;
i_cols = i_cols + ny;
r = max(abs(d));
if r>err
err = r;
end
end