diff --git a/matlab/check.m b/matlab/check.m index 381b95f9ebc69a876d4df264f681dc41d801bc05..6014bfdf192f8e6c5363accdc3f78839f2233732 100644 --- a/matlab/check.m +++ b/matlab/check.m @@ -66,7 +66,7 @@ if isempty(options.qz_criterium) options.qz_criterium = 1+1e-6; end -oo.dr=set_state_space(oo.dr,M); +oo.dr=set_state_space(oo.dr,M,options); [dr,info,M,options,oo] = resol(1,M,options,oo); diff --git a/matlab/discretionary_policy_1.m b/matlab/discretionary_policy_1.m index 7a12fd07c2bf582f699f7a017d8e19f55d47e0d5..b7be8f028278fa9ab6e7c2456430ca4dd9c9e190 100644 --- a/matlab/discretionary_policy_1.m +++ b/matlab/discretionary_policy_1.m @@ -142,7 +142,7 @@ M_.lead_lag_incidence = LLI'; % set the state dr=oo_.dr; dr.ys =zeros(endo_nbr,1); -dr=set_state_space(dr,M_); +dr=set_state_space(dr,M_,options_); order_var=dr.order_var; T=H(order_var,order_var); diff --git a/matlab/dyn_risky_steadystate_solver.m b/matlab/dyn_risky_steadystate_solver.m index 5932e3c34db0bce117c2c31ea12fc755573c19fa..6067aa19ebdbab2ac72cac45cdce962a70caf050 100644 --- a/matlab/dyn_risky_steadystate_solver.m +++ b/matlab/dyn_risky_steadystate_solver.m @@ -208,7 +208,7 @@ function [resid,dr] = risky_residuals(ys,M,dr,options,oo) d2a = d2(eq,ih1); M.endo_nbr = M.endo_nbr-n_tags; - dr = set_state_space(dr,M); + dr = set_state_space(dr,M,options); [junk,dr.i_fwrd_g] = find(lead_lag_incidence(3,dr.order_var)); i_fwrd_f = nonzeros(lead_incidence(dr.order_var)); @@ -434,7 +434,7 @@ function [dr] = first_step_ds(x,M,dr,options,oo) d2a = d2(eq,ih1); M.endo_nbr = M.endo_nbr-n_tags; - dr = set_state_space(dr,M); + dr = set_state_space(dr,M,options); dr.i_fwrd_g = find(lead_lag_incidence(3,dr.order_var)'); else diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m index a66ed7821f5126021e7be8e12d60b7fd139d2322..59bcd2d3df4a91f6473a94542583615341ada7a2 100644 --- a/matlab/dynare_estimation_init.m +++ b/matlab/dynare_estimation_init.m @@ -191,7 +191,7 @@ end bayestopt_.penalty = 1e8; % Get informations about the variables of the model. -dr = set_state_space(oo_.dr,M_); +dr = set_state_space(oo_.dr,M_,options_); oo_.dr = dr; nstatic = dr.nstatic; % Number of static variables. npred = dr.npred; % Number of predetermined variables. diff --git a/matlab/osr1.m b/matlab/osr1.m index ef9018e49c482492322e0c614aed80e63054b353..822ae69acd90e1e0e73896ab493b250d05e57a70 100644 --- a/matlab/osr1.m +++ b/matlab/osr1.m @@ -40,7 +40,7 @@ end exe =zeros(M_.exo_nbr,1); -oo_.dr = set_state_space(oo_.dr,M_); +oo_.dr = set_state_space(oo_.dr,M_,options_); np = size(i_params,1); diff --git a/matlab/partial_information/dr1_PI.m b/matlab/partial_information/dr1_PI.m index 134da7f91f2b4a27f1f71878bf4f007076e0287c..4dbedb97f8acb526f161b5ecdc9c7e99e78cfeeb 100644 --- a/matlab/partial_information/dr1_PI.m +++ b/matlab/partial_information/dr1_PI.m @@ -155,7 +155,7 @@ if options_.debug save([M_.fname '_debug.mat'],'jacobia_') end -dr=set_state_space(dr,M_); +dr=set_state_space(dr,M_,options_); kstate = dr.kstate; kad = dr.kad; kae = dr.kae; diff --git a/matlab/set_state_space.m b/matlab/set_state_space.m index 3d735a2c369d9a0e5c79ba73a7a607e765034845..8acbdd8c8a2d7a49ecff9bc4b3561df3c2691572 100644 --- a/matlab/set_state_space.m +++ b/matlab/set_state_space.m @@ -1,19 +1,38 @@ -function dr=set_state_space(dr,M_) -% function dr = set_state_space(dr,M_) -% finds the state vector for structural state space representation -% sets many fields of dr -% -% INPUTS -% dr: structure of decision rules for stochastic simulations -% -% OUTPUTS -% dr: structure of decision rules for stochastic simulations -% -% ALGORITHM -% ... -% SPECIAL REQUIREMENTS -% none -% +function dr=set_state_space(dr,DynareModel,DynareOptions) +% Write the state space representation of the reduced form solution. + +%@info: +%! @deftypefn {Function File} {[@var{dr} =} set_state_space (@var{dr},@var{DynareModel},@var{DynareOptions}) +%! @anchor{set_state_space} +%! @sp 1 +%! Write the state space representation of the reduced form solution. +%! @sp 2 +%! @strong{Inputs} +%! @sp 1 +%! @table @ @var +%! @item dr +%! Matlab's structure describing decision and transition rules. +%! @item DynareModel +%! Matlab's structure describing the model (initialized by dynare, see @ref{M_}) +%! @item DynareOptions +%! Matlab's structure describing the current options (initialized by dynare, see @ref{options_}). +%! @end table +%! @sp 2 +%! @strong{Outputs} +%! @sp 1 +%! @table @ @var +%! @item dr +%! Matlab's structure describing decision and transition rules. +%! @end table +%! @sp 2 +%! @strong{This function is called by:} +%! @sp 1 +%! @ref{check}, @ref{discretionary_policy_1}, @ref{dynare_estimation_init}, @ref{dyn_risky_steady_state_solver}, @ref{osr1}, @ref{partial_information/dr1_PI}, @ref{pea/pea_initialization}, @ref{stochastic_solvers}, @ref{stoch_simul} +%! @sp 2 +%! @strong{This function calls:} +%! @sp 2 +%! @end deftypefn +%@eod: % Copyright (C) 1996-2011 Dynare Team % @@ -31,12 +50,11 @@ function dr=set_state_space(dr,M_) % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see <http://www.gnu.org/licenses/>. -global options_ -max_lead = M_.maximum_endo_lead; -max_lag = M_.maximum_endo_lag; -endo_nbr = M_.endo_nbr; -lead_lag_incidence = M_.lead_lag_incidence; +max_lead = DynareModel.maximum_endo_lead; +max_lag = DynareModel.maximum_endo_lag; +endo_nbr = DynareModel.endo_nbr; +lead_lag_incidence = DynareModel.lead_lag_incidence; klen = max_lag + max_lead + 1; fwrd_var = find(lead_lag_incidence(max_lag+2:end,:))'; @@ -55,8 +73,8 @@ nboth = length(both_var); npred = length(pred_var); nfwrd = length(fwrd_var); nstatic = length(stat_var); -if options_.block == 1 - order_var = M_.block_structure.variable_reordered; +if DynareOptions.block == 1 + order_var = DynareModel.block_structure.variable_reordered; else order_var = [ stat_var(:); pred_var(:); both_var(:); fwrd_var(:)]; end; @@ -65,7 +83,7 @@ inv_order_var(order_var) = (1:endo_nbr); % building kmask for z state vector in t+1 if max_lag > 0 kmask = []; - if max_lead > 0 + if max_lead > 0 kmask = lead_lag_incidence(max_lag+2,order_var) ; end kmask = [kmask; lead_lag_incidence(1,order_var)] ; @@ -81,30 +99,30 @@ kmask(i_kmask) = (1:nd); % auxiliary equations % elements that are both in z(t+1) and z(t) -k1 = find([kmask(1:end-M_.endo_nbr) & kmask(M_.endo_nbr+1:end)] ); +k1 = find([kmask(1:end-DynareModel.endo_nbr) & kmask(DynareModel.endo_nbr+1:end)] ); kad = []; kae = []; if ~isempty(k1) - kad = kmask(k1+M_.endo_nbr); + kad = kmask(k1+DynareModel.endo_nbr); kae = kmask(k1); end % composition of state vector -% col 1: variable; col 2: lead/lag in z(t+1); +% col 1: variable; col 2: lead/lag in z(t+1); % col 3: A cols for t+1 (D); col 4: A cols for t (E) kstate = [ repmat([1:endo_nbr]',klen-1,1) kron([klen:-1:2]',ones(endo_nbr,1)) ... zeros((klen-1)*endo_nbr,2)]; kiy = flipud(lead_lag_incidence(:,order_var))'; kiy = kiy(:); if max_lead > 0 - kstate(1:endo_nbr,3) = kiy(1:endo_nbr)-nnz(lead_lag_incidence(max_lag+1,:)); + kstate(1:endo_nbr,3) = kiy(1:endo_nbr)-nnz(lead_lag_incidence(max_lag+1,:)); kstate(kstate(:,3) < 0,3) = 0; - kstate(endo_nbr+1:end,4) = kiy(2*endo_nbr+1:end); + kstate(endo_nbr+1:end,4) = kiy(2*endo_nbr+1:end); else - kstate(:,4) = kiy(endo_nbr+1:end); + kstate(:,4) = kiy(endo_nbr+1:end); end kstate = kstate(i_kmask,:); - + dr.order_var = order_var; dr.inv_order_var = inv_order_var'; dr.nstatic = nstatic; @@ -119,4 +137,4 @@ dr.nsfwrd = nfwrd+nboth; % number of predetermined variables in the state vector dr.nspred = npred+nboth; -dr.transition_auxiliary_variables = []; +dr.transition_auxiliary_variables = []; \ No newline at end of file diff --git a/matlab/stoch_simul.m b/matlab/stoch_simul.m index 8370f77fde6cdd83f9fb46a3d4763d1c33c4be3b..2097917ffd0d30834035e623324609fc4ac76c52 100644 --- a/matlab/stoch_simul.m +++ b/matlab/stoch_simul.m @@ -62,7 +62,7 @@ end check_model(M_); -oo_.dr=set_state_space(dr,M_); +oo_.dr=set_state_space(dr,M_,options_); if PI_PCL_solver [oo_.dr, info] = PCL_resol(oo_.steady_state,0); diff --git a/matlab/stochastic_solvers.m b/matlab/stochastic_solvers.m index 9967319b31c328c49f1bd997126f80e07c918cdc..60da9746516558ab16d8497a5c049e7b83960753 100644 --- a/matlab/stochastic_solvers.m +++ b/matlab/stochastic_solvers.m @@ -57,7 +57,7 @@ if options_.k_order_solver; [dr,info] = dyn_risky_steadystate_solver(oo_.steady_state,M_,dr, ... options_,oo_); else - dr = set_state_space(dr,M_); + dr = set_state_space(dr,M_,options_); [dr,info] = k_order_pert(dr,M_,options_,oo_); end return;