From 1626b0aa768ac23bf7bc70818a4be65af4f583bb Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stephane.adjemian@ens.fr>
Date: Sat, 20 Nov 2010 11:34:18 +0100
Subject: [PATCH] Added specialized code for purely forward models.
---
matlab/simult_.m | 8 +++++---
1 file changed, 5 insertions(+), 3 deletions(-)
diff --git a/matlab/simult_.m b/matlab/simult_.m
index 5b7e358028..aab1ad9721 100644
--- a/matlab/simult_.m
+++ b/matlab/simult_.m
@@ -41,7 +41,7 @@ y_(:,1) = y0;
if ~options_.k_order_solver
if iorder==1
- y_(:,1) = y_(:,1) - dr.ys;
+ y_(:,1) = y_(:,1)-dr.ys;
end
end
@@ -71,13 +71,15 @@ else
k2 = k2(:,1)+(M_.maximum_lag+1-k2(:,2))*M_.endo_nbr;
switch iorder
case 1
- if isempty(dr.ghu)
+ if isempty(dr.ghu)% For (linearized) deterministic models.
for i = 2:iter+M_.maximum_lag
yhat = y_(dr.order_var(k2),i-1);
y_(dr.order_var,i) = dr.ghx*yhat;
end
+ elseif isempty(dr.ghx)% For (linearized) purely forward variables (no state variables).
+ y_(dr.order_var,:) = dr.ghu*transpose(ex_);
else
- epsilon = dr.ghu*transpose(ex_); clear('ex_');
+ epsilon = dr.ghu*transpose(ex_);
for i = 2:iter+M_.maximum_lag
yhat = y_(dr.order_var(k2),i-1);
y_(dr.order_var,i) = dr.ghx*yhat + epsilon(:,i-1);
--
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