From 9dfc0d5c08f23f21a87e70b58fc826c5bc06c594 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Sat, 4 Feb 2012 18:52:03 +0100
Subject: [PATCH] Added calls to matlab implementation of the perfect foresight
solver in homotopic routine (extended path approach).
---
matlab/ep/extended_path.m | 4 ++--
matlab/ep/homotopic_steps.m | 23 ++++++++++++++++++++---
2 files changed, 22 insertions(+), 5 deletions(-)
diff --git a/matlab/ep/extended_path.m b/matlab/ep/extended_path.m
index 1e07356429..23c6a36d86 100644
--- a/matlab/ep/extended_path.m
+++ b/matlab/ep/extended_path.m
@@ -349,9 +349,9 @@ while (t<sample_size)
end
end% while
if ~info.convergence% If exited from the while loop without achieving convergence, use an homotopic approach
- [INFO,tmp] = homotopic_steps(.5,.01);
+ [INFO,tmp] = homotopic_steps(.5,.01,pfm);
if (~isstruct(INFO) && isnan(INFO)) || ~INFO.convergence
- [INFO,tmp] = homotopic_steps(0,.01);
+ [INFO,tmp] = homotopic_steps(0,.01,pfm);
if ~INFO.convergence
disp('Homotopy:: No convergence of the perfect foresight model solver!')
error('I am not able to simulate this model!');
diff --git a/matlab/ep/homotopic_steps.m b/matlab/ep/homotopic_steps.m
index 3801e003e4..609966c4b9 100644
--- a/matlab/ep/homotopic_steps.m
+++ b/matlab/ep/homotopic_steps.m
@@ -1,6 +1,9 @@
-function [info,tmp] = homotopic_steps(initial_weight,step_length)
+function [info,tmp] = homotopic_steps(initial_weight,step_length,pfm)
global oo_ options_ M_
+%Set bytecode flag
+bytecode_flag = options_.ep.use_bytecode;
+
% Set increase and decrease factors.
increase_factor = 5.0;
decrease_factor = 0.2;
@@ -53,7 +56,14 @@ for d=1:stochastic_extended_path_depth
if d>1
oo_.exo_simul(1:idx(d-1),:) = exxo_simul(1:idx(d-1),:);
end
- [flag,tmp] = bytecode('dynamic');
+ if bytecode_flag
+ [flag,tmp] = bytecode('dynamic');
+ else
+ flag = 1;
+ end
+ if flag
+ [flag,tmp] = solve_perfect_foresight_model(oo_.endo_simul,oo_.exo_simul,pfm);
+ end
info.convergence = ~flag;% Equal to one if the perfect foresight solver converged for the current value of weight.
if verbose
if info.convergence
@@ -117,7 +127,14 @@ for d=1:stochastic_extended_path_depth
end
if weight<1
oo_.exo_simul = exxo_simul;
- [flag,tmp] = bytecode('dynamic');
+ if bytecode_flag
+ [flag,tmp] = bytecode('dynamic');
+ else
+ flag = 1;
+ end
+ if flag
+ [flag,tmp] = solve_perfect_foresight_model(oo_.endo_simul,oo_.exo_simul,pfm);
+ end
info.convergence = ~flag;
if info.convergence
oo_.endo_simul = tmp;
--
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