101 lines
2.6 KiB
Matlab
101 lines
2.6 KiB
Matlab
function simul(dr)
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% function simul(dr)
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% computes simulations
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%
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% INPUTS
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% dr: structure of decision rules for stochastic simulations
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%
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% OUTPUTS
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% ...
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% ALGORITHM
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% ...
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 1996-2007 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 M_ options_ oo_
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global ys0_ ct_
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if size(M_.lead_lag_incidence,2)-nnz(M_.lead_lag_incidence(M_.maximum_endo_lag+1,:)) > 0
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mess = ['DYNARE: error in model specification : variable ' M_.endo_names(find(M_.lead_lag_incidence(M_.maximum_lag+1,:)==0),:)] ;
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mess = [mess ' doesn''t appear as current variable.'] ;
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error (mess) ;
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end
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options_ = set_default_option(options_,'simul_algo',0);
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options_ = set_default_option(options_,'dynatol',0.00001);
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options_ = set_default_option(options_,'maxit',10);
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options_ = set_default_option(options_,'slowc',1);
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options_ = set_default_option(options_,'timing',0);
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options_ = set_default_option(options_,'gstep',1e-2);
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options_ = set_default_option(options_,'scalv',1);
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if ~isfield(options_,'periods') & ~isempty(options_.periods)
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options_.periods = options_.periods
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end
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options_ = set_default_option(options_,'periods',0);
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if options_.periods == 0
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error('SIMUL: number of periods for the simulation isn''t specified')
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end
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options_.periods = options_.periods;
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ct_=0;
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if options_.simul_algo == 0
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if ~ options_.initval_file
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make_ex_;
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make_y_;
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end
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if isempty(options_.scalv) | options_.scalv == 0
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options_.scalv = oo_.steady_state ;
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end
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options_.scalv= 1 ;
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if M_.maximum_endo_lag ==1 & M_.maximum_endo_lead <= 1
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sim1 ;
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else
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simk ;
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end
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else
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set_default_option('replic',1);
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set_default_option('simul_seed',1);
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if isfield(dr,'ghxx')
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set_default_option('order',2);
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else
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set_defaut_option('order',1);
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end
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oo_.endo_simul=simult(oo_.steady_state,dr,options_);
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end
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dyn2vec;
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% 6/18/01 MJ added dyn2vec if 40 variables or less
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% 01/16/03 MJ use dyn2vec whatever the number of variables
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% 02/18/03 MJ added oo_.steady_state for calling simult
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% 05/24/03 MJ added options_ and options_.periods
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