53 lines
1.5 KiB
Matlab
53 lines
1.5 KiB
Matlab
function [tadj, iff] = speed(A,B,mf,p),
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% [tadj, iff] = speed(A,B,mf,p),
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%
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% Part of the Sensitivity Analysis Toolbox for DYNARE
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%
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% Written by Marco Ratto, 2006
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% Joint Research Centre, The European Commission,
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% (http://eemc.jrc.ec.europa.eu/),
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% marco.ratto@jrc.it
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%
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% Disclaimer: This software is not subject to copyright protection and is in the public domain.
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% It is an experimental system. The Joint Research Centre of European Commission
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% assumes no responsibility whatsoever for its use by other parties
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% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
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% characteristic. We would appreciate acknowledgement if the software is used.
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% Reference:
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% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
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%
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nvar=length(mf);
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nstate= size(A,1);
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nshock = size(B,2);
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nrun=size(B,3);
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iff=zeros(nvar,nshock,nrun);
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tadj=iff;
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disp('Computing speed of adjustement ...')
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h = waitbar(0,'Speed of adjustement...');
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for i=1:nrun,
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irf=zeros(nvar,nshock);
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a=squeeze(A(:,:,i));
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b=squeeze(B(:,:,i));
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IFF=inv(eye(nstate)-a)*b;
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iff(:,:,i)=IFF(mf,:);
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IF=IFF-b;
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t=0;
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while any(any(irf<0.5))
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t=t+1;
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IFT=((eye(nstate)-a^(t+1))*inv(eye(nstate)-a))*b-b;
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irf=IFT(mf,:)./(IF(mf,:)+eps);
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irf = irf.*(abs(IF(mf,:))>1.e-7)+(abs(IF(mf,:))<=1.e-7);
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%irf=ft(mf,:);
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tt=(irf>0.5).*t;
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tadj(:,:,i)=((tt-tadj(:,:,i))==tt).*tt+tadj(:,:,i);
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end
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waitbar(i/nrun,h)
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end
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disp(' ')
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disp('.. done !')
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close(h)
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