Commit cf1bd26f authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Removed old version of homotopic_steps (extended path).

parent 1a8e50dd
function [info,number_of_calls] = homotopic_steps(tdx,positive_var_indx,shocks,init_weight,step,init,number_of_calls)
% Copyright (C) 2010 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global oo_
number_of_calls = number_of_calls + 1;
max_number_of_calls = 50;
if number_of_calls>max_number_of_calls
info = NaN;
return
end
max_iter = 100;
weight = init_weight;
verbose = 0;
iter = 0;
time = 0;
reduce_step = 0;
while iter<=max_iter && weight<=1
iter = iter+1;
old_weight = weight;
weight = weight+step;
oo_.exo_simul(tdx,positive_var_indx) = weight*shocks+(1-weight);
if init
info = perfect_foresight_simulation(oo_.dr,oo_.steady_state);
else
info = perfect_foresight_simulation;
end
time = time+info.time;
if verbose
[iter,step]
[info.iterations.time,info.iterations.error]
end
if ~info.convergence
if verbose
disp('Reduce step size!')
end
reduce_step = 1;
break
else
if length(info.iterations.error)<5
if verbose
disp('Increase step size!')
end
step = step*1.5;
end
end
end
if reduce_step
step=step/1.5;
[info,number_of_calls] = homotopic_steps(tdx,positive_var_indx,shocks,old_weight,step,init,number_of_calls);
if isstruct(info) && ~isnan(info.error)
time = time+info.time;
return
else
return
end
end
if weight<1 && iter<max_iter
oo_.exo_simul(tdx,positive_var_indx) = shocks;
if init
info = perfect_foresight_simulation(oo_.dr,oo_.steady_state);
else
info = perfect_foresight_simulation;
end
info.time = info.time+time;
else
info.time = time;
end
\ No newline at end of file
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