diff --git a/license.txt b/license.txt
index 979419e101cc516b48e8277cbc86c5ef2a54e130..6d29a2c773615eae372a6f7cc5761a3815b2ed8d 100644
--- a/license.txt
+++ b/license.txt
@@ -319,8 +319,7 @@ Copyright: 2010 Yannick Kalantzis
2019 Dynare Team
License: GPL-3+
-Files: mex/sources/dynare_simul_/dynare_simul_.cc
- mex/sources/gensylv/gensylv.cc
+Files: mex/sources/gensylv/gensylv.cc
Copyright: 2005-2011 Ondra Kamenik
2019 Dynare Team
License: GPL-3+
diff --git a/matlab/simult_.m b/matlab/simult_.m
index bf35c745bb06cdcf3915cffe37ef090e20433de2..128bfee9ac5f17a5daddd5bc84fcae0fa4d90b37 100644
--- a/matlab/simult_.m
+++ b/matlab/simult_.m
@@ -17,7 +17,7 @@ function y_=simult_(M_,options_,y0,dr,ex_,iorder)
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2001-2020 Dynare Team
+% Copyright (C) 2001-2021 Dynare Team
%
% This file is part of Dynare.
%
@@ -58,9 +58,8 @@ if options_.k_order_solver && ~options_.pruning % Call dynare++ routines.
'consistent with the one used for computing the decision rules'])
end
y_start=y_(:,1); %store first period required for output
- y_ = dynare_simul_(iorder,M_.nstatic,M_.npred,M_.nboth,M_.nfwrd,exo_nbr, ...
- y_start(dr.order_var,:),ex_',M_.Sigma_e,options_.DynareRandomStreams.seed, ...
- dr.ys(dr.order_var),dr);
+ y_ = k_order_simul(iorder,M_.nstatic,M_.npred,M_.nboth,M_.nfwrd,exo_nbr, ...
+ y_start(dr.order_var,:),ex_',dr.ys(dr.order_var),dr);
y_(dr.order_var,:) = y_;
y_=[y_start y_];
else
diff --git a/mex/build/dynare_simul_.am b/mex/build/dynare_simul_.am
deleted file mode 100644
index 550bd7436092e8feb3e0decbf27f9f0c43a21f65..0000000000000000000000000000000000000000
--- a/mex/build/dynare_simul_.am
+++ /dev/null
@@ -1,16 +0,0 @@
-mex_PROGRAMS = dynare_simul_
-
-dynare_simul__CPPFLAGS = $(AM_CPPFLAGS) -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../../dynare++/tl/cc -I$(top_srcdir)/../../../dynare++/kord -I$(top_srcdir)/../../../dynare++/utils/cc $(CPPFLAGS_MATIO)
-
-dynare_simul__CXXFLAGS = $(AM_CXXFLAGS) $(THREAD_CXXFLAGS)
-
-dynare_simul__LDFLAGS = $(AM_LDFLAGS) $(LDFLAGS_MATIO)
-dynare_simul__LDADD = ../libdynare++/libdynare++.a $(LIBADD_MATIO)
-
-nodist_dynare_simul__SOURCES = dynare_simul_.cc
-
-BUILT_SOURCES = $(nodist_dynare_simul__SOURCES)
-CLEANFILES = $(nodist_dynare_simul__SOURCES)
-
-%.cc: $(top_srcdir)/../../sources/dynare_simul_/%.cc
- $(LN_S) -f $< $@
diff --git a/mex/build/matlab/Makefile.am b/mex/build/matlab/Makefile.am
index 7b565fb3a07b851ca55305ebc200cfc89da512a0..ef9017507227c9212e63fec5a3bad41493cf4d66 100644
--- a/mex/build/matlab/Makefile.am
+++ b/mex/build/matlab/Makefile.am
@@ -2,9 +2,9 @@ ACLOCAL_AMFLAGS = -I ../../../m4
SUBDIRS = mjdgges kronecker bytecode block_kalman_filter sobol perfect_foresight_problem num_procs block_trust_region disclyap_fast
-# libdynare++ must come before gensylv, k_order_perturbation, dynare_simul_
+# libdynare++ must come before gensylv and k_order_perturbation
if ENABLE_MEX_DYNAREPLUSPLUS
-SUBDIRS += libdynare++ gensylv libkorder dynare_simul_ k_order_perturbation k_order_welfare local_state_space_iterations libkordersim folded_to_unfolded_dr local_state_space_iteration_fortran k_order_simul k_order_mean
+SUBDIRS += libdynare++ gensylv libkorder k_order_perturbation k_order_welfare local_state_space_iterations libkordersim folded_to_unfolded_dr local_state_space_iteration_fortran k_order_simul k_order_mean
endif
if ENABLE_MEX_MS_SBVAR
diff --git a/mex/build/matlab/configure.ac b/mex/build/matlab/configure.ac
index f377afc141dd5141ca1745b46deda65308f41b23..5a877ae473333e81fd5bea33a4be3e4ed581b90c 100644
--- a/mex/build/matlab/configure.ac
+++ b/mex/build/matlab/configure.ac
@@ -155,7 +155,6 @@ AC_CONFIG_FILES([Makefile
libkorder/Makefile
k_order_perturbation/Makefile
k_order_welfare/Makefile
- dynare_simul_/Makefile
kalman_steady_state/Makefile
ms_sbvar/Makefile
block_kalman_filter/Makefile
diff --git a/mex/build/matlab/dynare_simul_/Makefile.am b/mex/build/matlab/dynare_simul_/Makefile.am
deleted file mode 100644
index b7301c554041b7fbb416f893c0da9c2969712cb7..0000000000000000000000000000000000000000
--- a/mex/build/matlab/dynare_simul_/Makefile.am
+++ /dev/null
@@ -1,2 +0,0 @@
-include ../mex.am
-include ../../dynare_simul_.am
diff --git a/mex/build/octave/Makefile.am b/mex/build/octave/Makefile.am
index 53155961c5c306e9ced44f086d4a893c212506d8..ae7899d6c51bb1a7b497ad8fd8f76000a214a531 100644
--- a/mex/build/octave/Makefile.am
+++ b/mex/build/octave/Makefile.am
@@ -2,9 +2,9 @@ ACLOCAL_AMFLAGS = -I ../../../m4
SUBDIRS = mjdgges kronecker bytecode block_kalman_filter sobol perfect_foresight_problem num_procs block_trust_region disclyap_fast
-# libdynare++ must come before gensylv, k_order_perturbation, dynare_simul_
+# libdynare++ must come before gensylv and k_order_perturbation
if ENABLE_MEX_DYNAREPLUSPLUS
-SUBDIRS += libdynare++ gensylv libkorder dynare_simul_ k_order_perturbation k_order_welfare local_state_space_iterations libkordersim folded_to_unfolded_dr local_state_space_iteration_fortran k_order_simul
+SUBDIRS += libdynare++ gensylv libkorder k_order_perturbation k_order_welfare local_state_space_iterations libkordersim folded_to_unfolded_dr local_state_space_iteration_fortran k_order_simul
endif
if ENABLE_MEX_MS_SBVAR
diff --git a/mex/build/octave/configure.ac b/mex/build/octave/configure.ac
index 22e6e87976cc67b3ff2eeb7afceea2b55e638cce..cf9a0adcb55f1ea5d31b4d73b553c64353f1112a 100644
--- a/mex/build/octave/configure.ac
+++ b/mex/build/octave/configure.ac
@@ -156,7 +156,6 @@ AC_CONFIG_FILES([Makefile
libkorder/Makefile
k_order_perturbation/Makefile
k_order_welfare/Makefile
- dynare_simul_/Makefile
kalman_steady_state/Makefile
ms_sbvar/Makefile
block_kalman_filter/Makefile
diff --git a/mex/build/octave/dynare_simul_/Makefile.am b/mex/build/octave/dynare_simul_/Makefile.am
deleted file mode 100644
index 3bf23bd7ca6f10198494ba9fd6700997684de3be..0000000000000000000000000000000000000000
--- a/mex/build/octave/dynare_simul_/Makefile.am
+++ /dev/null
@@ -1,3 +0,0 @@
-EXEEXT = .mex
-include ../mex.am
-include ../../dynare_simul_.am
diff --git a/mex/sources/dynare_simul_/dynare_simul_.cc b/mex/sources/dynare_simul_/dynare_simul_.cc
deleted file mode 100644
index 99c8a8e41c1833c16230ec88e9633dd1e7fa1025..0000000000000000000000000000000000000000
--- a/mex/sources/dynare_simul_/dynare_simul_.cc
+++ /dev/null
@@ -1,142 +0,0 @@
-/*
- * Copyright © 2005-2011 Ondra Kamenik
- * Copyright © 2019-2020 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 <https://www.gnu.org/licenses/>.
- */
-
-// This is the mexFunction providing interface to
-// DecisionRule<>::simulate(). It takes the following input
-// parameters:
-// order the order of approximation, needs order+1 derivatives
-// nstat
-// npred
-// nboth
-// nforw
-// nexog
-// ystart starting value (full vector of endogenous)
-// shocks matrix of shocks (nexog x number of period)
-// vcov covariance matrix of shocks (nexog x nexog)
-// seed integer seed
-// ysteady full vector of decision rule's steady
-// dr structure containing matrices of derivatives (g_0, g_1,…)
-
-// output:
-// res simulated results
-
-#include "dynmex.h"
-#include "mex.h"
-
-#include "decision_rule.hh"
-#include "fs_tensor.hh"
-#include "SylvException.hh"
-
-#include <string>
-
-extern "C" {
- void
- mexFunction(int nlhs, mxArray *plhs[],
- int nhrs, const mxArray *prhs[])
- {
- if (nhrs != 12 || nlhs != 1)
- mexErrMsgTxt("dynare_simul_ must have at exactly 12 input parameters and 1 output argument.");
-
- int order = static_cast<int>(mxGetScalar(prhs[0]));
- int nstat = static_cast<int>(mxGetScalar(prhs[1]));
- int npred = static_cast<int>(mxGetScalar(prhs[2]));
- int nboth = static_cast<int>(mxGetScalar(prhs[3]));
- int nforw = static_cast<int>(mxGetScalar(prhs[4]));
- int nexog = static_cast<int>(mxGetScalar(prhs[5]));
-
- const mxArray *const ystart = prhs[6];
- const mxArray *const shocks = prhs[7];
- const mxArray *const vcov = prhs[8];
- int seed = static_cast<int>(mxGetScalar(prhs[9]));
- const mxArray *const ysteady = prhs[10];
- const mxArray *const dr = prhs[11];
- const mwSize *const ystart_dim = mxGetDimensions(ystart);
- const mwSize *const shocks_dim = mxGetDimensions(shocks);
- const mwSize *const vcov_dim = mxGetDimensions(vcov);
- const mwSize *const ysteady_dim = mxGetDimensions(ysteady);
-
- int ny = nstat + npred + nboth + nforw;
- if (ny != static_cast<int>(ystart_dim[0]))
- mexErrMsgTxt("ystart has wrong number of rows.\n");
- if (1 != ystart_dim[1])
- mexErrMsgTxt("ystart has wrong number of cols.\n");
- int nper = shocks_dim[1];
- if (nexog != static_cast<int>(shocks_dim[0]))
- mexErrMsgTxt("shocks has a wrong number of rows.\n");
- if (nexog != static_cast<int>(vcov_dim[0]))
- mexErrMsgTxt("vcov has a wrong number of rows.\n");
- if (nexog != static_cast<int>(vcov_dim[1]))
- mexErrMsgTxt("vcov has a wrong number of cols.\n");
- if (ny != static_cast<int>(ysteady_dim[0]))
- mexErrMsgTxt("ysteady has wrong number of rows.\n");
- if (1 != ysteady_dim[1])
- mexErrMsgTxt("ysteady has wrong number of cols.\n");
-
- plhs[0] = mxCreateDoubleMatrix(ny, nper, mxREAL);
-
- try
- {
- // initialize tensor library
- TLStatic::init(order, npred+nboth+nexog);
-
- // form the polynomial
- UTensorPolynomial pol(ny, npred+nboth+nexog);
- for (int dim = 0; dim <= order; dim++)
- {
- const mxArray *gk_m = mxGetField(dr, 0, ("g_" + std::to_string(dim)).c_str());
- if (!gk_m)
- mexErrMsgTxt(("Can't find field `g_" + std::to_string(dim) + "' in structured passed as last argument").c_str());
- ConstTwoDMatrix gk(gk_m);
- FFSTensor ft(ny, npred+nboth+nexog, dim);
- if (ft.ncols() != gk.ncols())
- mexErrMsgTxt(("Wrong number of columns for folded tensor: got " + std::to_string(gk.ncols()) + " but i want " + std::to_string(ft.ncols()) + '\n').c_str());
- if (ft.nrows() != gk.nrows())
- mexErrMsgTxt(("Wrong number of rows for folded tensor: got " + std::to_string(gk.nrows()) + " but i want " + std::to_string(ft.nrows()) + '\n').c_str());
- ft.zeros();
- ft.add(1.0, gk);
- pol.insert(std::make_unique<UFSTensor>(ft));
- }
- // form the decision rule
- UnfoldDecisionRule dr(pol, PartitionY(nstat, npred, nboth, nforw),
- nexog, ConstVector{ysteady});
- // form the shock realization
- ConstTwoDMatrix shocks_mat(nexog, nper, ConstVector{shocks});
- ConstTwoDMatrix vcov_mat(nexog, nexog, ConstVector{vcov});
- GenShockRealization sr(vcov_mat, shocks_mat, seed);
- // simulate and copy the results
- TwoDMatrix res_mat{dr.simulate(DecisionRule::emethod::horner, nper,
- ConstVector{ystart}, sr)};
- TwoDMatrix res_tmp_mat{plhs[0]};
- res_tmp_mat = const_cast<const TwoDMatrix &>(res_mat);
- }
- catch (const KordException &e)
- {
- mexErrMsgTxt("Caught Kord exception.");
- }
- catch (const TLException &e)
- {
- mexErrMsgTxt("Caught TL exception.");
- }
- catch (SylvException &e)
- {
- mexErrMsgTxt("Caught Sylv exception.");
- }
- }
-};
diff --git a/tests/k_order_perturbation/burnside_k_order.mod b/tests/k_order_perturbation/burnside_k_order.mod
index 7f7072f91ceeffee004f070dd45ba7ad9b1666ad..a42a81078f39aa7401bd1de8e2720f0442672769 100644
--- a/tests/k_order_perturbation/burnside_k_order.mod
+++ b/tests/k_order_perturbation/burnside_k_order.mod
@@ -119,54 +119,7 @@ for T = 1:size(oo_.endo_simul,2)
end
end
if abs(y_-oo_.endo_simul(1,T)) > 1e-14
- error(['Error in dynare_simul_ DLL'])
+ error(['Error in k_order_simul DLL'])
end
xlag = oo_.endo_simul(2,T);
end
-
-% Verify that the simulated time series is correct with the Fortran routine k_order_simul
-
-order = options_.order;
-nstat = M_.nstatic;
-npred = M_.npred;
-nboth = M_.nboth;
-nfwrd = M_.nfwrd;
-nexog = M_.exo_nbr;
-ystart = oo_.dr.ys(oo_.dr.order_var,1);
-ex_ = oo_.exo_simul';
-ysteady = oo_.dr.ys(oo_.dr.order_var);
-dr = oo_.dr;
-
-vcov = M_.Sigma_e;
-seed = options_.DynareRandomStreams;
-
-%do 1 call to get k_order_simul into memory (dynare_simul_ was already called within stoch_simul)
-fortran_endo_simul = k_order_simul(order, nstat, npred, nboth, nfwrd, nexog, ystart, ex_, ysteady, dr);
-
-tElapsed=NaN(2,1000);
-for ii=1:1000
-
-tStart1 = tic; fortran_endo_simul = k_order_simul(order, nstat, npred, nboth, nfwrd, nexog, ystart, ex_, ysteady, dr); tElapsed(1,ii) = toc(tStart1);
-tStart2 = tic; dynare_endo_simul = dynare_simul_(order, nstat, npred, nboth, nfwrd, nexog, ystart,ex_,vcov,seed, ysteady, dr); tElapsed(2,ii) = toc(tStart2);
-end
-
-
-if max(max(abs(oo_.endo_simul-fortran_endo_simul(oo_.dr.order_var,:)))) > 1e-10
- error('Error in k_order_simul: inaccurate simulation');
-end;
-
-if max(max(abs(dynare_endo_simul-fortran_endo_simul))) > 1e-10
- error('Error in k_order_simul: inaccurate simulation');
-end;
-
-tElapsed1=mean(tElapsed(1,:))
-tElapsed2=mean(tElapsed(2,:))
-if tElapsed1<tElapsed2
- skipline()
- dprintf('k_order_simul is %5.2f times faster than dynare_simul_', tElapsed2/tElapsed1)
- skipline()
-else
- skipline()
- dprintf('k_order_simul is %5.2f times slower than dynare_simul_', tElapsed1/tElapsed2)
- skipline()
-end