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Allow variables extracted from a dseries object in the dynamic or static expression following the do keyword.

time-shift
Stéphane Adjemian (Charybdis) 2014-06-08 14:30:52 +02:00
parent d60565bfc4
commit 64bdbb525b
1 changed files with 43 additions and 12 deletions
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55
matlab/utilities/dseries/from.m
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@ -87,7 +87,7 @@ end
EXPRESSION = char([varargin{5:end}]);
% Get all the variables involved in the recursive expression.
variables = unique(regexpi(EXPRESSION, '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)','match'));
variables = unique(regexpi(EXPRESSION, '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)|\w*\.\w*\(t\)|\w*\.\w*\(t\-\d\)|\w*\.\w*\(t\+\d\)','match'));
% Copy EXPRESSION in expression. In the next loop we will remove all indexed variables from expression.
expression = EXPRESSION;
@ -174,10 +174,26 @@ variable_names = cell(1);
% the lags and leads) and check that each object is a singleton
for i=1:number_of_variables
current_variable = leadlagtable{i,1};
idvar = strfind(current_variable,'.');
if isempty(idvar)
idvar = 0;
end
if idvar
current_variable_0 = current_variable(1:idvar-1);
else
current_variable_0 = current_variable;
end
try
var = evalin('caller',current_variable);
var = evalin('caller',current_variable_0);
catch
error(['dseries::from: Variable ' current_variable ' is unknown!'])
error(['dseries::from: Variable ' current_variable_0 ' is unknown!'])
end
if idvar
try
eval(sprintf('var = var.%s;',current_variable(idvar+1:end)))
catch
error(sprintf('dseries::from: Variable %s is not a member of dseries oject %s!', current_variable(idvar+1:end), current_variable_0))
end
end
if ~isdseries(var)
error(['dseries::from: Variable ' current_variable ' is not a dseries object!'])
@ -220,7 +236,7 @@ if isempty(equal_id)
end
if isequal(length(equal_id),1)
% Get the name of the assigned variable (with time index)
assignedvariablename = regexpi(EXPRESSION(1:equal_id-1), '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)','match');
assignedvariablename = regexpi(EXPRESSION(1:equal_id-1), '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)|\w*\.\w*\(t\)|\w*\.\w*\(t\-\d\)|\w*\.\w*\(t\+\d\)','match');
if isempty(assignedvariablename)
error('dseries::from: Wrong syntax! The expression following the DO keyword must be an assignment (missing variable before the equal symbol).')
end
@ -232,7 +248,8 @@ if isequal(length(equal_id),1)
index = assignedvariablename{1}(start:end);
assignedvariablename = assignedvariablename{1}(1:start-1);
indva = strmatch(assignedvariablename, leadlagtable(:,1));
dynamicmodel = ~isempty(regexpi(EXPRESSION(equal_id:end), sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match'));
dynamicmodel = ~isempty(regexpi(EXPRESSION(equal_id:end), ...
sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match'));
% Check that the dynamic model for the endogenous variable is not forward looking.
if dynamicmodel
indum = index2num(index);
@ -242,7 +259,8 @@ if isequal(length(equal_id),1)
end
% Check that the assigned variable does not depend on itself (the assigned variable can depend on its past level but not on the current level).
if dynamicmodel
tmp = regexpi(EXPRESSION(equal_id+1:end), sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match');
tmp = regexpi(EXPRESSION(equal_id+1:end), ...
sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match');
tmp = cellfun(@extractindex, tmp);
tmp = cellfun(@index2num, tmp);
if ~all(tmp(:)<indum)
@ -280,11 +298,13 @@ if dynamicmodel
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}),sprintf('data(t,%s)',num2str(i)));
for j=1:length(leadlagtable{i,5})
lag = leadlagtable{i,5}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)),sprintf('data(t-%s,%s)',num2str(lag),num2str(i)));
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)), ...
sprintf('data(t-%s,%s)',num2str(lag),num2str(i)));
end
for j=1:length(leadlagtable{i,6})
lead = leadlagtable{i,6}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)),sprintf('data(t+%s,%s)',num2str(lead),num2str(i)));
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)), ...
sprintf('data(t+%s,%s)',num2str(lead),num2str(i)));
end
end
% Get values for the parameters (if any)
@ -304,14 +324,17 @@ if dynamicmodel
else
% Transform EXPRESSION by replacing calls to the dseries objects by references to data.
for i=1:number_of_variables
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}),sprintf('data(%s:%s,%s)',num2str(t1),num2str(t2),num2str(i)));
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}), ...
sprintf('data(%s:%s,%s)',num2str(t1),num2str(t2),num2str(i)));
for j=1:length(leadlagtable{i,5})
lag = leadlagtable{i,5}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)),sprintf('data(%s:%s,%s)',num2str(t1-lag),num2str(t2-lag),num2str(i)));
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)), ...
sprintf('data(%s:%s,%s)',num2str(t1-lag),num2str(t2-lag),num2str(i)));
end
for j=1:length(leadlagtable{i,6})
lead = leadlagtable{i,6}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)),sprintf('data(%s:%s,%s)',num2str(t1-lead),num2str(t2-lead),num2str(i)));
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)), ...
sprintf('data(%s:%s,%s)',num2str(t1-lead),num2str(t2-lead),num2str(i)));
end
end
% Transform some operators (^ -> .^, / -> ./ and * -> .*)
@ -335,7 +358,15 @@ else
end
% Put assigned variable back in the caller workspace...
eval(sprintf('assignin(''caller'', ''%s'', dseries(data(:,indva),y.init,y.name,y.tex));',assignedvariablename))
if isempty(strfind(assignedvariablename,'.'))
eval(sprintf('assignin(''caller'', ''%s'', dseries(data(:,indva),%s.init,%s.name,%s.tex));', ...
assignedvariablename,assignedvariablename,assignedvariablename,assignedvariablename))
else
DATA = num2cell(data(:,indva));
strdata = sprintf('%f ', DATA{:});
evalin('caller',sprintf('%s = dseries(transpose([%s]),%s.init,%s.name,%s.tex)', ...
assignedvariablename,strdata,assignedvariablename,assignedvariablename,assignedvariablename))
end
function msg = get_error_message_0(msg)
if ~nargin