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Commit 1626b0aa authored by Stéphane Adjemian (Charybdis)'s avatar Stéphane Adjemian (Charybdis)
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Added specialized code for purely forward models.

parent 771b4e76
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...@@ -71,13 +71,15 @@ else ...@@ -71,13 +71,15 @@ else
k2 = k2(:,1)+(M_.maximum_lag+1-k2(:,2))*M_.endo_nbr; k2 = k2(:,1)+(M_.maximum_lag+1-k2(:,2))*M_.endo_nbr;
switch iorder switch iorder
case 1 case 1
if isempty(dr.ghu) if isempty(dr.ghu)% For (linearized) deterministic models.
for i = 2:iter+M_.maximum_lag for i = 2:iter+M_.maximum_lag
yhat = y_(dr.order_var(k2),i-1); yhat = y_(dr.order_var(k2),i-1);
y_(dr.order_var,i) = dr.ghx*yhat; y_(dr.order_var,i) = dr.ghx*yhat;
end end
elseif isempty(dr.ghx)% For (linearized) purely forward variables (no state variables).
y_(dr.order_var,:) = dr.ghu*transpose(ex_);
else else
epsilon = dr.ghu*transpose(ex_); clear('ex_'); epsilon = dr.ghu*transpose(ex_);
for i = 2:iter+M_.maximum_lag for i = 2:iter+M_.maximum_lag
yhat = y_(dr.order_var(k2),i-1); yhat = y_(dr.order_var(k2),i-1);
y_(dr.order_var,i) = dr.ghx*yhat + epsilon(:,i-1); y_(dr.order_var,i) = dr.ghx*yhat + epsilon(:,i-1);
......
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