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new function to select a subset of deep parameters. 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1082 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2006-11-17 13:07:57 +00:00
parent ce51ccc7b3
commit 86e196c515
1 changed files with 80 additions and 0 deletions
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function jndx = subset();
% stephane.adjemian@ens.fr [11-30-2005]
global options_ estim_params_ M_
ExcludedParamNames = options_.ExcludedParams;
VarObs = options_.varobs;
VarExo = M_.exo_names;
info = options_.ParamSubSet;
nvx = estim_params_.nvx;
nvn = estim_params_.nvn;
ncx = estim_params_.ncx;
ncn = estim_params_.ncn;
np = estim_params_.np;
nx = nvx+nvn+ncx+ncn+np;
if strcmpi(info,'All')
indx = (1:nx)';
elseif strcmpi(info,'DeepParameters')
indx = (nvx+nvn+ncx+ncn+1:nx)';
elseif strcmpi(info,'StructuralShocks')
indx = [(1:nvx),nvx+nvn+1:nvx+nvn+ncx]';
elseif strcmpi(info,'StructuralShocksWithoutCorrelations')
indx = (1:nvx)';
elseif strcmpi(info,'MeasurementErrors')
indx = [(nvx+1:nvx+nvn),(nvx+nvn+ncx+1:nvx+nvn+ncx+ncn)]';
elseif strcmpi(info,'MeasurementErrorsWithoutCorrelations')
indx = (nvx+1:nvx+nvn)';
elseif strcmpi(info,'AllWithoutMeasurementErrors')
indx = [(1:nvx),nvx+nvn+1:nvx+nvn+ncx,nvx+nvn+ncx+ncn+1:nx]';
elseif strcmpi(info,'None')
indx = [];
end
if isempty(ExcludedParamNames)
jndx = indx;
else
tt = [];
for i = 1:length(ExcludedParamNames)
tmp = strmatch(ExcludedParamNames{i},M_.exo_names);
if ~isempty(tmp) & ( strcmpi(info,'All') | strcmpi(info,'StructuralShocks') | ...
strcmpi(info,'StructuralShocksWithoutCorrelations') | ...
strcmpi(info,'AllWithoutMeasurementErros') )
% The parameter the user wants to exclude is related to the size of the structural innovations.
if ncx
disp(['I cannot exclude some the structural variances if the'])
disp(['structural innovations are correlated...'])
error
end
tt = [tt;tmp];
elseif isempty(tmp) & nvn
tmp = strmatch(ExcludedParamNames{i},options_.varobs);
if ~isempty(tmp) & ( strcmpi(info,'All') | strcmpi(info,'MeasurementErrors') | ...
strcmpi(info,'MeasurementErrorsWithoutCorrelations') )
% The parameter the user wants to exclude is related to the size of the measurement errors variances.
tmp = nvx+tmp;
if ncn
disp(['I cannot exclude some the measurement error variances if the'])
disp(['measurement errors are correlated...'])
error
end
tt = [tt;tmp];
end
else% Excluded parameters are deep parameters...
tmp = strmatch(ExcludedParamNames{i},M_.param_names,'exact');
if ~isempty(tmp)
tt = [tt;nvx+nvn+ncx+ncn+tmp];
else
disp('The parameter you want to exclude is unknown!')
error
end
end
end
jndx = [];
for i=1:length(indx)
if ~any(indx(i)==tt)
jndx = [ jndx ; indx(i) ];
end
end
end