Commit 0d8371c2 authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Added an option to track the expectation in the (S)EP approach.

parent b5c71ed1
......@@ -32,6 +32,7 @@ function time_series = extended_path(initial_conditions,sample_size)
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_ oo_
memory = 0;
debug = 0;
options_.verbosity = options_.ep.verbosity;
verbosity = options_.ep.verbosity+debug;
......@@ -158,6 +159,11 @@ t = 0;
hh = dyn_waitbar(0,'Please wait. Extended Path simulations...');
set(hh,'Name','EP simulations.');
if memory
mArray1 = zeros(M_.endo_nbr,100,nnn,sample_size);
mArray2 = zeros(M_.exo_nbr,100,nnn,sample_size);
end
% Main loop.
while (t<sample_size)
if ~mod(t,10)
......@@ -302,6 +308,10 @@ while (t<sample_size)
oo_.endo_simul = tmp;
end
% Save results of the perfect foresight model solver.
if memory
mArray1(:,:,s,t) = oo_.endo_simul(:,1:100);
mArrat2(:,:,s,t) = transpose(oo_.exo_simul(1:100,:));
end
time_series(:,t) = time_series(:,t)+ www(s)*oo_.endo_simul(:,2);
%save('simulated_paths.mat','time_series');
% Set initial condition for the nex round.
......@@ -315,4 +325,8 @@ end
dyn_waitbar_close(hh);
oo_.endo_simul = oo_.steady_state;
\ No newline at end of file
oo_.endo_simul = oo_.steady_state;
if memory
save([M_.fname '_memory'],'mArray1','mArray2','www');
end
\ No newline at end of file
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