1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
|
function [endogenousvariables, success] = sim1_purely_static(endogenousvariables, exogenousvariables, steadystate, M_, options_)
% Performs deterministic simulation of a purely static model
% Copyright © 2021-2023 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/>.
if ismember(options_.solve_algo, [12,14])
[funcs, feedback_vars_idxs] = setup_time_recursive_block_simul(M_);
else
dynamic_resid = str2func([M_.fname '.sparse.dynamic_resid']);
dynamic_g1 = str2func([M_.fname '.sparse.dynamic_g1']);
end
function [r, J] = block_wrapper(z, feedback_vars_idx, func, y_dynamic, x, sparse_rowval, sparse_colval, sparse_colptr, T)
% NB: do as few computations as possible inside this function, since it is
% called a very large number of times
y_dynamic(feedback_vars_idx) = z;
[~, ~, r, J] = feval(func, y_dynamic, x, M_.params, steadystate, ...
sparse_rowval, sparse_colval, sparse_colptr, T);
end
success = true;
y = endogenousvariables(:,1);
for it = 1:options_.periods
x = exogenousvariables(it,:);
if ismember(options_.solve_algo, [12,14])
T = NaN(M_.block_structure.dyn_tmp_nbr);
y_dynamic = [NaN(M_.endo_nbr, 1); y; NaN(M_.endo_nbr, 1)];
for blk = 1:length(M_.block_structure.block)
sparse_rowval = M_.block_structure.block(blk).g1_sparse_rowval;
sparse_colval = M_.block_structure.block(blk).g1_sparse_colval;
sparse_colptr = M_.block_structure.block(blk).g1_sparse_colptr;
if M_.block_structure.block(blk).Simulation_Type ~= 1 % Not an evaluate forward block
[z, check, ~, ~, errorcode] = dynare_solve(@block_wrapper, y_dynamic(feedback_vars_idxs{blk}), ...
options_.simul.maxit, options_.dynatol.f, ...
options_.dynatol.x, options_, ...
feedback_vars_idxs{blk}, funcs{blk}, y_dynamic, x, sparse_rowval, sparse_colval, sparse_colptr, T);
if check
success = false;
if options_.debug
dprintf('sim1_purely_static: Nonlinear solver routine failed with errorcode=%i in block %i and period %i.', errorcode, blk, it)
end
end
y_dynamic(feedback_vars_idxs{blk}) = z;
end
%% Compute endogenous if the block is of type evaluate or if there are recursive variables in a solve block.
%% Also update the temporary terms vector.
[y_dynamic, T] = feval(funcs{blk}, y_dynamic, x, M_.params, ...
steadystate, sparse_rowval, sparse_colval, ...
sparse_colptr, T);
end
endogenousvariables(:,it) = y_dynamic(M_.endo_nbr+(1:M_.endo_nbr));
else
[tmp, check, ~, ~, errorcode] = dynare_solve(@dynamic_static_model_for_simulation, y, ...
options_.simul.maxit, options_.dynatol.f, options_.dynatol.x, ...
options_, dynamic_resid, dynamic_g1, x, M_.params, steadystate, M_.dynamic_g1_sparse_rowval, M_.dynamic_g1_sparse_colval, M_.dynamic_g1_sparse_colptr);
if check
success = false;
if options_.debug
dprintf('sim1_purely_static: Nonlinear solver routine failed with errorcode=%i in period %i.', errorcode, it)
end
end
endogenousvariables(:,it) = tmp;
end
y = endogenousvariables(:,it);
end
end
function [r, J] = dynamic_static_model_for_simulation(z, dynamic_resid, dynamic_g1, x, params, steady_state, sparse_rowval, sparse_colval, sparse_colptr)
endo_nbr = length(z);
y = [ NaN(endo_nbr, 1); z; NaN(endo_nbr, 1)];
[r, T_order, T] = dynamic_resid(y, x, params, steady_state);
if nargout>1
Jacobian = dynamic_g1(y, x, params, steady_state, sparse_rowval, ...
sparse_colval, sparse_colptr, T_order, T);
J = Jacobian(:, endo_nbr+(1:endo_nbr));
end
end
|
