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Dóra Kocsis
dynare
Commits
61b45386
Commit
61b45386
authored
Apr 21, 2012
by
MichelJuillard
Browse files
fixing problems in risky steady state
parent
a0ffa6a1
Changes
1
Hide whitespace changes
Inline
Side-by-side
matlab/dyn_risky_steadystate_solver.m
View file @
61b45386
...
...
@@ -446,7 +446,7 @@ function [dr] = first_step_ds(x,M,dr,options,oo)
b
=
zeros
(
M
.
endo_nbr
,
M
.
endo_nbr
);
b
(
:
,
cols_b
)
=
d1a
(
:
,
cols_j
);
[
dr
,
info
]
=
dyn_first_order_solver
(
d1a
,
b
,
M
,
dr
,
options
,
0
);
[
dr
,
info
]
=
dyn_first_order_solver
(
d1a
,
M
,
dr
,
options
,
0
);
if
info
[
m1
,
m2
]
=
max
(
abs
(
ys
-
old_ys
));
disp
([
m1
m2
])
...
...
@@ -481,10 +481,10 @@ function [resid,dr] = risky_residuals_k_order(ys,M,dr,options,oo)
[
oo
.
exo_simul
...
oo
.
exo_det_simul
],
M
.
params
,
dr
.
ys
,
2
);
hessian
=
sparse
(
d2
(
:
,
1
),
d2
(
:
,
2
),
d2
(
:
,
3
),
...
size
(
d1
,
1
),
size
(
d1
,
2
)
*
size
(
d1
,
2
));
fy3
=
sparse
(
d2
(
:
,
1
),
d2
(
:
,
2
),
d2
(
:
,
3
),
...
size
(
d1
,
1
),
size
(
d1
,
2
)
^
3
);
%
$$$
hessian
=
sparse
(
d2
(
:
,
1
),
d2
(
:
,
2
),
d2
(
:
,
3
),
...
%
$$$
size
(
d1
,
1
),
size
(
d1
,
2
)
*
size
(
d1
,
2
));
%
$$$
fy3
=
sparse
(
d2
(
:
,
1
),
d2
(
:
,
2
),
d2
(
:
,
3
),
...
%
$$$
size
(
d1
,
1
),
size
(
d1
,
2
)
^
3
);
options
.
order
=
3
;
...
...
@@ -500,8 +500,8 @@ function [resid,dr] = risky_residuals_k_order(ys,M,dr,options,oo)
%
$$$
b
(
:
,
cols_b
)
=
d1
(
:
,
cols_j
);
%
$$$
[
dr
,
info
]
=
dyn_first_order_solver
(
d1
,
b
,
M
,
dr
,
options
,
0
);
[
g_0
,
g_1
,
g_2
,
g_3
]
=
k_order_perturbation
(
dr
,
0
,
M
,
options
,
oo
,
[
'.'
...
mexext
],
d1
,
d2
,
d3
);
[
err
,
g_0
,
g_1
,
g_2
,
g_3
]
=
k_order_perturbation
(
dr
,
M
,
options
);
mexErrCheck
(
'
k_order_perturbation
'
,
err
);
gu1
=
g_1
(
dr
.
i_fwrd_g
,
end
-
exo_nbr
+
1
:
end
);
guu
=
unfold
(
g_2
(
:
,
end
-
nu2
+
1
:
end
),
exo_nbr
);
d1old
=
d1
;
...
...
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