stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

utility to squeeze occbin shock decompositions

covariance-quadratic-approximation
Marco Ratto 2023-12-13 20:56:24 +01:00
parent 9b71845b87
commit 0c4b59b19e
1 changed files with 44 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

44
matlab/+occbin/squeeze_shock_decomposition.m Normal file
View File

@ -0,0 +1,44 @@
function [oo_,options_] = squeeze_shock_decomposition(M_,oo_,options_, sd_vlist)
if isstruct(options_.plot_shock_decomp.q2a)
avname=char({options_.plot_shock_decomp.q2a.qname});
sda = options_.plot_shock_decomp.q2a(ismember(avname,sd_vlist,'rows'));
for k=1:length(sda)
if isstruct(sda(k).aux)
sd_vlist = [sd_vlist; cellstr(sda(k).aux.y)];
end
end
end
i_var = varlist_indices(sd_vlist,M_.endo_names);
sd_vlist = M_.endo_names(i_var);
% first we squeeze usual fields
oo_ = squeeze_shock_decomposition(M_,oo_,options_,sd_vlist);
i_var = oo_.shock_decomposition_info.i_var;
sd_vlist = M_.endo_names(i_var);
% now we check for occbin SDs
options_.occbin.shock_decomp.i_var = i_var;
if isfield (oo_.occbin.smoother,'decomp')
oo_.occbin.smoother.decomp = oo_.occbin.smoother.decomp(i_var,:,:);
oo_.occbin.smoother.wdecomp = oo_.occbin.smoother.wdecomp(i_var,:,:);
end
if isfield(oo_.occbin,'shock_decomp')
fnames = fieldnames(oo_.occbin.shock_decomp);
for k=1:length(fnames)
nendo = numel(oo_.occbin.shock_decomp.(fnames{k}).vname);
tmp_i_var = varlist_indices(sd_vlist,char(oo_.occbin.shock_decomp.(fnames{k}).vname));
oo_.occbin.shock_decomp.(fnames{k}).vname = cellstr(sd_vlist);
tmpnames = fieldnames(oo_.occbin.shock_decomp.(fnames{k}));
for t=1:length(tmpnames)
if size(oo_.occbin.shock_decomp.(fnames{k}).(tmpnames{t}),3)==nendo
oo_.occbin.shock_decomp.(fnames{k}).(tmpnames{t})= oo_.occbin.shock_decomp.(fnames{k}).(tmpnames{t})(:,:,tmp_i_var);
end
end
end
end
end