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v4.1: added new {save,load}_params_and_steady_state functions (along with their documentation in the manual) 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2052 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2008-09-09 10:53:10 +00:00
parent 8e6bca8228
commit 652c48069e
3 changed files with 204 additions and 1 deletions
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84
doc/manual.xml
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@ -14,7 +14,7 @@
</address>
</author>
<copyright><year>1996, 2008</year><holder> Dynare Team</holder>
<copyright><year>1996-2008</year><holder>Dynare Team</holder>
</copyright>
<legalnotice>
@ -2677,10 +2677,92 @@ In Matlab, variables saved with the <command>dynasave</command> command can be r
<sect1><title>Misc commands</title>
<itemizedlist>
<listitem><para><xref linkend="save_params_and_steady_state"/></para></listitem>
<listitem><para><xref linkend="load_params_and_steady_state"/></para></listitem>
<listitem><para><xref linkend="bvar_density"/></para></listitem>
<listitem><para><xref linkend="bvar_forecast"/></para></listitem>
</itemizedlist>
<refentry id="save_params_and_steady_state">
<refmeta>
<refentrytitle>save_params_and_steady_state</refentrytitle>
</refmeta>
<refnamediv>
<refname>save_params_and_steady_state</refname>
<refpurpose>saves the values of the parameters and of the computed steady-state in a file</refpurpose>
</refnamediv>
<refsynopsisdiv>
<cmdsynopsis>
<command>save_params_and_steady_state</command>
<arg choice="plain"><replaceable>FILENAME</replaceable></arg>
<arg choice="plain">;</arg>
</cmdsynopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
<para>For all parameters, endogenous and exogenous variables, stores
their value in a file, using a simple name/value associative array.</para>
<itemizedlist>
<listitem><para>for parameters, the value is taken from the last parameter
initialization</para></listitem>
<listitem><para>for exogenous, the value is taken from the last initval block</para></listitem>
<listitem><para>for endogenous, the value is taken from the last steady state computation
(or, if no steady state has been computed, from the last initval block)</para></listitem>
</itemizedlist>
<para>Note that no variable type is stored in the file, so that the values
can be reloaded (with <xref linkend="load_params_and_steady_state"/>) in a setup where
the variable types are different.</para>
<para>The typical usage of this function is to compute the steady-state of a
model by calibrating the steady-state value of some endogenous variables (which implies that some parameters must be endogeneized
during the steady-state computation).</para>
<para>You would then write a first .mod file which computes the steady-state and saves the result of the
computation at the end of the file, using <command>save_params_and_steady_state</command>.</para>
<para>In a second file designed to perform the actual simulations, you would use <xref linkend="load_params_and_steady_state"/> just after
your variable declarations, in order to load the steady-state previously computed (including the parameters which had been
endogeneized during the steady-state computation).</para>
<para>The need for two separate .mod files arises from the fact that the variable declarations differ between the files for
steady-state calibration and for simulation (the set of endogenous and parameters differ between the two); this leads
to different <xref linkend="var"/> and <xref linkend="parameters"/> statements.</para>
<para>Also note that you can take advantage of the <xref linkend="include"/> directive to share the model equations between the two files.</para>
</refsect1>
</refentry>
<refentry id="load_params_and_steady_state">
<refmeta>
<refentrytitle>load_params_and_steady_state</refentrytitle>
</refmeta>
<refnamediv>
<refname>load_params_and_steady_state</refname>
<refpurpose>loads the values of the parameters and of the steady-state from a file</refpurpose>
</refnamediv>
<refsynopsisdiv>
<cmdsynopsis>
<command>load_params_and_steady_state</command>
<arg choice="plain"><replaceable>FILENAME</replaceable></arg>
<arg choice="plain">;</arg>
</cmdsynopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
<para>For all parameters, endogenous and exogenous variables, loads
their value from a file created with save_params_and_steady_state.</para>
<itemizedlist>
<listitem><para>for parameters, their value will be initialized as if they
had been calibrated in the .mod file</para></listitem>
<listitem><para>for endogenous and exogenous, their value will be initialized
as they would have been from an initval block</para></listitem>
</itemizedlist>
<para>This function is used in conjunction with <xref linkend="save_params_and_steady_state"/>;
see the documentation of that function for more information.</para>
</refsect1>
</refentry>
<refentry id="bvar_density">
<refmeta>
<refentrytitle>bvar_density</refentrytitle>

65
matlab/load_params_and_steady_state.m Normal file
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@ -0,0 +1,65 @@
function load_params_and_steady_state(filename)
% function load_params_and_steady_state(filename)
%
% For all parameters, endogenous and exogenous variables, loads
% their value from a file created with save_params_and_steady_state.
% * for parameters, their value will be initialized as if they
% had been calibrated in the .mod file
% * for endogenous and exogenous, their value will be initialized
% as they would have been from an initval block
%
% INPUTS
% filename: where to load from the saved values
%
% OUTPUTS
% none
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ oo_
load(filename);
if ~exist('stored_values')
error('LOAD_PARAMS_AND_INITVAL: filename provided was probably not created by save_params_and_initval')
end
names = fieldnames(stored_values);
for i = 1:size(names,1)
field = names{i};
j = strmatch(field, M_.param_names, 'exact');
if ~isempty(j)
M_.params(j) = stored_values.(field);
else
j = strmatch(field, M_.endo_names, 'exact');
if ~isempty(j)
oo_.steady_state(j) = stored_values.(field);
else
j = strmatch(field, M_.exo_names, 'exact');
if ~isempty(j)
oo_.exo_steady_state(j) = stored_values.(field);
else
warning(['LOAD_PARAMS_AND_INITVAL: Unknown symbol name: ', field])
end
end
end
end

56
matlab/save_params_and_steady_state.m Normal file
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@ -0,0 +1,56 @@
function save_params_and_steady_state(filename)
% function save_params_and_steady_state(filename)
%
% For all parameters, endogenous and exogenous variables, stores
% their value in a file, using a simple name/value associative array.
% * for parameters, the value is taken from the last parameter
% initialization
% * for exogenous, the value is taken from the last initval block
% * for endogenous, the value is taken from the last steady state
% computation (or, if no steady state has been computed, from the
% last initval block)
% Note that no variable type is stored in the file, so that the values
% can be reloaded (with load_params_and_steady_state) in a setup where
% the variable types are different.
%
% INPUTS
% filename: where to store the saved values
%
% OUTPUTS
% none
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ oo_
for i = 1:M_.param_nbr
stored_values.(deblank(M_.param_names(i,:))) = M_.params(i);
end
for i = 1:M_.endo_nbr
stored_values.(deblank(M_.endo_names(i,:))) = oo_.steady_state(i);
end
for i = 1:M_.exo_nbr
stored_values.(deblank(M_.exo_names(i,:))) = oo_.exo_steady_state(i);
end
save(filename, 'stored_values');