/usr/share/dynare/matlab/simult.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 | function [y_,DynareResults] =simult(y0, dr,DynareModel,DynareOptions,DynareResults)
% Simulate a DSGE model (perturbation approach).
%@info:
%! @deftypefn {Function File} {[@var{y_}, @var{DynareResults}] =} simult (@var{y0},@var{dr},@var{DynareModel},@var{DynareOptions},@var{DynareResults})
%! @anchor{simult}
%! @sp 1
%! Simulate a DSGE model (perturbation approach).
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item y0
%! Vector of doubles, initial conditions.
%! @item dr
%! Matlab's structure describing decision and transition rules.
%! @item DynareModel
%! Matlab's structure describing the model (initialized by dynare, see @ref{M_})
%! @item DynareOptions
%! Matlab's structure describing the current options (initialized by dynare, see @ref{options_}).
%! @item DynareResults
%! Matlab's structure gathering the results (see @ref{oo_}).
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item y_
%! Matrix of doubles, simulated time series for all the endogenous variables (one per row).
%! @item DynareResults
%! Matlab's structure gathering the results (see @ref{oo_}).
%! @end table
%! @sp 2
%! @strong{This function is called by:}
%! @sp 1
%! @ref{non_linear_dsge_likelihood}, @ref{pea/pea_initialization}, @ref{stoch_simul}
%! @sp 2
%! @strong{This function calls:}
%! @sp 1
%! @ref{simult_}
%! @sp 2
%! @strong{Remarks}
%! @sp 1
%! If the routine is called with only one output argument, then field exo_simul (structural innovations) is not updated.
%! @end deftypefn
%@eod:
% Copyright (C) 2001-2012 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/>.
order = DynareOptions.order;
replic = DynareOptions.simul_replic;
if replic > 1
fname = [DynareModel.fname,'_simul'];
fh = fopen(fname,'w+');
end
% eliminate shocks with 0 variance
i_exo_var = setdiff([1:DynareModel.exo_nbr],find(diag(DynareModel.Sigma_e) == 0));
nxs = length(i_exo_var);
DynareResults.exo_simul = zeros(DynareOptions.periods,DynareModel.exo_nbr);
chol_S = chol(DynareModel.Sigma_e(i_exo_var,i_exo_var));
for i=1:replic
if ~isempty(DynareModel.Sigma_e)
% we fill the shocks row wise to have the same values
% independently of the length of the simulation
DynareResults.exo_simul(:,i_exo_var) = randn(nxs,DynareOptions.periods)'*chol_S;
end
y_ = simult_(y0,dr,DynareResults.exo_simul,order);
% elimninating initial value
y_ = y_(:,2:end);
if replic > 1
fwrite(fh,y_,'float64');
end
end
if replic > 1
fclose(fh);
end
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