stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

small improvement to dyn_ols, pooled_sur_common: return summed rhs to subtract from lhs

time-shift
Houtan Bastani 2018-02-20 10:28:55 +01:00
parent 3a052f500c
commit afecd9bebb
3 changed files with 12 additions and 9 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
matlab/ols/dyn_ols.m
View File

@ -143,8 +143,8 @@ for i = 1:length(jsonmodel)
assert(length(residuals) == 1, ['More than one residual in equation ' num2str(i)]);
Y = eval(regexprep(jsonmodel{i}.lhs, regex, 'ds.$&'));
for j = 1:lhssub.vobs
Y = Y - lhssub{j};
if ~isempty(lhssub)
Y = Y - lhssub;
end
fp = max(Y.firstobservedperiod, X.firstobservedperiod);
@ -207,8 +207,8 @@ for i = 1:length(jsonmodel)
oo_.ols.(tag).resid = Y - oo_.ols.(tag).Yhat;
% Correct Yhat reported back to user
for j = 1:lhssub.vobs
oo_.ols.(tag).Yhat = oo_.ols.(tag).Yhat + lhssub{j}(fp:lp);
if ~isempty(lhssub)
oo_.ols.(tag).Yhat = oo_.ols.(tag).Yhat + lhssub(fp:lp);
end
% Apply correcting function for Yhat if it was passed

9
matlab/ols/getRhsToSubFromLhs.m
View File

@ -10,7 +10,7 @@ function lhssub = getRhsToSubFromLhs(ds, rhs, regex, splits)
% splits [cell array] strings to split out of equation on RHS
%
% OUTPUTS
% lhssub [dseries] data to subtract from LHS
% lhssub [dseries] summed data to subtract from LHS
%
% SPECIAL REQUIREMENTS
% none
@ -57,8 +57,7 @@ for j = 1:length(rhs_)
str = getStrMoveRight(rhsj);
if ~isempty(str)
try
lhssub = [lhssub eval(regexprep([minusstr str], regex, 'ds.$&'))];
lhssub.rename_(lhssub{lhssub.vobs}.name{:}, [minusstr str]);
lhssub = lhssub + eval(regexprep([minusstr str], regex, 'ds.$&'));
catch
if ~any(strcmp(M_.exo_names, str))
error(['getRhsToSubFromLhs: problem evaluating ' minusstr str]);
@ -68,4 +67,8 @@ for j = 1:length(rhs_)
end
end
end
if ~isempty(lhssub)
assert(lhssub.vobs == 1, 'error in getRhsToSubFromLhs');
lhssub.rename_(lhssub.name{:}, 'summed_rhs');
end
end

4
matlab/ols/pooled_sur_common.m
View File

@ -154,8 +154,8 @@ for i = 1:length(jsonmodel)
vars{i} = vnames;
ydata = eval(regexprep(jsonmodel{i}.lhs, regex, 'ds.$&'));
for j = 1:lhssub.vobs
ydata = ydata - lhssub{j};
if ~isempty(lhssub)
ydata = ydata - lhssub;
end
if isempty(xjdata)