56 lines
1.8 KiB
R
Executable File
56 lines
1.8 KiB
R
Executable File
# Transition dynamics
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# install.packages("pracma")
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library(pracma)
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## For forward shooting
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a1 <- function(t){
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term_a1 = λ_1 *
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((1- λ_1)/( λ_1 * w_3 * exp(γ_1 * t)))^((1-λ_1) * (1-η)) /
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(k1_forward_shooting * exp((ρ-r_1) * t))
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result_a1 = term_a1^(1/η)
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return(result_a1)
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}
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a3 <- function(t){
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first_term_a3 = w_3 * exp(γ_1 * t) * δ_3 * λ_3 *
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β_3 * exp(γ_3 * t) / (r_1 - γ_1 - r_3)
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second_term_a3 = (1-λ_3)/(λ_3 * w_3 * exp(γ_1 * t))
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subresult_a3 = first_term_a3 * (second_term_a3^(δ_3*(1-λ_3)))
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result_a3 = subresult_a3^(1/(1-δ_3))
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return(result_a3)
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}
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s1 <- function(t){
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result_s1 = ((1-λ_1)/ λ_1) * (a1_t / (x3_t * w_3 * exp(γ_1 * t)))
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return(result_s1)
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}
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s3 <- function(t){
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result_s3 = ((1-λ_3)/ λ_3) * (a3_t / (x3_t * w_3 * exp(γ_1 * t)))
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return(result_s3)
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}
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dx1 <- function(t){
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result_x1 = - a1_t - a3_t + x3_t * w_3 * exp(γ_1 * t) * (1-s1_t - s3_t)
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return(result_x1)
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}
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dx3 <- function(t){
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result_x3 = β_3 * exp(γ_3 * t) * (a3(t)^λ_3 * (s3_t*x3_t)^(1-λ_3))^δ_3
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return(result_x3)
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}
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dx3_reverse_shooting <- function(t, guessmin, guessmax, x3_target, t_previous){
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## Inverting dx3 turns out to be a little bit involved.
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check_hypothesis <- function(x3_hypothesis){
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dx3_hypothesis = β_3 * exp(γ_3 * t_previous) * (a3(t_previous)^λ_3 * (s3_t*x3_hypothesis)^(1-λ_3))^δ_3
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difference = x3_target - (x3_hypothesis + dx3_hypothesis*stepsize)
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return(difference)
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}
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x3_best_guess <- bisect(check_hypothesis, guessmin, guessmax)$root
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#uniroot(check_hypothesis, lower=guessmin, upper=guessmax, tol = 10^(-22))[[1]]
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# x3_best_guess <- uniroot(check_hypothesis, lower=(x3_target-2), upper=(x3_target), tol = 10^(-22), extendInt = "down")[[1]]
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## x3_best_guess <- uniroot(check_hypothesis, c(0, x3_target), tol = 10^(-22), a = 0, extendInt = "upX")[[1]]
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return(x3_best_guess)
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}
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