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Dynare
dynare
Commits
381b0426
Commit
381b0426
authored
11 years ago
by
MichelJuillard
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adding missing file for perfect foresight
parent
979c1af5
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matlab/perfect_foresight_problem.m
+71
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matlab/perfect_foresight_problem.m
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matlab/perfect_foresight_problem.m
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381b0426
function
[
residuals
,
JJacobian
]
=
perfect_foresight_problem
(
y
,
dynamic_function
,
Y0
,
YT
,
...
exo_simul
,
params
,
steady_state
,
...
T
,
ny
,
i_cols
,
...
i_cols_J1
,
i_cols_1
,
i_cols_T
,
...
i_cols_j
,
nnzJ
)
% function perfect_foresight_problem(x, model_dynamic, Y0, YT,exo_simul,
% params, steady_state, periods, ny, i_cols,i_cols_J1, i_cols_1,
% i_cols_T, i_cols_j, nnzA)
% computes the residuals and th Jacobian matrix
% for a perfect foresight problem over T periods.
%
% INPUTS
% ...
% OUTPUTS
% ...
% ALGORITHM
% ...
%
% SPECIAL REQUIREMENTS
% None.
% Copyright (C) 1996-2014 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/>.
YY
=
[
Y0
;
y
;
YT
];
residuals
=
zeros
(
T
*
ny
,
1
);
if
nargout
==
2
JJacobian
=
sparse
([],[],[],
T
*
ny
,
T
*
ny
,
T
*
nnzJ
);
end
i_rows
=
1
:
ny
;
i_cols_J
=
i_cols
;
for
it
=
2
:(
T
+
1
)
if
nargout
==
1
residuals
(
i_rows
)
=
dynamic_function
(
YY
(
i_cols
),
exo_simul
,
params
,
...
steady_state
,
it
);
elseif
nargout
==
2
[
residuals
(
i_rows
),
jacobian
]
=
dynamic_function
(
YY
(
i_cols
),
exo_simul
,
params
,
...
steady_state
,
it
);
if
it
==
2
JJacobian
(
i_rows
,
i_cols_J1
)
=
jacobian
(:,
i_cols_1
);
elseif
it
==
T
+
1
JJacobian
(
i_rows
,
i_cols_J
(
i_cols_T
))
=
jacobian
(:,
i_cols_T
);
else
JJacobian
(
i_rows
,
i_cols_J
)
=
jacobian
(:,
i_cols_j
);
i_cols_J
=
i_cols_J
+
ny
;
end
end
i_rows
=
i_rows
+
ny
;
i_cols
=
i_cols
+
ny
;
end
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