check.m and model_diagnostics.m: use consistent global naming
Johannes Pfeifer
Sébastien Villemot
parent
36a2a41e35
commit
328f6f3229
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@ -1,11 +1,11 @@
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function [eigenvalues_,result,info] = check(M, options, oo)
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function [eigenvalues_,result,info] = check(M_, options_, oo_)
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%[eigenvalues_,result,info] = check(M_, options_, oo_)
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% Checks determinacy conditions by computing the generalized eigenvalues.
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%
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% INPUTS
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% - M [structure] Matlab's structure describing the model (M_).
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% - options [structure] Matlab's structure describing the current options (options_).
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% - oo [structure] Matlab's structure containing the results (oo_).
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% - M_ [structure] Matlab's structure describing the model
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% - options_ [structure] Matlab's structure describing the current options
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% - oo_ [structure] Matlab's structure containing the results
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%
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% OUTPUTS
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% - eigenvalues_ [double] vector, eigenvalues.
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@ -30,40 +30,40 @@ function [eigenvalues_,result,info] = check(M, options, oo)
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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if ~options.initval_file && M.exo_nbr > 1
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oo.exo_simul = ones(M.maximum_lead+M.maximum_lag+1,1)*oo.exo_steady_state';
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if ~options_.initval_file && M_.exo_nbr > 1
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oo_.exo_simul = ones(M_.maximum_lead+M_.maximum_lag+1,1)*oo_.exo_steady_state';
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end
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options.order = 1;
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options_.order = 1;
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if isempty(options.qz_criterium)
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options.qz_criterium = 1+1e-6;
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if isempty(options_.qz_criterium)
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options_.qz_criterium = 1+1e-6;
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end
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oo.dr=set_state_space(oo.dr,M,options);
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oo_.dr=set_state_space(oo_.dr,M_,options_);
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[dr,info] = resol(1,M,options,oo.dr ,oo.steady_state, oo.exo_steady_state, oo.exo_det_steady_state);
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[dr,info] = resol(1,M_,options_,oo_.dr ,oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
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if info(1) ~= 0 && info(1) ~= 3 && info(1) ~= 4
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print_info(info, 0, options);
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print_info(info, 0, options_);
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end
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eigenvalues_ = dr.eigval;
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[m_lambda,i]=sort(abs(eigenvalues_));
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result = 0;
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if (M.nsfwrd == dr.edim) && (dr.full_rank)
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if (M_.nsfwrd == dr.edim) && (dr.full_rank)
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result = 1;
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end
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if ~options.noprint
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if ~options_.noprint
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skipline()
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disp('EIGENVALUES:')
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disp(sprintf('%16s %16s %16s\n','Modulus','Real','Imaginary'))
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fprintf('%16s %16s %16s\n','Modulus','Real','Imaginary');
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z=[m_lambda real(eigenvalues_(i)) imag(eigenvalues_(i))]';
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disp(sprintf('%16.4g %16.4g %16.4g\n',z))
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disp(sprintf('\nThere are %d eigenvalue(s) larger than 1 in modulus ', dr.edim));
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disp(sprintf('for %d forward-looking variable(s)', M.nsfwrd));
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fprintf('%16.4g %16.4g %16.4g\n',z);
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fprintf('\nThere are %d eigenvalue(s) larger than 1 in modulus ', dr.edim);
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fprintf('for %d forward-looking variable(s)', M_.nsfwrd);
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skipline()
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if result
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disp('The rank condition is verified.')
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@ -1,10 +1,10 @@
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function model_diagnostics(M,options,oo)
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% function model_diagnostics(M,options,oo)
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function model_diagnostics(M_,options_,oo_)
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% function model_diagnostics(M_,options_,oo_)
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% computes various diagnostics on the model
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% INPUTS
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% M [matlab structure] Definition of the model.
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% options [matlab structure] Global options.
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% oo [matlab structure] Results
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% M_ [matlab structure] Definition of the model.
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% options_ [matlab structure] Global options.
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% oo_ [matlab structure] Results
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%
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% OUTPUTS
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% none
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@ -33,22 +33,22 @@ function model_diagnostics(M,options,oo)
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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endo_names = M.endo_names;
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lead_lag_incidence = M.lead_lag_incidence;
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maximum_endo_lag = M.maximum_endo_lag;
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endo_names = M_.endo_names;
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lead_lag_incidence = M_.lead_lag_incidence;
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maximum_endo_lag = M_.maximum_endo_lag;
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if options.ramsey_policy
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if options_.ramsey_policy
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%test whether specification matches
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inst_nbr = size(options.instruments,1);
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inst_nbr = size(options_.instruments,1);
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if inst_nbr~=0
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implied_inst_nbr = M.ramsey_orig_endo_nbr - M.ramsey_orig_eq_nbr;
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implied_inst_nbr = M_.ramsey_orig_endo_nbr - M_.ramsey_orig_eq_nbr;
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if inst_nbr>implied_inst_nbr
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warning('You have specified more steady state instruments than there are omitted equations. While there are use cases for this setup, it is rather unusual. Check whether this is desired.')
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elseif inst_nbr<implied_inst_nbr
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warning('You have specified fewer steady state instruments than there are omitted equations. While there are use cases for this setup, it is rather unusual. Check whether this is desired.')
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end
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else
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if options.steadystate_flag
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if options_.steadystate_flag
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warning('You have specified a steady state file, but not provided steady state instruments. In this case, you typically need to make sure to provide all steady state values, including the ones for the planner''s instrument(s).')
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end
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end
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@ -57,20 +57,20 @@ end
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problem_dummy=0;
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%naming conflict in steady state file
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if options.steadystate_flag == 1
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if strmatch('ys',M.endo_names,'exact')
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if options_.steadystate_flag == 1
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if strmatch('ys',M_.endo_names,'exact')
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disp(['MODEL_DIAGNOSTICS: using the name ys for an endogenous variable will typically conflict with the internal naming in user-defined steady state files.'])
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problem_dummy=1;
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end
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if strmatch('ys',M.param_names,'exact')
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if strmatch('ys',M_.param_names,'exact')
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disp(['MODEL_DIAGNOSTICS: using the name ys for a parameter will typically conflict with the internal naming in user-defined steady state files.'])
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problem_dummy=1;
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end
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if strmatch('M_',M.endo_names,'exact')
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if strmatch('M_',M_.endo_names,'exact')
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disp(['MODEL_DIAGNOSTICS: using the name M_ for an endogenous variable will typically conflict with the internal naming in user-defined steady state files.'])
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problem_dummy=1;
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end
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if strmatch('M_',M.param_names,'exact')
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if strmatch('M_',M_.param_names,'exact')
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disp(['MODEL_DIAGNOSTICS: using the name M_ for a parameter will typically conflict with the internal naming in user-defined steady state files.'])
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problem_dummy=1;
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end
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@ -94,24 +94,24 @@ end
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%
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info = 0;
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if M.exo_nbr == 0
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oo.exo_steady_state = [] ;
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if M_.exo_nbr == 0
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oo_.exo_steady_state = [] ;
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end
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info=test_for_deep_parameters_calibration(M);
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info=test_for_deep_parameters_calibration(M_);
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if info
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problem_dummy=1;
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end
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% check if ys is steady state
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options.debug=true; %locally set debug option to true
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if options.logged_steady_state %if steady state was previously logged, undo this
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oo.dr.ys=exp(oo.dr.ys);
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oo.steady_state=exp(oo.steady_state);
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options.logged_steady_state=0;
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options_.debug=true; %locally set debug option to true
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if options_.logged_steady_state %if steady state was previously logged, undo this
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oo_.dr.ys=exp(oo_.dr.ys);
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oo_.steady_state=exp(oo_.steady_state);
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options_.logged_steady_state=0;
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end
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[dr.ys,M.params,check1]=evaluate_steady_state(oo.steady_state,[oo.exo_steady_state; oo.exo_det_steady_state],M,options,options.steadystate.nocheck);
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[dr.ys,M_.params,check1]=evaluate_steady_state(oo_.steady_state,[oo_.exo_steady_state; oo_.exo_det_steady_state],M_,options_,options_.steadystate.nocheck);
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% testing for problem
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if check1(1)
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@ -137,35 +137,35 @@ end
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% singular Jacobian of static model
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%
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singularity_problem = 0;
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if ~options.block
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if ~options_.block
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nb = 1;
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else
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nb = length(M.block_structure_stat.block);
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nb = length(M_.block_structure_stat.block);
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end
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exo = [oo.exo_steady_state; oo.exo_det_steady_state];
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exo = [oo_.exo_steady_state; oo_.exo_det_steady_state];
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for b=1:nb
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if options.bytecode
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if options_.bytecode
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if nb == 1
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[res, jacob] = bytecode(dr.ys, exo, M.params, dr.ys, 1, exo, ...
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[res, jacob] = bytecode(dr.ys, exo, M_.params, dr.ys, 1, exo, ...
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'evaluate', 'static');
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else
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[res, jacob] = bytecode(dr.ys, exo, M.params, dr.ys, 1, exo, ...
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[res, jacob] = bytecode(dr.ys, exo, M_.params, dr.ys, 1, exo, ...
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'evaluate', 'static', 'block_decomposed', ['block=' ...
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int2str(b)]);
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end
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else
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if options.block
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T = NaN(M.block_structure_stat.tmp_nbr, 1);
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fh_static = str2func(sprintf('%s.sparse.block.static_%d', M.fname, b));
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[~, ~,~, jacob] = fh_static(dr.ys, exo, M.params, M.block_structure_stat.block(b).g1_sparse_rowval, ...
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M.block_structure_stat.block(b).g1_sparse_colval, ...
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M.block_structure_stat.block(b).g1_sparse_colptr, T);
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if options_.block
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T = NaN(M_.block_structure_stat.tmp_nbr, 1);
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fh_static = str2func(sprintf('%s.sparse.block.static_%d', M_.fname, b));
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[~, ~,~, jacob] = fh_static(dr.ys, exo, M_.params, M_.block_structure_stat.block(b).g1_sparse_rowval, ...
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M_.block_structure_stat.block(b).g1_sparse_colval, ...
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M_.block_structure_stat.block(b).g1_sparse_colptr, T);
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n_vars_jacob=size(jacob,2);
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else
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[res, T_order, T] = feval([M.fname '.sparse.static_resid'], dr.ys, exo, M.params);
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jacob = feval([M.fname '.sparse.static_g1'], dr.ys, exo, M.params, M.static_g1_sparse_rowval, M.static_g1_sparse_colval, M.static_g1_sparse_colptr, T_order, T);
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n_vars_jacob=M.endo_nbr;
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[res, T_order, T] = feval([M_.fname '.sparse.static_resid'], dr.ys, exo, M_.params);
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jacob = feval([M_.fname '.sparse.static_g1'], dr.ys, exo, M_.params, M_.static_g1_sparse_rowval, M_.static_g1_sparse_colval, M_.static_g1_sparse_colptr, T_order, T);
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n_vars_jacob=M_.endo_nbr;
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end
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jacob=full(jacob);
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end
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@ -173,19 +173,19 @@ for b=1:nb
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problem_dummy=1;
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[infrow,infcol]=find(isinf(jacob) | isnan(jacob));
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fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the static model contains Inf or NaN. The problem arises from: \n\n')
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display_problematic_vars_Jacobian(infrow,infcol,M,dr.ys,'static','MODEL_DIAGNOSTICS: ')
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display_problematic_vars_Jacobian(infrow,infcol,M_,dr.ys,'static','MODEL_DIAGNOSTICS: ')
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end
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if any(any(~isreal(jacob)))
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problem_dummy=1;
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[imagrow,imagcol]=find(abs(imag(jacob))>1e-15);
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fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the static model contains imaginary parts. The problem arises from: \n\n')
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display_problematic_vars_Jacobian(imagrow,imagcol,M,dr.ys,'static','MODEL_DIAGNOSTICS: ')
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display_problematic_vars_Jacobian(imagrow,imagcol,M_,dr.ys,'static','MODEL_DIAGNOSTICS: ')
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end
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try
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if (~isoctave && matlab_ver_less_than('9.12')) || isempty(options.jacobian_tolerance)
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if (~isoctave && matlab_ver_less_than('9.12')) || isempty(options_.jacobian_tolerance)
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rank_jacob = rank(jacob); %can sometimes fail
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else
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rank_jacob = rank(jacob,options.jacobian_tolerance); %can sometimes fail
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rank_jacob = rank(jacob,options_.jacobian_tolerance); %can sometimes fail
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end
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catch
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rank_jacob=size(jacob,1);
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@ -197,10 +197,10 @@ for b=1:nb
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'singular'])
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disp(['MODEL_DIAGNOSTICS: there is ' num2str(n_vars_jacob-rank_jacob) ...
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' collinear relationships between the variables and the equations'])
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if (~isoctave && matlab_ver_less_than('9.12')) || isempty(options.jacobian_tolerance)
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if (~isoctave && matlab_ver_less_than('9.12')) || isempty(options_.jacobian_tolerance)
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ncol = null(jacob);
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else
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ncol = null(jacob,options.jacobian_tolerance); %can sometimes fail
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ncol = null(jacob,options_.jacobian_tolerance); %can sometimes fail
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end
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n_rel = size(ncol,2);
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for i = 1:n_rel
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@ -214,16 +214,16 @@ for b=1:nb
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break
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end
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end
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if options.block && ~options.bytecode
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fprintf('%s\n',endo_names{M.block_structure_stat.block(b).variable(k)})
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if options_.block && ~options_.bytecode
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fprintf('%s\n',endo_names{M_.block_structure_stat.block(b).variable(k)})
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else
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fprintf('%s\n',endo_names{k})
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end
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end
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if (~isoctave && matlab_ver_less_than('9.12')) || isempty(options.jacobian_tolerance)
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if (~isoctave && matlab_ver_less_than('9.12')) || isempty(options_.jacobian_tolerance)
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neq = null(jacob'); %can sometimes fail
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else
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neq = null(jacob',options.jacobian_tolerance); %can sometimes fail
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neq = null(jacob',options_.jacobian_tolerance); %can sometimes fail
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end
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n_rel = size(neq,2);
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for i = 1:n_rel
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@ -237,8 +237,8 @@ for b=1:nb
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break
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end
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end
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if options.block && ~options.bytecode
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disp(M.block_structure_stat.block(b).equation(k))
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if options_.block && ~options_.bytecode
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disp(M_.block_structure_stat.block(b).equation(k))
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else
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disp(k')
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end
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@ -248,9 +248,9 @@ end
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if singularity_problem
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try
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options_check=options;
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options_check=options_;
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options_check.noprint=1;
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[eigenvalues_] = check(M, options_check, oo);
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[eigenvalues_] = check(M_, options_check, oo_);
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if any(abs(abs(eigenvalues_)-1)<1e-6)
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fprintf('MODEL_DIAGNOSTICS: The singularity seems to be (partly) caused by the presence of a unit root\n')
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fprintf('MODEL_DIAGNOSTICS: as the absolute value of one eigenvalue is in the range of +-1e-6 to 1.\n')
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@ -265,32 +265,32 @@ if singularity_problem
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end
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%%check dynamic Jacobian
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klen = M.maximum_lag + M.maximum_lead + 1;
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exo_simul = [repmat(oo.exo_steady_state',klen,1) repmat(oo.exo_det_steady_state',klen,1)];
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iyv = M.lead_lag_incidence';
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klen = M_.maximum_lag + M_.maximum_lead + 1;
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exo_simul = [repmat(oo_.exo_steady_state',klen,1) repmat(oo_.exo_det_steady_state',klen,1)];
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iyv = M_.lead_lag_incidence';
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iyv = iyv(:);
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iyr0 = find(iyv) ;
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it_ = M.maximum_lag + 1;
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it_ = M_.maximum_lag + 1;
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z = repmat(dr.ys,1,klen);
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if options.order == 1
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if (options.bytecode)
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if options_.order == 1
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if (options_.bytecode)
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[~, loc_dr] = bytecode('dynamic','evaluate', z,exo_simul, ...
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M.params, dr.ys, 1);
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M_.params, dr.ys, 1);
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jacobia_ = [loc_dr.g1 loc_dr.g1_x loc_dr.g1_xd];
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else
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[~,jacobia_] = feval([M.fname '.dynamic'],z(iyr0),exo_simul, ...
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M.params, dr.ys, it_);
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[~,jacobia_] = feval([M_.fname '.dynamic'],z(iyr0),exo_simul, ...
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M_.params, dr.ys, it_);
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end
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elseif options.order >= 2
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if (options.bytecode)
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elseif options_.order >= 2
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if (options_.bytecode)
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[~, loc_dr] = bytecode('dynamic','evaluate', z,exo_simul, ...
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M.params, dr.ys, 1);
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M_.params, dr.ys, 1);
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jacobia_ = [loc_dr.g1 loc_dr.g1_x];
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else
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[~,jacobia_,hessian1] = feval([M.fname '.dynamic'],z(iyr0),...
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[~,jacobia_,hessian1] = feval([M_.fname '.dynamic'],z(iyr0),...
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exo_simul, ...
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M.params, dr.ys, it_);
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M_.params, dr.ys, it_);
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end
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end
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@ -298,14 +298,14 @@ if any(any(isinf(jacobia_) | isnan(jacobia_)))
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problem_dummy=1;
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[infrow,infcol]=find(isinf(jacobia_) | isnan(jacobia_));
|
||||
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains Inf or NaN. The problem arises from: \n\n')
|
||||
display_problematic_vars_Jacobian(infrow,infcol,M,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
|
||||
display_problematic_vars_Jacobian(infrow,infcol,M_,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
|
||||
end
|
||||
if any(any(~isreal(jacobia_)))
|
||||
[imagrow,imagcol]=find(abs(imag(jacobia_))>1e-15);
|
||||
if ~isempty(imagrow)
|
||||
problem_dummy=1;
|
||||
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains imaginary parts. The problem arises from: \n\n')
|
||||
display_problematic_vars_Jacobian(imagrow,imagcol,M,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
|
||||
display_problematic_vars_Jacobian(imagrow,imagcol,M_,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
|
||||
end
|
||||
end
|
||||
if exist('hessian1','var')
|
||||
|
|
|
|||
Loading…
Reference in New Issue