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resol + stoch_simul.m: header fixes 

Also makes global naming consistent
kalman-mex
Johannes Pfeifer 2023-09-08 11:59:37 +02:00
parent cb0f0e6701
commit 290f19c705
2 changed files with 45 additions and 31 deletions
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60
matlab/resol.m
View File

@ -1,18 +1,18 @@
function [dr, info, M, oo] = resol(check_flag, M, options, oo)
function [dr, info, M_, oo_] = resol(check_flag, M_, options_, oo_)
%[dr, info, M_, oo_] = resol(check_flag, M_, options_, oo_)
% Computes the perturbation based decision rules of the DSGE model (orders 1 to 3)
%
% INPUTS
% - check_flag [integer] scalar, equal to 0 if all the approximation is required, equal to 1 if only the eigenvalues are to be computed.
% - M [structure] Matlab's structure describing the model (M_).
% - options [structure] Matlab's structure describing the current options (options_).
% - oo [structure] Matlab's structure containing the results (oo_).
% - M_ [structure] Matlab's structure describing the model
% - options_ [structure] Matlab's structure describing the current options
% - oo_ [structure] Matlab's structure containing the results
%
% OUTPUTS
% - dr [structure] Reduced form model.
% - info [integer] scalar or vector, error code.
% - M [structure] Matlab's structure describing the model (M_).
% - oo [structure] Matlab's structure containing the results (oo_).
% - M_ [structure] Matlab's structure describing the model
% - oo_ [structure] Matlab's structure containing the results
%
% REMARKS
% Possible values for the error codes are:
@ -49,46 +49,46 @@ function [dr, info, M, oo] = resol(check_flag, M, options, oo)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
if isfield(oo,'dr')
if isfield(oo.dr,'kstate')
dr.kstate = oo.dr.kstate;
if isfield(oo_,'dr')
if isfield(oo_.dr,'kstate')
dr.kstate = oo_.dr.kstate;
end
if isfield(oo.dr,'inv_order_var')
dr.inv_order_var = oo.dr.inv_order_var;
if isfield(oo_.dr,'inv_order_var')
dr.inv_order_var = oo_.dr.inv_order_var;
end
if isfield(oo.dr,'order_var')
dr.order_var = oo.dr.order_var;
if isfield(oo_.dr,'order_var')
dr.order_var = oo_.dr.order_var;
end
if isfield(oo.dr,'restrict_var_list')
dr.restrict_var_list = oo.dr.restrict_var_list;
if isfield(oo_.dr,'restrict_var_list')
dr.restrict_var_list = oo_.dr.restrict_var_list;
end
if isfield(oo.dr,'restrict_columns')
dr.restrict_columns = oo.dr.restrict_columns;
if isfield(oo_.dr,'restrict_columns')
dr.restrict_columns = oo_.dr.restrict_columns;
end
if isfield(oo.dr,'obs_var')
dr.obs_var = oo.dr.obs_var;
if isfield(oo_.dr,'obs_var')
dr.obs_var = oo_.dr.obs_var;
end
end
if M.exo_nbr == 0
oo.exo_steady_state = [] ;
if M_.exo_nbr == 0
oo_.exo_steady_state = [] ;
end
[dr.ys,M.params,info] = evaluate_steady_state(oo.steady_state,[oo.exo_steady_state; oo.exo_det_steady_state],M,options,~options.steadystate.nocheck);
[dr.ys,M_.params,info] = evaluate_steady_state(oo_.steady_state,[oo_.exo_steady_state; oo_.exo_det_steady_state],M_,options_,~options_.steadystate.nocheck);
if info(1)
oo.dr = dr;
oo_.dr = dr;
return
end
if options.loglinear
if options_.loglinear
threshold = 1e-16;
% Find variables with non positive steady state. Skip auxiliary
% variables for lagges/leaded exogenous variables
idx = find(dr.ys(get_all_variables_but_lagged_leaded_exogenous(M))<threshold);
idx = find(dr.ys(get_all_variables_but_lagged_leaded_exogenous(M_))<threshold);
if ~isempty(idx)
if options.debug
variables_with_non_positive_steady_state = M.endo_names{idx};
if options_.debug
variables_with_non_positive_steady_state = M_.endo_names{idx};
skipline()
fprintf('You are attempting to simulate/estimate a loglinear approximation of a model, but\n')
fprintf('the steady state level of the following variables is not strictly positive:\n')
@ -111,5 +111,5 @@ if options.loglinear
end
end
[dr, info] = stochastic_solvers(dr, check_flag, M, options, oo);
oo.dr = dr;
[dr, info] = stochastic_solvers(dr, check_flag, M_, options_, oo_);
oo_.dr = dr;

16
matlab/stoch_simul.m
View File

@ -1,6 +1,20 @@
function [info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list)
%[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list)
% Computes the stochastic simulations
%
% INPUTS
% - M_ [structure] Matlab's structure describing the model
% - options_ [structure] Matlab's structure describing the current options
% - oo_ [structure] Matlab's structure containing the results
% - var_list [character array] list of endogenous variables specified
%
% OUTPUTS
% - info [integer] scalar or vector, error code.
% - oo [structure] Matlab's structure containing the results (oo_).
% - options_ [structure] Matlab's structure describing the current options
% - M [structure] Matlab's structure describing the model (M_).
% Copyright © 2001-2021 Dynare Team
% Copyright © 2001-2023 Dynare Team
%
% This file is part of Dynare.
%