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function [endogenousvariables, success] = sim1_purely_backward(endogenousvariables, exogenousvariables, steadystate, M_, options_)
% Performs deterministic simulation of a purely backward model
% Copyright © 2012-2023 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;
for it = M_.maximum_lag + (1:options_.periods)
y = endogenousvariables(:,it-1); % Values at previous period, also used as guess value for current period
x = exogenousvariables(it,:);
if ismember(options_.solve_algo, [12,14])
T = NaN(M_.block_structure.dyn_tmp_nbr);
y_dynamic = [y; 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_backward: 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_backward_model_for_simulation, y, ...
options_.simul.maxit, options_.dynatol.f, options_.dynatol.x, ...
options_, dynamic_resid, dynamic_g1, y, x, M_.params, steadystate, M_.dynamic_g1_sparse_rowval, M_.dynamic_g1_sparse_colval, M_.dynamic_g1_sparse_colptr);
if check
success = false;
dprintf('sim1_purely_backward: Nonlinear solver routine failed with errorcode=%i in period %i', errorcode, it)
break
end
endogenousvariables(:,it) = tmp;
end
end
end
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