### Added routine to compute one step ahead state space iteration (mex and m). The state space

`equations are approximated at order two around the deterministic steady state.`
parent 8f957114
 ... ... @@ -193,6 +193,9 @@ mex_status(3,3) = {'Kronecker products'}; mex_status(4,1) = {'sparse_hessian_times_B_kronecker_C'}; mex_status(4,2) = {'kronecker'}; mex_status(4,3) = {'Sparse kronecker products'}; mex_status(5,1) = {'local_state_space_iteration_2'}; mex_status(5,2) = {'particle/local_state_space_iteration'}; mex_status(5,3) = {'Local state space iteraton (second order)'}; number_of_mex_files = size(mex_status,1); %% Remove some directories from matlab's path. This is necessary if the user has %% added dynare_v4/matlab with the subfolders. Matlab has to ignore these ... ...
 function [y,y_] = local_state_equation_2(yhat,epsilon,ghx,ghu,constant,ghxx,ghuu,ghxu,yhat_,ss) function [y,y_] = local_state_space_iteration_2(yhat,epsilon,ghx,ghu,constant,ghxx,ghuu,ghxu,yhat_,ss) %@info: %! @deftypefn {Function File} {@var{y}, @var{y_} =} local_state_equation_2 (@var{yhat},@var{epsilon}, @var{ghx}, @var{ghu}, @var{constant}, @var{ghxx}, @var{ghuu}, @var{ghxu}, @var{yhat_}, @var{ss}) %! @anchor{particle/local_state_equation_2} %! @anchor{particle/local_state_space_iteration_2} %! @sp 1 %! Given the states (y) and structural innovations (epsilon), this routine computes the level of selected endogenous variables when the %! model is approximated by an order two taylor expansion around the deterministic steady state. Depending on the number of input/output ... ... @@ -76,22 +76,22 @@ function [y,y_] = local_state_equation_2(yhat,epsilon,ghx,ghu,constant,ghxx,ghuu % along with Dynare. If not, see . % AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr % frederic DOT karame AT univ DASH evry DOT fr % frederic DOT karame AT univ DASH evry DOT fr number_of_threads = 1; if nargin==8 pruning = 0; if nargout>1 error('local_state_equation_2:: Numbers of input and output argument are inconsistent!') error('local_state_space_iteration_2:: Numbers of input and output argument are inconsistent!') end elseif nargin==10 pruning = 1; if nargout~=2 error('local_state_equation_2:: Numbers of input and output argument are inconsistent!') error('local_state_space_iteration_2:: Numbers of input and output argument are inconsistent!') end else error('local_state_equation_2:: Wrong number of input arguments!') error('local_state_space_iteration_2:: Wrong number of input arguments!') end switch pruning ... ... @@ -152,7 +152,7 @@ end %\$ n = dr.npred; %\$ q = size(dr.ghu,2); %\$ yhat = zeros(n,1); %\$ epsilon = zeros(q,1); %\$ epsilon = zeros(q,1); %\$ ghx = dr.ghx(istates,:); %\$ ghu = dr.ghu(istates,:); %\$ constant = dr.ys(istates,:)+dr.ghs2(istates,:); ... ...
 vpath %.cc \$(top_srcdir)/../../sources/local_state_space_iterations noinst_PROGRAMS = local_state_space_iteration_2 nodist_local_state_space_iteration_2_SOURCES = local_state_space_iteration_2.cc \ No newline at end of file
 ... ... @@ -2,7 +2,7 @@ ACLOCAL_AMFLAGS = -I ../../../m4 # libdynare++ must come before gensylv, k_order_perturbation, dynare_simul_ if DO_SOMETHING SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv k_order_perturbation dynare_simul_ estimation block_kalman_filter sobol SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv k_order_perturbation dynare_simul_ estimation block_kalman_filter sobol local_state_space_iterations if HAVE_GSL SUBDIRS += ms_sbvar ... ...
 ... ... @@ -144,6 +144,7 @@ AC_CONFIG_FILES([Makefile kalman_steady_state/Makefile ms_sbvar/Makefile block_kalman_filter/Makefile sobol/Makefile]) sobol/Makefile local_state_space_iterations/Makefile]) AC_OUTPUT
 include ../mex.am include ../../local_state_space_iterations.am \ No newline at end of file
 ... ... @@ -2,7 +2,7 @@ ACLOCAL_AMFLAGS = -I ../../../m4 # libdynare++ must come before gensylv, k_order_perturbation, dynare_simul_ if DO_SOMETHING SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv k_order_perturbation dynare_simul_ qzcomplex ordschur block_kalman_filter sobol SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv k_order_perturbation dynare_simul_ qzcomplex ordschur block_kalman_filter sobol local_state_space_iterations if HAVE_GSL SUBDIRS += ms_sbvar ... ...
 ... ... @@ -131,6 +131,7 @@ AC_CONFIG_FILES([Makefile kalman_steady_state/Makefile ms_sbvar/Makefile block_kalman_filter/Makefile sobol/Makefile]) sobol/Makefile local_state_space_iterations/Makefile]) AC_OUTPUT
 EXEEXT = .mex include ../mex.am include ../../local_state_space_iterations.am