/usr/share/dynare/matlab/sim1_lbj.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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 | function sim1_lbj()
% function sim1_lbj
% performs deterministic simulations with lead or lag on one period
% using the historical LBJ algorithm
%
% INPUTS
% ...
% OUTPUTS
% ...
% ALGORITHM
% Laffargue, Boucekkine, Juillard (LBJ)
% see Juillard (1996) Dynare: A program for the resolution and
% simulation of dynamic models with forward variables through the use
% of a relaxation algorithm. CEPREMAP. Couverture Orange. 9602.
%
% SPECIAL REQUIREMENTS
% None.
% Copyright (C) 1996-2012 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/>.
global M_ options_ oo_
lead_lag_incidence = M_.lead_lag_incidence;
ny = size(oo_.endo_simul,1) ;
nyp = nnz(lead_lag_incidence(1,:)) ;
nyf = nnz(lead_lag_incidence(3,:)) ;
nrs = ny+nyp+nyf+1 ;
nrc = nyf+1 ;
iyf = find(lead_lag_incidence(3,:)>0) ;
iyp = find(lead_lag_incidence(1,:)>0) ;
isp = [1:nyp] ;
is = [nyp+1:ny+nyp] ;
isf = iyf+nyp ;
isf1 = [nyp+ny+1:nyf+nyp+ny+1] ;
stop = 0 ;
iz = [1:ny+nyp+nyf];
disp (['-----------------------------------------------------']) ;
disp (['MODEL SIMULATION :']) ;
fprintf('\n') ;
it_init = M_.maximum_lag+1 ;
h1 = clock ;
for iter = 1:options_.simul.maxit
h2 = clock ;
if options_.terminal_condition == 0
c = zeros(ny*options_.periods,nrc) ;
else
c = zeros(ny*(options_.periods+1),nrc) ;
end
it_ = it_init ;
z = [oo_.endo_simul(iyp,it_-1) ; oo_.endo_simul(:,it_) ; oo_.endo_simul(iyf,it_+1)] ;
[d1,jacobian] = feval([M_.fname '_dynamic'],z,oo_.exo_simul, M_.params, oo_.steady_state,it_);
jacobian = [jacobian(:,iz) -d1] ;
ic = [1:ny] ;
icp = iyp ;
c (ic,:) = jacobian(:,is)\jacobian(:,isf1) ;
for it_ = it_init+(1:options_.periods-1)
z = [oo_.endo_simul(iyp,it_-1) ; oo_.endo_simul(:,it_) ; oo_.endo_simul(iyf,it_+1)] ;
[d1,jacobian] = feval([M_.fname '_dynamic'],z,oo_.exo_simul, ...
M_.params, oo_.steady_state, it_);
jacobian = [jacobian(:,iz) -d1] ;
jacobian(:,[isf nrs]) = jacobian(:,[isf nrs])-jacobian(:,isp)*c(icp,:) ;
ic = ic + ny ;
icp = icp + ny ;
c (ic,:) = jacobian(:,is)\jacobian(:,isf1) ;
end
if options_.terminal_condition == 1
s = eye(ny) ;
s(:,isf) = s(:,isf)+c(ic,1:nyf) ;
ic = ic + ny ;
c(ic,nrc) = s\c(ic,nrc) ;
c = bksup1(c,ny,nrc,iyf,options_.periods) ;
c = reshape(c,ny,options_.periods+1) ;
oo_.endo_simul(:,it_init+(0:options_.periods)) = oo_.endo_simul(:,it_init+(0:options_.periods))+options_.slowc*c ;
else
c = bksup1(c,ny,nrc,iyf,options_.periods) ;
c = reshape(c,ny,options_.periods) ;
oo_.endo_simul(:,it_init+(0:options_.periods-1)) = oo_.endo_simul(:,it_init+(0:options_.periods-1))+options_.slowc*c ;
end
err = max(max(abs(c./options_.scalv')));
disp([num2str(iter) ' - err = ' num2str(err)]) ;
disp([' Time of iteration :' num2str(etime(clock,h2))]) ;
if err < options_.dynatol.f
stop = 1 ;
fprintf('\n') ;
disp([' Total time of simulation :' num2str(etime(clock,h1))]) ;
fprintf('\n') ;
disp([' Convergency obtained.']) ;
fprintf('\n') ;
oo_.deterministic_simulation.status = 1;% Convergency obtained.
oo_.deterministic_simulation.error = err;
oo_.deterministic_simulation.iterations = iter;
break
end
end
if ~stop
fprintf('\n') ;
disp([' Total time of simulation :' num2str(etime(clock,h1))]) ;
fprintf('\n') ;
disp(['WARNING : maximum number of iterations is reached (modify options_.simul.maxit).']) ;
fprintf('\n') ;
oo_.deterministic_simulation.status = 0;% more iterations are needed.
oo_.deterministic_simulation.error = err;
oo_.deterministic_simulation.errors = c/abs(err);
oo_.deterministic_simulation.iterations = options_.simul.maxit;
end
disp (['-----------------------------------------------------']) ;
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