/usr/share/dynare/matlab/check.m is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 | function [eigenvalues_,result,info] = check(M, options, oo)
% Checks determinacy conditions by computing the generalized eigenvalues.
%@info:
%! @deftypefn {Function File} {[result,info] =} check (@var{M},@var{options},@var{oo})
%! @anchor{check}
%! @sp 1
%! Checks determinacy conditions by computing the generalized eigenvalues.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item M
%! Matlab's structure describing the model (initialized by dynare).
%! @item options
%! Matlab's structure describing the options (initialized by dynare).
%! @item oo
%! Matlab's structure gathering the results (initialized by dynare).
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item eigenvalues_
%! Eigenvalues of the model.
%! @item result
%! Integer scalar equal to one (BK conditions are satisfied) or zero (otherwise).
%! @item info
%! Integer scalar, error code as returned by @ref{resol}.
%! @end table
%! @sp 2
%! @strong{This function is called by:}
%! @sp 1
%! @ref{smm_objective}
%! @sp 2
%! @strong{This function calls:}
%! @sp 1
%! @ref{resol}
%! None.
%! @end deftypefn
%@eod:
% Copyright (C) 2001-2013 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/>.
if ~options.initval_file && M.exo_nbr > 1
oo.exo_simul = ones(M.maximum_lead+M.maximum_lag+1,1)*oo.exo_steady_state';
end
options.order = 1;
if isempty(options.qz_criterium)
options.qz_criterium = 1+1e-6;
end
oo.dr=set_state_space(oo.dr,M,options);
[dr,info,M,options,oo] = resol(1,M,options,oo);
if info(1) ~= 0 && info(1) ~= 3 && info(1) ~= 4
print_info(info, options.noprint, options);
end
eigenvalues_ = dr.eigval;
[m_lambda,i]=sort(abs(eigenvalues_));
n_explod = nnz(abs(eigenvalues_) > options.qz_criterium);
% Count number of forward looking variables
if ~options.block
nyf = M.nsfwrd;
else
nyf = 0;
for j = 1:length(M.block_structure.block)
nyf = nyf + M.block_structure.block(j).n_forward + M.block_structure.block(j).n_mixed;
end
end
result = 0;
if (nyf == n_explod) && (dr.full_rank)
result = 1;
end
if options.noprint == 0
skipline()
disp('EIGENVALUES:')
disp(sprintf('%16s %16s %16s\n','Modulus','Real','Imaginary'))
z=[m_lambda real(eigenvalues_(i)) imag(eigenvalues_(i))]';
disp(sprintf('%16.4g %16.4g %16.4g\n',z))
disp(sprintf('\nThere are %d eigenvalue(s) larger than 1 in modulus ', n_explod));
disp(sprintf('for %d forward-looking variable(s)',nyf));
skipline()
if result
disp('The rank condition is verified.')
else
disp('The rank condition ISN''T verified!')
end
skipline()
end
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