Commit e30cbef2 authored by Sébastien Villemot's avatar Sébastien Villemot
Browse files

Better fix for the issue raised in cc5527c8 commit message

parent 4f8af445
......@@ -56,18 +56,6 @@ switch(order)
info(1)=9;
return;
end
dr.ghx = derivs.gy;
dr.ghu = derivs.gu;
dr.ghxx = unfold2(derivs.gyy,nspred);
dr.ghxu = derivs.gyu;
dr.ghuu = unfold2(derivs.guu,exo_nbr);
dr.ghs2 = derivs.gss;
dr.ghxxx = unfold3(derivs.gyyy,nspred);
dr.ghxxu = unfold21(derivs.gyyu,nspred,exo_nbr);
dr.ghxuu = unfold12(derivs.gyuu,nspred,exo_nbr);
dr.ghuuu = unfold3(derivs.guuu,exo_nbr);
dr.ghxss = derivs.gyss;
dr.ghuss = derivs.guss;
else
[err, g_0, g_1, g_2, g_3] = k_order_perturbation(dr, ...
M,options);
......@@ -84,57 +72,70 @@ switch(order)
error('order > 3 isn''t implemented')
end
if options.pruning
return
end
nspred = M.nspred;
dr.ghx = dr.g_1(:,1:nspred);
dr.ghu = dr.g_1(:,nspred+1:end);
if options.loglinear == 1
k = find(dr.kstate(:,2) <= M.maximum_endo_lag+1);
klag = dr.kstate(k,[1 2]);
k1 = dr.order_var;
% Now fill in dr.ghx, dr.ghu...
if options.pruning && order == 3
dr.ghx = derivs.gy;
dr.ghu = derivs.gu;
dr.ghxx = unfold2(derivs.gyy,nspred);
dr.ghxu = derivs.gyu;
dr.ghuu = unfold2(derivs.guu,exo_nbr);
dr.ghs2 = derivs.gss;
dr.ghxxx = unfold3(derivs.gyyy,nspred);
dr.ghxxu = unfold21(derivs.gyyu,nspred,exo_nbr);
dr.ghxuu = unfold12(derivs.gyuu,nspred,exo_nbr);
dr.ghuuu = unfold3(derivs.guuu,exo_nbr);
dr.ghxss = derivs.gyss;
dr.ghuss = derivs.guss;
else
nspred = M.nspred;
dr.ghx = dr.g_1(:,1:nspred);
dr.ghu = dr.g_1(:,nspred+1:end);
if options.loglinear == 1
k = find(dr.kstate(:,2) <= M.maximum_endo_lag+1);
klag = dr.kstate(k,[1 2]);
k1 = dr.order_var;
dr.ghx = repmat(1./dr.ys(k1),1,size(dr.ghx,2)).*dr.ghx.* ...
repmat(dr.ys(k1(klag(:,1)))',size(dr.ghx,1),1);
dr.ghu = repmat(1./dr.ys(k1),1,size(dr.ghu,2)).*dr.ghu;
end
dr.ghx = repmat(1./dr.ys(k1),1,size(dr.ghx,2)).*dr.ghx.* ...
repmat(dr.ys(k1(klag(:,1)))',size(dr.ghx,1),1);
dr.ghu = repmat(1./dr.ys(k1),1,size(dr.ghu,2)).*dr.ghu;
end
if order > 1
dr.ghs2 = 2*g_0;
s0 = 0;
s1 = 0;
ghxx=zeros(endo_nbr, nspred^2);
ghxu=zeros(endo_nbr, nspred*exo_nbr);
ghuu=zeros(endo_nbr, exo_nbr^2);
for i=1:size(g_2,2)
if s0 < nspred && s1 < nspred
ghxx(:,s0*nspred+s1+1) = 2*g_2(:,i);
if s1 > s0
ghxx(:,s1*nspred+s0+1) = 2*g_2(:,i);
if order > 1
dr.ghs2 = 2*g_0;
s0 = 0;
s1 = 0;
ghxx=zeros(endo_nbr, nspred^2);
ghxu=zeros(endo_nbr, nspred*exo_nbr);
ghuu=zeros(endo_nbr, exo_nbr^2);
for i=1:size(g_2,2)
if s0 < nspred && s1 < nspred
ghxx(:,s0*nspred+s1+1) = 2*g_2(:,i);
if s1 > s0
ghxx(:,s1*nspred+s0+1) = 2*g_2(:,i);
end
elseif s0 < nspred && s1 < nspred+exo_nbr
ghxu(:,(s0*exo_nbr+s1-nspred+1)) = 2*g_2(:,i);
elseif s0 < nspred+exo_nbr && s1 < nspred+exo_nbr
ghuu(:,(s0-nspred)*exo_nbr+s1-nspred +1) = 2*g_2(:,i);
if s1 > s0
ghuu(:,(s1-nspred)*exo_nbr+s0-nspred+1) = 2*g_2(:,i);
end
else
error('dr1:k_order_perturbation:g_2','Unaccounted columns in g_2');
end
elseif s0 < nspred && s1 < nspred+exo_nbr
ghxu(:,(s0*exo_nbr+s1-nspred+1)) = 2*g_2(:,i);
elseif s0 < nspred+exo_nbr && s1 < nspred+exo_nbr
ghuu(:,(s0-nspred)*exo_nbr+s1-nspred +1) = 2*g_2(:,i);
if s1 > s0
ghuu(:,(s1-nspred)*exo_nbr+s0-nspred+1) = 2*g_2(:,i);
s1 = s1+1;
if s1 == nspred+exo_nbr
s0 = s0+1;
s1 = s0;
end
else
error('dr1:k_order_perturbation:g_2','Unaccounted columns in g_2');
end
s1 = s1+1;
if s1 == nspred+exo_nbr
s0 = s0+1;
s1 = s0;
end
end % for loop
dr.ghxx = ghxx;
dr.ghxu = ghxu;
dr.ghuu = ghuu;
end % for loop
dr.ghxx = ghxx;
dr.ghxu = ghxu;
dr.ghuu = ghuu;
end
end
function y = unfold2(x,n)
......
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