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Verified Commit 43607acf authored by Sébastien Villemot's avatar Sébastien Villemot
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Merge branch 'resolveheader' of git.dynare.org:JohannesPfeifer/dynare

See merge request !1875
parents 18a172bd 32e1f345
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1 merge request!1875dynare_resolve.m: correct header and change naming of globals
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function [A,B,ys,info,Model,DynareOptions,DynareResults] = dynare_resolve(Model,DynareOptions,DynareResults,mode) function [A,B,ys,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_,mode)
% function [A,B,ys,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_,mode)
% Computes the linear approximation and the matrices A and B of the transition equation. % Computes the linear approximation and the matrices A and B of the transition equation.
%
% Inputs:
% - M_ [structure] Matlab's structure describing the model
% - options_ [structure] Matlab's structure containing the options
% - oo_ [structure] Matlab's structure containing the results
% - mode [string] if provided, use restricted state space
%
% Outputs:
% - A [double] State transition matrix (potentially for restricted state space)
% - B [double] shock impact matrix (potentially for restricted state space)
% - ys [double] vector of steady state values
% - info [double] 4 by 1 vector with exit flag and information
% - M_ [structure] Matlab's structure describing the model
% - options_ [structure] Matlab's structure containing the options
% - oo_ [structure] Matlab's structure containing the results
%@info: % Copyright (C) 2001-2021 Dynare Team
%! @deftypefn {Function File} {[@var{A},@var{B},@var{ys},@var{info},@var{Model},@var{DynareOptions},@var{DynareResults}] =} resol (@var{Model},@var{DynareOptions},@var{DynareResults})
%! @anchor{dynare_resolve}
%! @sp 1
%! Computes the linear approximation and the matrices A and B of the transition equation.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item Model
%! Matlab's structure describing the model (initialized by dynare, see @ref{M_}).
%! @item DynareOptions
%! Matlab's structure describing the options (initialized by dynare, see @ref{options_}).
%! @item DynareResults
%! Matlab's structure gathering the results (initialized by dynare, see @ref{oo_}).
%! @item mode
%! Passed argument if restricted state-space is required, not passed otherwise
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item A
%! Matrix of doubles, transition matrix of the state equation.
%! @item B
%! Matrix of doubles, matrix relating the endogenous variables to the innovations in the state equation.
%! @item ys
%! Vector of doubles, steady state level of the endogenous variables in declaration order
%! @item info
%! Integer scalar, error code as given by @ref{resol}.
%! @item Model
%! Matlab's structure describing the model (initialized by dynare, see @ref{M_}).
%! @item DynareOptions
%! Matlab's structure describing the options (initialized by dynare, see @ref{options_}).
%! @item DynareResults
%! Matlab's structure gathering the results (initialized by dynare, see @ref{oo_}).
%! @end table
%! @sp 2
%! @strong{This function is called by:}
%! @sp 1
%! @ref{dsge_likelihood}, @ref{DsgeLikelihood_hh}, @ref{DsgeVarLikelihood}, @ref{dsge_posterior_kernel}, @ref{DsgeSmoother}, @ref{dynare_sensitivity}, @ref{gsa/thet2tau}, @ref{gsa/stab_map}, @ref{identification_analysis}, @ref{imcforecast}, @ref{thet2tau}
%! @sp 2
%! @strong{This function calls:}
%! @sp 1
%! @ref{resol}, @ref{kalman_transition_matrix}
%! @end deftypefn
%@eod:
% Copyright (C) 2001-2020 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
...@@ -66,7 +34,7 @@ function [A,B,ys,info,Model,DynareOptions,DynareResults] = dynare_resolve(Model, ...@@ -66,7 +34,7 @@ function [A,B,ys,info,Model,DynareOptions,DynareResults] = dynare_resolve(Model,
% You should have received a copy of the GNU General Public License % You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>. % along with Dynare. If not, see <https://www.gnu.org/licenses/>.
[dr,info,Model,DynareOptions,DynareResults] =compute_decision_rules(Model,DynareOptions,DynareResults); [dr,info,M_,options_,oo_] =compute_decision_rules(M_,options_,oo_);
if info(1) > 0 if info(1) > 0
A = []; A = [];
...@@ -81,26 +49,26 @@ end ...@@ -81,26 +49,26 @@ end
switch nargin switch nargin
case 3 case 3
endo_nbr = Model.endo_nbr; endo_nbr = M_.endo_nbr;
nstatic = Model.nstatic; nstatic = M_.nstatic;
nspred = Model.nspred; nspred = M_.nspred;
iv = (1:endo_nbr)'; iv = (1:endo_nbr)';
if ~DynareOptions.block if ~options_.block
ic = [ nstatic+(1:nspred) endo_nbr+(1:size(DynareResults.dr.ghx,2)-nspred) ]'; ic = [ nstatic+(1:nspred) endo_nbr+(1:size(oo_.dr.ghx,2)-nspred) ]';
else else
ic = DynareResults.dr.restrict_columns; ic = oo_.dr.restrict_columns;
end end
case 4 case 4
iv = DynareResults.dr.restrict_var_list; iv = oo_.dr.restrict_var_list;
ic = DynareResults.dr.restrict_columns; ic = oo_.dr.restrict_columns;
otherwise otherwise
error('dynare_resolve:: Error in the calling sequence!') error('dynare_resolve:: Error in the calling sequence!')
end end
if nargout==1 if nargout==1
A = kalman_transition_matrix(DynareResults.dr,iv,ic,Model.exo_nbr); A = kalman_transition_matrix(oo_.dr,iv,ic,M_.exo_nbr);
return return
end end
[A,B] = kalman_transition_matrix(DynareResults.dr,iv,ic,Model.exo_nbr); [A,B] = kalman_transition_matrix(oo_.dr,iv,ic,M_.exo_nbr);
ys = DynareResults.dr.ys; ys = oo_.dr.ys;
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