101 lines
3.7 KiB
Julia
101 lines
3.7 KiB
Julia
module SteadyState
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##
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# Copyright © 2016 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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##
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using NLsolve
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import DynareModel.Model
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import DynareOutput.Output
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export steady, steady!
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export steady_state, steady_state!
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function steady(model::Model, oo::Output)
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if model.analytical_steady_state || model.user_written_analytical_steady_state
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steadystate = zeros(length(model.endo))
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model.steady_state(steadystate, oo.exo_steady_state, model.params)
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return steadystate
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else
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error("You have to provide a closed form solution for the steady state, or declare a guess\nfor the steady state as a third input argument.")
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end
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end
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function steady!(model::Model, oo::Output)
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if model.analytical_steady_state || model.user_written_analytical_steady_state
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model.steady_state(oo.steady_state, oo.exo_steady_state, model.params)
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return
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else
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error("You have to provide a closed form solution for the steady state, or declare a guess\nfor the steady state as a third input argument.")
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end
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end
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function steady(model::Model, oo::Output, yinit::Vector{Float64})
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f!(fval::Vector{Float64}, y::Vector{Float64}) = model.static(y, oo.exo_steady_state, model.params, fval)
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j!(fjac::Matrix{Float64}, y::Vector{Float64}) = model.static(y, oo.exo_steady_state, model.params, fjac)
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fj!(fval::Vector{Float64}, fjac::Matrix{Float64}, y::Vector{Float64}) = model.static(y, oo.exo_steady_state, model.params, fval, fjac)
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r = nlsolve(f!, j!, fj!, yinit, show_trace=false)
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if converged(r)
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return r.zero
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else
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return fill(NaN, length(yinit))
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end
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end
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function steady!(model::Model, oo::Output, yinit::Vector{Float64})
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f!(fval::Vector{Float64}, y::Vector{Float64}) = model.static(y, oo.exo_steady_state, model.params, fval)
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j!(fjac::Matrix{Float64}, y::Vector{Float64}) = model.static(y, oo.exo_steady_state, model.params, fjac)
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fj!(fval::Vector{Float64}, fjac::Matrix{Float64}, y::Vector{Float64}) = model.static(y, oo.exo_steady_state, model.params, fval, fjac)
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r = nlsolve(f!, j!, fj!, yinit, show_trace=false)
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if converged(r)
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oo.steady_state = r.zero
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else
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oo.steady_state = fill(NaN, length(yinit))
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end
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end
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function steady_state(model::Model, oo::Output)
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ys = steady(model, oo)
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display_steady_state(model, oo, ys)
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end
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function steady_state!(model::Model, oo::Output)
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steady!(model, oo)
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display_steady_state(model, oo, oo.steady_state)
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end
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function display_steady_state(model::Model, oo::Output, ys::Vector{Float64})
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println("\n\nSTEADY STATE:\n")
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for i = 1:length(model.endo)
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println(string(model.endo[i].name, " = ", ys[i]))
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end
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end
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function issteadystate(model::Model, oo::Output, ys::Vector{Float64})
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residuals = zeros(Float64, length(ys))
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compute_static_model_residuals!(model, oo, ys, residuals)
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return maximum(abs(residuals))<1e-6
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end
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function compute_static_model_residuals!(model::Model, oo::Output, ys::Vector{Float64}, residuals::Vector{Float64})
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model.static(ys, oo.exo_steady_state, model.params, residuals)
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end
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end
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