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get_ar_ec_matrices: fix bug in ordering of ec matrix

time-shift
Houtan Bastani 2018-08-20 14:56:24 +02:00
parent b27267da9b
commit 322682635f
1 changed files with 36 additions and 6 deletions
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42
matlab/get_ar_ec_matrices.m
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@ -106,16 +106,19 @@ for i = 1:length(M_.(model_type).(model_name).rhs.vars_at_eq)
rhsvars{i}.lags = M_.(model_type).(model_name).rhs.vars_at_eq{i}.lag;
rhsvars{i}.arRhsIdxs = [];
rhsvars{i}.ecRhsIdxs = [];
rhsvars{i}.ecRhsVars = [];
for j = 1:length(vars)
if vars(j) <= M_.orig_endo_nbr
% vars(j) is not an aux var
if ismember(vars(j), lhs)
rhsvars{i}.arRhsIdxs = [rhsvars{i}.arRhsIdxs find(lhs == vars(j))];
rhsvars{i}.ecRhsIdxs = [rhsvars{i}.ecRhsIdxs -1];
rhsvars{i}.ecRhsVars = [rhsvars{i}.ecRhsVars -1];
else
ecRhsVars = union(ecRhsVars, vars(j), 'stable');
ecRhsVars = union(ecRhsVars, vars(j));
rhsvars{i}.ecRhsVars = [rhsvars{i}.ecRhsVars vars(j)];
rhsvars{i}.arRhsIdxs = [rhsvars{i}.arRhsIdxs -1];
rhsvars{i}.ecRhsIdxs = [rhsvars{i}.ecRhsIdxs find(ecRhsVars == vars(j))];
rhsvars{i}.ecRhsIdxs = [rhsvars{i}.ecRhsIdxs find(rhsvars{i}.ecRhsVars == vars(j))];
end
else
% Search aux vars for matching lhs var
@ -123,20 +126,24 @@ for i = 1:length(M_.(model_type).(model_name).rhs.vars_at_eq)
if lhsvaridx >= 1
rhsvars{i}.arRhsIdxs = [rhsvars{i}.arRhsIdxs find(lhs == lhsvaridx)];
rhsvars{i}.ecRhsIdxs = [rhsvars{i}.ecRhsIdxs -1];
rhsvars{i}.ecRhsVars = [rhsvars{i}.ecRhsVars -1];
else
% otherwise find endog that corresponds to this aux var
varidx = findVarNoLag(vars(j));
ecRhsVars = union(ecRhsVars, varidx, 'stable');
ecRhsVars = union(ecRhsVars, varidx);
rhsvars{i}.ecRhsVars = [rhsvars{i}.ecRhsVars varidx];
rhsvars{i}.arRhsIdxs = [rhsvars{i}.arRhsIdxs -1];
rhsvars{i}.ecRhsIdxs = [rhsvars{i}.ecRhsIdxs find(ecRhsVars == varidx)];
rhsvars{i}.ecRhsIdxs = [rhsvars{i}.ecRhsIdxs find(rhsvars{i}.ecRhsVars == varidx)];
end
end
end
end
[rhsvars, ecRhsVars] = reorderECvars(rhsvars, ecRhsVars, lhs);
% Initialize matrices
oo_.(model_type).(model_name).ar = zeros(length(lhs), length(lhs), M_.(model_type).(model_name).max_lag);
oo_.(model_type).(model_name).ec = zeros(length(lhs), length(ecRhsVars), M_.(model_type).(model_name).max_lag);
oo_.(model_type).(model_name).ar = zeros(length(lhs), length(lhs), max(M_.(model_type).(model_name).max_lag));
oo_.(model_type).(model_name).ec = zeros(length(lhs), length(ecRhsVars), max(M_.(model_type).(model_name).max_lag));
oo_.(model_type).(model_name).ar_idx = lhs;
oo_.(model_type).(model_name).ec_idx = ecRhsVars;
@ -172,6 +179,29 @@ end
end
function [rhsvars, ecRhsVarsReordered] = reorderECvars(rhsvars, ecRhsVars, lhs)
global M_
ecRhsVarsReordered = [];
for i = 1:length(lhs)
av = M_.aux_vars([M_.aux_vars.endo_index] == lhs(i));
if ~isempty(av)
var = ecRhsVars(ecRhsVars == av.orig_index);
if ~isempty(var)
ecRhsVarsReordered = [ecRhsVarsReordered var];
for j = 1:length(rhsvars)
rhsidx = find(rhsvars{j}.ecRhsVars == var);
if ~isempty(rhsidx)
rhsvars{j}.ecRhsIdxs(rhsidx) = length(ecRhsVarsReordered);
end
end
end
end
end
end
function lhsvaridx = findLhsInAuxVar(auxVar, lhsvars)
global M_