Commit 61b45386 by MichelJuillard

### fixing problems in risky steady state

parent a0ffa6a1
 ... ... @@ -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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