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Add version of get_mean without globals

covariance-quadratic-approximation
Johannes Pfeifer 2023-12-21 13:41:17 +01:00
parent e3e6f4c9b4
commit 8deeaa7252
3 changed files with 78 additions and 41 deletions
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41
matlab/accessors/get_mean.m
View File

@ -33,43 +33,4 @@ function y0 = get_mean(varargin)
global M_ options_ oo_
if ~isempty(regexp(varargin{end},'\d','ONCE')) && isempty(regexp(varargin{end},'\D','ONCE'))
order=eval(varargin{end});
nvars=length(varargin)-1;
else
order=1;
nvars=length(varargin);
end
if order==1
if isfield(oo_,'dr') && isfield(oo_.dr,'ys')
ys_=oo_.dr.ys;
else
ys_ = oo_.steady_state;
ys_ = evaluate_steady_state(ys_,[oo_.exo_steady_state; oo_.exo_det_steady_state],M_,options_,true);
end
elseif order==2
if isfield(oo_,'dr') && isfield(oo_.dr,'ys')
ys_=oo_.dr.ys;
if ~isfield(oo_.dr,'ghs2')
error('get_mean: ghs2 needs to be present in oo_ to compute mean at order=2')
else
ys_(oo_.dr.order_var)=ys_(oo_.dr.order_var)+oo_.dr.ghs2./2;
end
else
error('get_mean: decision rules need to be present in oo_ to compute mean')
end
else
error('get_mean: order>2 not implemented')
end
mfys=NaN(nvars,1);
for j=1:nvars
endo_index=find(strcmp(varargin{j},M_.endo_names));
if isempty(endo_index)
error('get_mean: unknown variables %s requested',varargin{j})
else
mfys(j) = find(strcmp(varargin{j},M_.endo_names));
end
end
y0 = ys_(mfys);
y0=get_mean_no_globals(M_, oo_, options_, varargin{:});

76
matlab/accessors/get_mean_no_globals.m Normal file
View File

@ -0,0 +1,76 @@
function y0 = get_mean_no_globals(M_, oo_, options_, varargin)
% function y0 = get_mean_no_globals(M_, oo_, options_, varargin)
% returns the mean of a variable identified by its name
%
% INPUTS:
% M_ [structure] describing the model
% oo_ [structure] storing the results
% options_ [structure] describing the options
% vargargin inputs containing
% - vname1, vname2, ... : list of variable names
% - order: if integer 1 or 2, optionally last input can trigger the order
% at which steady state is computed
%
% OUTPUTS
% y0: mean values
%
% SPECIAL REQUIREMENTS
% none
% Copyright © 2019-2023 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 <https://www.gnu.org/licenses/>.
if ~isempty(regexp(varargin{end},'\d','ONCE')) && isempty(regexp(varargin{end},'\D','ONCE'))
order=eval(varargin{end});
nvars=length(varargin)-1;
else
order=1;
nvars=length(varargin);
end
if order==1
if isfield(oo_,'dr') && isfield(oo_.dr,'ys')
ys_=oo_.dr.ys;
else
ys_ = oo_.steady_state;
ys_ = evaluate_steady_state(ys_,[oo_.exo_steady_state; oo_.exo_det_steady_state],M_,options_,true);
end
elseif order==2
if isfield(oo_,'dr') && isfield(oo_.dr,'ys')
ys_=oo_.dr.ys;
if ~isfield(oo_.dr,'ghs2')
error('get_mean: ghs2 needs to be present in oo_ to compute mean at order=2')
else
ys_(oo_.dr.order_var)=ys_(oo_.dr.order_var)+oo_.dr.ghs2./2;
end
else
error('get_mean: decision rules need to be present in oo_ to compute mean')
end
else
error('get_mean: order>2 not implemented')
end
mfys=NaN(nvars,1);
for j=1:nvars
endo_index=find(strcmp(varargin{j},M_.endo_names));
if isempty(endo_index)
error('get_mean: unknown variables %s requested',varargin{j})
else
mfys(j) = find(strcmp(varargin{j},M_.endo_names));
end
end
y0 = ys_(mfys);

2
matlab/shock_decomposition/plot_shock_decomposition.m
View File

@ -347,7 +347,7 @@ if options_.plot_shock_decomp.use_shock_groups
else
% here we know we only have one variable to handle
if isstruct(q2a.aux) && ischar(q2a.aux.y)
steady_state_aux = get_mean(q2a.aux.y);
steady_state_aux = get_mean_no_globals(M_, oo_, options_, q2a.aux.y);
q2a.aux.y=repmat(steady_state_aux,16,1);
q2a.aux.yss=steady_state_aux;
end