diff --git a/matlab/+occbin/set_default_options.m b/matlab/+occbin/set_default_options.m index ea02b1a1f2bc83c0d996f6056eff0fe2291c0c53..bb3f01af1f12c19095e037b90be856ded96f25d4 100644 --- a/matlab/+occbin/set_default_options.m +++ b/matlab/+occbin/set_default_options.m @@ -175,6 +175,7 @@ if ismember(flag,{'simul','all'}) options_occbin_.simul.check_ahead_periods=200; options_occbin_.simul.periodic_solution=false; options_occbin_.simul.piecewise_only = false; + options_occbin_.simul.reset_check_ahead_periods_in_new_period = false; options_occbin_.simul.reset_regime_in_new_period = false; options_occbin_.simul.restrict_state_space=false; options_occbin_.simul.SHOCKS=zeros(1,M_.exo_nbr); diff --git a/matlab/+occbin/solve_one_constraint.m b/matlab/+occbin/solve_one_constraint.m index 0801f8c1ebfab61a3b8e4658b30fee5bd22454a2..97eec6a206a13abc6521946842794659a5370ca9 100644 --- a/matlab/+occbin/solve_one_constraint.m +++ b/matlab/+occbin/solve_one_constraint.m @@ -164,7 +164,13 @@ for shock_period = 1:n_shocks_periods % get the hypothesized piece wise linear solution if shock_period==1 || shock_period>1 && any(data.shocks_sequence(shock_period,:)) if iter==1 && opts_simul_.reset_regime_in_new_period - binding_indicator=false(size(binding_indicator)); + if opts_simul_.reset_check_ahead_periods_in_new_period + % I re-set check ahead periods to initial value, when in previous period it was endogenously increased + nperiods_0 = max(opts_simul_.check_ahead_periods,n_periods-n_shocks_periods); + binding_indicator = false(nperiods_0+1,1); + else + binding_indicator=false(size(binding_indicator)); + end binding_indicator_history{iter}=binding_indicator; % analyse violvec and isolate contiguous periods in the other regime. [regime, regime_start, error_code_period]=occbin.map_regime(binding_indicator,opts_simul_.debug); @@ -267,7 +273,7 @@ for shock_period = 1:n_shocks_periods else disp_verbose('Did not converge -- increase maxit.',opts_simul_.debug) if opts_simul_.waitbar; dyn_waitbar_close(hh); end - error_flag = 311; + error_flag = 311; return end else diff --git a/matlab/+occbin/solve_two_constraints.m b/matlab/+occbin/solve_two_constraints.m index 234aaa78b510dfc93cc14d6b6c4b1532fc5c621c..59cff8ff5233389107646ebac9d1e156311ae5c3 100644 --- a/matlab/+occbin/solve_two_constraints.m +++ b/matlab/+occbin/solve_two_constraints.m @@ -178,7 +178,12 @@ for shock_period = 1:n_shocks_periods regime_history(shock_period).regimestart2 = regime_start_2; if shock_period==1 || shock_period>1 && any(data.shocks_sequence(shock_period,:)) % first period or shock happening if iter==1 && opts_simul_.reset_regime_in_new_period - binding_indicator=false(size(binding_indicator)); + if opts_simul_.reset_check_ahead_periods_in_new_period + nperiods_0 = max(opts_simul_.check_ahead_periods,n_periods-n_shocks_periods); + binding_indicator = false(nperiods_0+1,2); + else + binding_indicator=false(size(binding_indicator)); + end binding_indicator_history{iter}=binding_indicator; % analyse violvec and isolate contiguous periods in the other regime. [regime_1, regime_start_1, error_code_period(1)]=occbin.map_regime(binding_indicator(:,1),opts_simul_.debug);