From 944bf2b68eb616a2f1af32e46103449c1fd3859d Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Wed, 21 Jul 2021 13:42:38 +0200
Subject: [PATCH] occbin: work with non-demeaned data and in constraints

---
 matlab/+occbin/solve_one_constraint.m                         | 2 +-
 matlab/+occbin/solve_two_constraints.m                        | 4 ++--
 tests/occbin/filter/NKM.mod                                   | 2 +-
 tests/occbin/filter/NKM_0_std_shocks.mod                      | 2 +-
 tests/occbin/model_borrcon/borrcon.mod                        | 2 +-
 tests/occbin/model_borrcon/borrcon_0_std_shocks.mod           | 2 +-
 tests/occbin/model_irrcap_twoconstraints/dynrbc.mod           | 4 ++--
 .../model_irrcap_twoconstraints/dynrbc_0_std_shocks.mod       | 4 ++--
 8 files changed, 11 insertions(+), 11 deletions(-)

diff --git a/matlab/+occbin/solve_one_constraint.m b/matlab/+occbin/solve_one_constraint.m
index 57e799dfd..34b2e25ba 100644
--- a/matlab/+occbin/solve_one_constraint.m
+++ b/matlab/+occbin/solve_one_constraint.m
@@ -167,7 +167,7 @@ for shock_period = 1:n_shocks_periods
                 regime_start(end)-1,binding_indicator,...
                 data.exo_pos,data.shocks_sequence(shock_period,:),endo_init,update_flag);
             
-            [binding, relax, err]=feval([M_.fname,'.occbin_difference'],zdatalinear_,M_.params,dr_base.ys);
+            [binding, relax, err]=feval([M_.fname,'.occbin_difference'],zdatalinear_+repmat(dr_base.ys',size(zdatalinear_,1),1),M_.params,dr_base.ys);
 
             % check if changes to the hypothesis of the duration for each
             % regime
diff --git a/matlab/+occbin/solve_two_constraints.m b/matlab/+occbin/solve_two_constraints.m
index ec81178a9..5365347bf 100644
--- a/matlab/+occbin/solve_two_constraints.m
+++ b/matlab/+occbin/solve_two_constraints.m
@@ -145,7 +145,7 @@ for shock_period = 1:n_shocks_periods
     while (regime_change_this_iteration && iter<max_iter && ~is_periodic)
         iter = iter +1;
         if any(binding_indicator(end,:)) && nperiods_0<opts_simul_.max_periods
-            binding_indicator = [binding_indicator; false(2,1)];
+            binding_indicator = [binding_indicator; false(1,2)];
             nperiods_0 = nperiods_0 + 1;
             disp_verbose(['nperiods has been endogenously increased up to ' int2str(nperiods_0) '.'],opts_simul_.debug)
         end
@@ -183,7 +183,7 @@ for shock_period = 1:n_shocks_periods
                 binding_indicator,...
                 data.exo_pos,data.shocks_sequence(shock_period,:),endo_init, update_flag);
             
-            [binding, relax, err]=feval([M_.fname,'.occbin_difference'],zdatalinear_,M_.params,dr.ys);
+            [binding, relax, err]=feval([M_.fname,'.occbin_difference'],zdatalinear_+repmat(dr.ys',size(zdatalinear_,1),1),M_.params,dr.ys);
             binding_constraint_new=[binding.constraint_1;binding.constraint_2];
             relaxed_constraint_new = [relax.constraint_1;relax.constraint_2];
             
diff --git a/tests/occbin/filter/NKM.mod b/tests/occbin/filter/NKM.mod
index cdf257f01..74d032fc9 100644
--- a/tests/occbin/filter/NKM.mod
+++ b/tests/occbin/filter/NKM.mod
@@ -207,7 +207,7 @@ model;
 end;
 
 occbin_constraints;
-name 'zlb'; bind inom+inombar <=  inomlb; relax inom+inombar > inomlb;
+name 'zlb'; bind inom <=  inomlb; relax inom > inomlb;
 end;
 
 // ---------------- Steady state -----------------------------------------//        
diff --git a/tests/occbin/filter/NKM_0_std_shocks.mod b/tests/occbin/filter/NKM_0_std_shocks.mod
index 4a592c84d..5dbf0e1f2 100644
--- a/tests/occbin/filter/NKM_0_std_shocks.mod
+++ b/tests/occbin/filter/NKM_0_std_shocks.mod
@@ -209,7 +209,7 @@ model;
 end;
 
 occbin_constraints;
-name 'zlb'; bind inom+inombar <=  inomlb; relax inom+inombar > inomlb;
+name 'zlb'; bind inom <=  inomlb; relax inom > inomlb;
 end;
 
 // ---------------- Steady state -----------------------------------------//        
diff --git a/tests/occbin/model_borrcon/borrcon.mod b/tests/occbin/model_borrcon/borrcon.mod
index 78661e16f..4c0fb004b 100644
--- a/tests/occbin/model_borrcon/borrcon.mod
+++ b/tests/occbin/model_borrcon/borrcon.mod
@@ -29,7 +29,7 @@ y_hat = log(y) - log(steady_state(y));
 end;
 
 occbin_constraints;
- name 'borrcon'; bind lb<-STEADY_STATE(lb); relax b>M*y; error_bind abs(lb+STEADY_STATE(lb)); error_relax abs(b-M*y);
+ name 'borrcon'; bind lb<0; relax b>M*y; error_bind abs(lb); error_relax abs(b-M*y);
 %name 'borrcon'; bind lb<-STEADY_STATE(lb); relax b>M*y;
 end;
     
diff --git a/tests/occbin/model_borrcon/borrcon_0_std_shocks.mod b/tests/occbin/model_borrcon/borrcon_0_std_shocks.mod
index b79a18d6b..adb7bf4d3 100644
--- a/tests/occbin/model_borrcon/borrcon_0_std_shocks.mod
+++ b/tests/occbin/model_borrcon/borrcon_0_std_shocks.mod
@@ -30,7 +30,7 @@ y_hat = log(y) - log(steady_state(y));
 end;
 
 occbin_constraints;
-name 'borrcon'; bind lb<-STEADY_STATE(lb); relax b>M*y; error_bind abs(lb+STEADY_STATE(lb)); error_relax abs(b-M*y);
+name 'borrcon'; bind lb<0; relax b>M*y; error_bind abs(lb); error_relax abs(b-M*y);
 end;
 
 steady_state_model;
diff --git a/tests/occbin/model_irrcap_twoconstraints/dynrbc.mod b/tests/occbin/model_irrcap_twoconstraints/dynrbc.mod
index 1d2397ab5..35a936cff 100644
--- a/tests/occbin/model_irrcap_twoconstraints/dynrbc.mod
+++ b/tests/occbin/model_irrcap_twoconstraints/dynrbc.mod
@@ -53,8 +53,8 @@ a = RHOA*a(-1)+erra;
 end;
 
 occbin_constraints;
-name 'IRR'; bind i<PHI-1; relax lambdak<0;
-name 'INEG'; bind i<-0.000001;
+name 'IRR'; bind i-steady_state(i)<log(PHI); relax lambdak<0;
+name 'INEG'; bind i-steady_state(i)<-0.000001;
 end;
 
 @#include "dynrbc_common.inc"
diff --git a/tests/occbin/model_irrcap_twoconstraints/dynrbc_0_std_shocks.mod b/tests/occbin/model_irrcap_twoconstraints/dynrbc_0_std_shocks.mod
index 5d850eddf..1c0579d5a 100644
--- a/tests/occbin/model_irrcap_twoconstraints/dynrbc_0_std_shocks.mod
+++ b/tests/occbin/model_irrcap_twoconstraints/dynrbc_0_std_shocks.mod
@@ -53,8 +53,8 @@ a = RHOA*a(-1)+erra;
 end;
 
 occbin_constraints;
-name 'IRR'; bind i<PHI-1; relax lambdak<0; error_bind abs(i-(PHI-1)); error_relax abs(lambdak-0);
-name 'INEG'; bind i<-0.000001; relax i>-0.000001; error_bind abs(i-0.000001); error_relax abs(i-0.000001);
+name 'IRR'; bind i-steady_state(i)<log(PHI); relax lambdak<0; error_bind abs(i-steady_state(i)-log(PHI)); error_relax abs(lambdak-0);
+name 'INEG'; bind i-steady_state(i)<-0.000001; relax i-steady_state(i)>-0.000001; error_bind abs(i-steady_state(i)-0.000001); error_relax abs(i-steady_state(i)-0.000001);
 end;
 
 @#include "dynrbc_common.inc"