83 lines
2.3 KiB
Matlab
83 lines
2.3 KiB
Matlab
function [info,number_of_calls] = homotopic_steps(tdx,positive_var_indx,shocks,init_weight,step,init,number_of_calls)
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% Copyright (C) 2010 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 <http://www.gnu.org/licenses/>.
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global oo_
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number_of_calls = number_of_calls + 1;
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max_number_of_calls = 50;
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if number_of_calls>max_number_of_calls
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info = NaN;
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return
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end
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max_iter = 100;
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weight = init_weight;
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verbose = 0;
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iter = 0;
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time = 0;
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reduce_step = 0;
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while iter<=max_iter && weight<=1
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iter = iter+1;
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old_weight = weight;
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weight = weight+step;
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oo_.exo_simul(tdx,positive_var_indx) = weight*shocks+(1-weight);
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if init
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info = perfect_foresight_simulation(oo_.dr,oo_.steady_state);
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else
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info = perfect_foresight_simulation;
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end
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time = time+info.time;
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if verbose
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[iter,step]
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[info.iterations.time,info.iterations.error]
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end
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if ~info.convergence
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if verbose
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disp('Reduce step size!')
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end
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reduce_step = 1;
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break
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else
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if length(info.iterations.error)<5
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if verbose
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disp('Increase step size!')
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end
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step = step*1.5;
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end
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end
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end
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if reduce_step
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step=step/1.5;
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[info,number_of_calls] = homotopic_steps(tdx,positive_var_indx,shocks,old_weight,step,init,number_of_calls);
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if isstruct(info) && ~isnan(info.error)
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time = time+info.time;
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return
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else
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return
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end
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end
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if weight<1 && iter<max_iter
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oo_.exo_simul(tdx,positive_var_indx) = shocks;
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if init
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info = perfect_foresight_simulation(oo_.dr,oo_.steady_state);
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else
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info = perfect_foresight_simulation;
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end
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info.time = info.time+time;
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else
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info.time = time;
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end |