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Marco Ratto
dynare
Commits
cf1bd26f
Commit
cf1bd26f
authored
11 years ago
by
Stéphane Adjemian
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Removed old version of homotopic_steps (extended path).
parent
1a8e50dd
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matlab/homotopic_steps.m
+0
-83
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matlab/homotopic_steps.m
with
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83 deletions
matlab/homotopic_steps.m
deleted
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−
83
View file @
1a8e50dd
function
[
info
,
number_of_calls
]
=
homotopic_steps
(
tdx
,
positive_var_indx
,
shocks
,
init_weight
,
step
,
init
,
number_of_calls
)
% Copyright (C) 2010 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/>.
global
oo_
number_of_calls
=
number_of_calls
+
1
;
max_number_of_calls
=
50
;
if
number_of_calls
>
max_number_of_calls
info
=
NaN
;
return
end
max_iter
=
100
;
weight
=
init_weight
;
verbose
=
0
;
iter
=
0
;
time
=
0
;
reduce_step
=
0
;
while
iter
<=
max_iter
&&
weight
<=
1
iter
=
iter
+
1
;
old_weight
=
weight
;
weight
=
weight
+
step
;
oo_
.
exo_simul
(
tdx
,
positive_var_indx
)
=
weight
*
shocks
+
(
1
-
weight
);
if
init
info
=
perfect_foresight_simulation
(
oo_
.
dr
,
oo_
.
steady_state
);
else
info
=
perfect_foresight_simulation
;
end
time
=
time
+
info
.
time
;
if
verbose
[
iter
,
step
]
[
info
.
iterations
.
time
,
info
.
iterations
.
error
]
end
if
~
info
.
convergence
if
verbose
disp
(
'Reduce step size!'
)
end
reduce_step
=
1
;
break
else
if
length
(
info
.
iterations
.
error
)
<
5
if
verbose
disp
(
'Increase step size!'
)
end
step
=
step
*
1.5
;
end
end
end
if
reduce_step
step
=
step
/
1.5
;
[
info
,
number_of_calls
]
=
homotopic_steps
(
tdx
,
positive_var_indx
,
shocks
,
old_weight
,
step
,
init
,
number_of_calls
);
if
isstruct
(
info
)
&&
~
isnan
(
info
.
error
)
time
=
time
+
info
.
time
;
return
else
return
end
end
if
weight
<
1
&&
iter
<
max_iter
oo_
.
exo_simul
(
tdx
,
positive_var_indx
)
=
shocks
;
if
init
info
=
perfect_foresight_simulation
(
oo_
.
dr
,
oo_
.
steady_state
);
else
info
=
perfect_foresight_simulation
;
end
info
.
time
=
info
.
time
+
time
;
else
info
.
time
=
time
;
end
\ No newline at end of file
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