From 86e196c515c38400123973f4274de57f78a2a4c3 Mon Sep 17 00:00:00 2001
From: adjemian <adjemian@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Fri, 17 Nov 2006 13:07:57 +0000
Subject: [PATCH] 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
---
 matlab/subset.m | 80 +++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 80 insertions(+)
 create mode 100644 matlab/subset.m

diff --git a/matlab/subset.m b/matlab/subset.m
new file mode 100644
index 000000000..8c8cbdd8d
--- /dev/null
+++ b/matlab/subset.m
@@ -0,0 +1,80 @@
+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
\ No newline at end of file