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Frédéric Karamé
dynare
Commits
36fb15f3
Commit
36fb15f3
authored
8 years ago
by
Stéphane Adjemian
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Rewrote header.
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matlab/simul_backward_nonlinear_model.m
+21
-34
21 additions, 34 deletions
matlab/simul_backward_nonlinear_model.m
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21 additions
and
34 deletions
matlab/simul_backward_nonlinear_model.m
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34
View file @
36fb15f3
function
DynareOutput
=
simul_backward_nonlinear_model
(
initial_conditions
,
sample_size
,
DynareOptions
,
DynareModel
,
DynareOutput
,
innovations
)
%
@info
:
%!
@deftypefn
{
Function
File
}
{
@var
{
DynareOutput
}
=
}
simul_backward_nonlinear_model
(
@var
{
sample_size
},
@var
{
DynareOptions
},
@var
{
DynareModel
},
@var
{
DynareOutput
})
%!
@anchor
{
@simul
_backward_nonlinear_model
}
%!
@sp
1
%!
Simulates
a
stochastic
non
linear
backward
looking
model
with
arbitrary
precision
(
a
deterministic
solver
is
used
).
%!
@sp
2
%!
@strong
{
Inputs
}
%!
@sp
1
%!
@table
@
@var
%!
@item
sample_size
%!
Scalar
integer
,
size
of
the
sample
to
be
generated
.
%!
@item
DynareOptions
%!
Matlab
/
Octave
structure
(
Options
used
by
Dynare
).
%!
@item
DynareDynareModel
%!
Matlab
/
Octave
structure
(
Description
of
the
model
).
%!
@item
DynareOutput
%!
Matlab
/
Octave
structure
(
Results
reported
by
Dynare
).
%!
@end
table
%!
@sp
1
%!
@strong
{
Outputs
}
%!
@sp
1
%!
@table
@
@var
%!
@item
DynareOutput
%!
Matlab
/
Octave
structure
(
Results
reported
by
Dynare
).
%!
@end
table
%!
@sp
2
%!
@strong
{
This
function
is
called
by
:
}
%!
@sp
2
%!
@strong
{
This
function
calls
:
}
%!
@ref
{
dynTime
}
%!
%!
@end
deftypefn
%
@eod
:
% Simulates a stochastic non linear backward looking model with arbitrary precision (a deterministic solver is used).
%
% INPUTS
% - initial_conditions [double] n*1 vector, initial conditions for the endogenous variables.
% - sample_size [integer] scalar, number of periods for the simulation.
% - DynareOptions [struct] Dynare's options_ global structure.
% - DynareModel [struct] Dynare's M_ global structure.
% - DynareOutput [struct] Dynare's oo_ global structure.
% - innovations [double] T*q matrix, innovations to be used for the simulation.
%
% OUTPUTS
% - DynareOutput [struct] Dynare's oo_ global structure.
%
% REMARKS
% [1] The innovations used for the simulation are saved in DynareOutput.exo_simul, and the resulting paths for the endogenous
% variables are saved in DynareOutput.endo_simul.
% [2] The last input argument is not mandatory. If absent we use random draws and rescale them with the informations provided
% through the shocks block.
% [3] If the first input argument is empty, the endogenous variables are initialized with 0, or if available with the informations
% provided thrtough the histval block.
%
Copyright
(
C
)
2012
-
201
6
Dynare
Team
% Copyright (C) 2012-201
7
Dynare Team
%
% This file is part of Dynare.
%
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