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Merge pull request #1107 from FerhatMihoubi/Branch_bytecode_display_and_exogenous_in_extended_path 

Branch bytecode display and exogenous in extended path
time-shift
Houtan Bastani 2015-11-19 17:09:09 +01:00
parent 215de7e8dc e555c8181d
commit 73313dc5b7
3 changed files with 55 additions and 26 deletions
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19
matlab/perfect-foresight-models/det_cond_forecast.m
View File

@ -33,7 +33,6 @@ global options_ oo_ M_
pp = 2;
initial_conditions = oo_.steady_state;
verbosity = options_.verbosity;
options_.verbosity = 0;
if options_.periods == 0
options_.periods = 25;
end;
@ -106,7 +105,14 @@ else
sym_dset = dset(dates(-range(1)):dates(range(range.ndat)));
periods = options_.periods + M_.maximum_lag + M_.maximum_lead;
oo_.exo_simul = repmat(oo_.exo_steady_state',max(range.ndat + 1, periods),1);
if isfield(oo_, 'exo_simul')
if size(oo_.exo_simul, 1) ~= max(range.ndat + 1, periods)
oo_.exo_simul = repmat(oo_.exo_steady_state',max(range.ndat + 1, periods),1);
end
else
oo_.exo_simul = repmat(oo_.exo_steady_state',max(range.ndat + 1, periods),1);
end
oo_.endo_simul = repmat(oo_.steady_state, 1, max(range.ndat + 1, periods));
for i = 1:sym_dset.vobs
@ -175,6 +181,15 @@ else
end
end
data_set = [dset(dset.dates(1):(plan.date(1)-1)) ; data_set];
for i=1:M_.exo_nbr
pos = find(strcmp(strtrim(M_.exo_names(i,:)),dset.name));
if isempty(pos)
data_set{strtrim(M_.exo_names(i,:))} = dseries(exo(1+M_.maximum_lag:end,i), plan.date(1), strtrim(M_.exo_names(i,:)));
else
data_set{strtrim(M_.exo_names(i,:))}(plan.date(1):plan.date(1)+ (size(exo, 1) - M_.maximum_lag)) = exo(1+M_.maximum_lag:end,i);
end
end
data_set = merge(dset(dset.dates(1):(plan.date(1)-1)), data_set);
return;
union_names = union(data_set.name, dset.name);
dif = setdiff(union_names, data_set.name);

6
mex/sources/bytecode/ErrorHandling.hh
View File

@ -438,7 +438,7 @@ public:
switch (variable_type)
{
case eEndogenous:
if (variable_num < nb_endo)
if (variable_num <= nb_endo)
{
for (unsigned int i = 0; i < endo_name_length; i++)
if (P_endo_names[CHAR_LENGTH*(variable_num+i*nb_endo)] != ' ')
@ -449,7 +449,7 @@ public:
break;
case eExogenous:
case eExogenousDet:
if (variable_num < nb_exo)
if (variable_num <= nb_exo)
{
for (unsigned int i = 0; i < exo_name_length; i++)
if (P_exo_names[CHAR_LENGTH*(variable_num+i*nb_exo)] != ' ')
@ -459,7 +459,7 @@ public:
mexPrintf("=> Unknown exogenous variable # %d", variable_num);
break;
case eParameter:
if (variable_num < nb_param)
if (variable_num <= nb_param)
{
for (unsigned int i = 0; i < param_name_length; i++)
if (P_param_names[CHAR_LENGTH*(variable_num+i*nb_param)] != ' ')

56
mex/sources/bytecode/Interpreter.cc
View File

@ -77,7 +77,7 @@ Interpreter::Interpreter(double *params_arg, double *y_arg, double *ya_arg, doub
GlobalTemporaryTerms = GlobalTemporaryTerms_arg;
print_error = print_error_arg;
//steady_state = steady_state_arg;
//print_it = print_it_arg;
print_it = print_it_arg;
}
@ -850,16 +850,18 @@ Interpreter::extended_path(string file_name, string bin_basename, bool evaluate,
int endo_name_length_l = endo_name_length;
for (int j = 0; j < col_x* nb_row_x; j++)
x_save[j] = x[j];
{
x_save[j] = x[j];
x[j] = 0;
}
for (int j = 0; j < col_x; j++)
x[y_kmin + j * nb_row_x] = x_save[1 + y_kmin + j * nb_row_x];
for (int i = 0; i < (y_size*(periods + y_kmax + y_kmin)); i++)
y_save[i] = y[i];
if (endo_name_length_l < 8)
endo_name_length_l = 8;
//mexPrintf("endo_name_length = %d\n",endo_name_length_l);
bool old_print_it = print_it;
print_it = false;
//print_it = true;
mexPrintf("\nExtended Path simulation:\n");
mexPrintf("-------------------------\n");
ostringstream res1;
res1 << std::scientific << 2.54656875434865131;
int real_max_length = res1.str().length();
@ -868,16 +870,24 @@ Interpreter::extended_path(string file_name, string bin_basename, bool evaluate,
string line;
line.insert(line.begin(),table_length,'-');
line.insert(line.length(),"\n");
mexPrintf(line.c_str());
string title = "|" + elastic("date",date_length+2, false) + "|" + elastic("variable",endo_name_length_l+2, false) + "|" + elastic("max. value",real_max_length+2, false) + "| iter. |" + elastic("cvg",5, false) + "|\n";
mexPrintf(title.c_str());
mexPrintf(line.c_str());
if (old_print_it)
{
mexPrintf("\nExtended Path simulation:\n");
mexPrintf("-------------------------\n");
mexPrintf(line.c_str());
string title = "|" + elastic("date",date_length+2, false) + "|" + elastic("variable",endo_name_length_l+2, false) + "|" + elastic("max. value",real_max_length+2, false) + "| iter. |" + elastic("cvg",5, false) + "|\n";
mexPrintf(title.c_str());
mexPrintf(line.c_str());
}
for (int t = 0; t < nb_periods; t++)
{
nb_blocks = 0;
previous_block_exogenous.clear();
mexPrintf("|%s|",elastic(dates[t], date_length+2, false).c_str());
mexEvalString("drawnow;");
if (old_print_it)
{
mexPrintf("|%s|",elastic(dates[t], date_length+2, false).c_str());
mexEvalString("drawnow;");
}
for (vector<s_plan>::const_iterator it = sextended_path.begin(); it != sextended_path.end(); it++)
x[y_kmin + (it->exo_num - 1) * (periods + y_kmax + y_kmin)] = it->value[t];
it_code = Init_Code;
@ -897,18 +907,22 @@ Interpreter::extended_path(string file_name, string bin_basename, bool evaluate,
for (int j = 0; j < col_x; j++)
{
x_save[t + y_kmin + j * nb_row_x] = x[y_kmin + j * nb_row_x];
x[y_kmin + j * nb_row_x] = 0;
x[y_kmin + j * nb_row_x] = x_save[t + 1 + y_kmin + j * nb_row_x];
}
ostringstream res, res1;
for (unsigned int i = 0; i < endo_name_length; i++)
if (P_endo_names[CHAR_LENGTH*(max_res_idx+i*y_size)] != ' ')
res << P_endo_names[CHAR_LENGTH*(max_res_idx+i*y_size)];
res1 << std::scientific << max_res;
mexPrintf("%s|%s| %4d | x |\n",elastic(res.str(),endo_name_length_l+2, true).c_str(), elastic(res1.str(), real_max_length+2, false).c_str(), iter);
mexPrintf(line.c_str());
mexEvalString("drawnow;");
if (old_print_it)
{
ostringstream res, res1;
for (unsigned int i = 0; i < endo_name_length; i++)
if (P_endo_names[CHAR_LENGTH*(max_res_idx+i*y_size)] != ' ')
res << P_endo_names[CHAR_LENGTH*(max_res_idx+i*y_size)];
res1 << std::scientific << max_res;
mexPrintf("%s|%s| %4d | x |\n",elastic(res.str(),endo_name_length_l+2, true).c_str(), elastic(res1.str(), real_max_length+2, false).c_str(), iter);
mexPrintf(line.c_str());
mexEvalString("drawnow;");
}
}
print_it = old_print_it;
for (int j = 0; j < y_size; j++)
{
for(int k = nb_periods; k < periods; k++)