From 21004adf031f72449a13d4fe3c98fd9aaa46e1b7 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Thu, 28 Apr 2022 21:49:05 +0200
Subject: [PATCH] evaluate_steady_state.m: correctly account for presence of
auxiliary variables potentially depending on Lagrange multipliers
Otherwise error message due to NaN may be thrown out due to them non having been set. Closes https://git.dynare.org/Dynare/preprocessor/-/issues/94
---
matlab/evaluate_steady_state.m | 26 +++++++++++++-------------
1 file changed, 13 insertions(+), 13 deletions(-)
diff --git a/matlab/evaluate_steady_state.m b/matlab/evaluate_steady_state.m
index 0f83e14c0e..3379704ac2 100644
--- a/matlab/evaluate_steady_state.m
+++ b/matlab/evaluate_steady_state.m
@@ -67,8 +67,8 @@ if options.ramsey_policy
else
[resids, ~ , jacob]= evaluate_static_model(ys,exo_ss,params,M,options);
end
- n_multipliers=M.ramsey_eq_nbr;
- nan_indices=find(isnan(resids(n_multipliers+1:end)));
+ n_ramsey_equations=M.ramsey_eq_nbr;
+ nan_indices=find(isnan(resids(n_ramsey_equations+1:n_ramsey_equations+M.orig_eq_nbr))); %
if ~isempty(nan_indices)
if options.debug
@@ -91,7 +91,7 @@ if options.ramsey_policy
return
end
- if any(imag(ys(n_multipliers+1:end)))
+ if any(imag(ys(n_ramsey_equations+1:n_ramsey_equations+M.orig_eq_nbr)))
if options.debug
fprintf('\nevaluate_steady_state: The steady state file computation for the Ramsey problem resulted in complex numbers.\n')
fprintf('evaluate_steady_state: The steady state was computed conditional on the following initial instrument values: \n')
@@ -106,7 +106,7 @@ if options.ramsey_policy
return
end
- if max(abs(resids(n_multipliers+1:end))) > options.solve_tolf %does it solve for all variables except for the Lagrange multipliers
+ if max(abs(resids(n_ramsey_equations+1:n_ramsey_equations+M.orig_eq_nbr))) > options.solve_tolf %does it solve for all variables except for the Lagrange multipliers
if options.debug
fprintf('\nevaluate_steady_state: The steady state file does not solve the steady state for the Ramsey problem.\n')
fprintf('evaluate_steady_state: Conditional on the following instrument values: \n')
@@ -114,9 +114,9 @@ if options.ramsey_policy
fprintf('\t %s \t %f \n',options.instruments{ii},ys_init(strmatch(options.instruments{ii},M.endo_names,'exact')))
end
fprintf('evaluate_steady_state: the following equations have non-zero residuals: \n')
- for ii=n_multipliers+1:M.endo_nbr
+ for ii=n_ramsey_equations+1:M.endo_nbr
if abs(resids(ii)) > options.solve_tolf
- fprintf('\t Equation number %d: %f\n',ii-n_multipliers, resids(ii))
+ fprintf('\t Equation number %d: %f\n',ii-n_ramsey_equations, resids(ii))
end
end
skipline(2)
@@ -150,7 +150,7 @@ if options.ramsey_policy
end
end
if steadystate_flag
- nan_indices_mult=find(isnan(resids(1:n_multipliers)));
+ nan_indices_mult=find(isnan(resids(1:n_ramsey_equations)));
if any(nan_indices_mult)
fprintf('evaluate_steady_state: The steady state results NaN for auxiliary equation %u.\n',nan_indices_mult);
fprintf('evaluate_steady_state: This is often a sign of problems.\n');
@@ -185,9 +185,9 @@ if options.ramsey_policy
%check whether steady state really solves the model
resids = evaluate_static_model(ys,exo_ss,params,M,options);
- n_multipliers=M.ramsey_eq_nbr;
- nan_indices_multiplier=find(isnan(resids(1:n_multipliers)));
- nan_indices=find(isnan(resids(n_multipliers+1:end)));
+ n_ramsey_equations=M.ramsey_eq_nbr;
+ nan_indices_multiplier=find(isnan(resids(1:n_ramsey_equations)));
+ nan_indices=find(isnan(resids(n_ramsey_equations+1:end)));
if ~isempty(nan_indices)
if options.debug
@@ -233,14 +233,14 @@ if options.ramsey_policy
fprintf('\t %s \t %f \n',options.instruments{i},ys(strmatch(options.instruments{i},M.endo_names,'exact')))
end
fprintf('evaluate_steady_state: The following equations have non-zero residuals: \n')
- for ii=1:n_multipliers
+ for ii=1:n_ramsey_equations
if abs(resids(ii)) > options.solve_tolf/100
fprintf('\t Auxiliary Ramsey equation number %d: %f\n',ii, resids(ii))
end
end
- for ii=n_multipliers+1:M.endo_nbr
+ for ii=n_ramsey_equations+1:M.endo_nbr
if abs(resids(ii)) > options.solve_tolf/100
- fprintf('\t Equation number %d: %f\n',ii-n_multipliers, resids(ii))
+ fprintf('\t Equation number %d: %f\n',ii-n_ramsey_equations, resids(ii))
end
end
skipline(2)
--
GitLab