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recsSimul

recsSimul Simulates a model from starting values given in s0 and for nper period SSIM = recsSimul(MODEL,INTERP,S0,NPER) simulates the model defined in the object MODEL, by using the interpolation structure defined in the structure INTERP. The simulation starts from the initial state S0 and lasts NPER (scalar) periods. S0 is a nrep-by-d matrix with nrep the number of scenarios to simulate, and d the number of state variables. recsSimul returns the nrep-by-d-by-nper array SSIM that contains the simulated state variables. MODEL is an object created by recsmodel. INTERP is a structure, which includes the following fields: ch : coefficient matrix of the interpolation of the expectations function (optional, to be provided with method 'expfunapprox') cx : coefficient matrix of the interpolation of the response variables cz : coefficient matrix of the interpolation of the expectations variables fspace : a definition structure for the interpolation family (created by the function fundef) SSIM = recsSimul(MODEL,INTERP,S0,NPER,SHOCKS) uses the nrep-by-q-by-(nper-1) array SHOCKS to simulate the model instead of drawing random numbers. In this case size(SHOCKS,3) supersedes NPER. SSIM = recsSimul(MODEL,INTERP,S0,NPER,SHOCKS,OPTIONS) simulates the model with the parameters defined by the structure OPTIONS. The fields of the structure are accuracy : 1 to check accuracy on the asymptotic distribution (default: 0) display : 1 (default) to display outputs eqsolver : 'fsolve', 'lmmcp' (default), 'ncpsolve' or 'path' eqsolveroptions : options structure to be passed to eqsolver extrapolate : 1 if extrapolation is allowed outside the interpolation space or 0 to forbid it (default: 1) functional : 1 if the equilibrium equations are a functional equation problem (default: 0) loop_over_s : 0 (default) to solve all grid points at once, 1 to loop over each grid points, or n to loop over n blocks of grid points funapprox : 'expapprox', 'expfunapprox', or 'resapprox' (default) simulmethod : 'interpolation' (default) or 'solve' stat : 1 to ouput summary statistics from the simulation (default: 0) UseParallel : 'always' (default) to use parallel calculation (require Parallel Computing Toolbox)' or never' [SSIM,XSIM] = recsSimul(MODEL,INTERP,S0,NPER,...) returns the nrep-by-m-by-nper array XSIM that contains the simulated response variables. [SSIM,XSIM,ESIM] = recsSimul(MODEL,INTERP,S0,NPER,...) returns the nrep-by-q-by-nper array ESIM that contains the shocks. [SSIM,XSIM,ESIM,STAT] = recsSimul(MODEL,INTERP,S0,NPER,...) returns summary statistics as a structure that contains the number of observations (STAT.N), the moments (STAT.MOMENTS), the correlation between variables (STAT.COR), and the autocorrelation (STAT.ACOR). Asking recsSimul to return STAT forces the OPTIONS.STAT to 1. [SSIM,XSIM,ESIM,STAT,FSIM] = recsSimul(MODEL,INTERP,S0,NPER,...) returns the nrep-by-m-by-nper array FSIM that contains the value of the equilibrium equations on the simulation.