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pooled_ols: simplify calling structure

time-shift
Houtan Bastani 2018-01-17 12:50:22 +01:00
parent d392738412
commit b0b75d1c2c
2 changed files with 11 additions and 13 deletions
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4
matlab/ols/pooled_fgls.m
View File

@ -37,9 +37,9 @@ function pooled_fgls(ds, param_common, param_regex, eqtags)
global M_ oo_
if nargin < 4
pooled_ols(ds, param_common, param_regex, true, 'pooled_fgls');
pooled_ols(ds, param_common, param_regex, true);
else
param_regex = pooled_ols(ds, param_common, param_regex, true, 'pooled_fgls', eqtags);
param_regex = pooled_ols(ds, param_common, param_regex, true, eqtags);
end
oo_.sur.dof = length(oo_.pooled_fgls.sample_range);

20
matlab/ols/pooled_ols.m
View File

@ -1,5 +1,5 @@
function param_regex = pooled_ols(ds, param_common, param_regex, overlapping_dates, save_structure_name, eqtags)
% function pooled_ols(ds, param_common, param_regex, overlapping_dates, save_structure_name, eqtags)
function param_regex = pooled_ols(ds, param_common, param_regex, overlapping_dates, eqtags)
% function pooled_ols(ds, param_common, param_regex, overlapping_dates, eqtags)
% Run Pooled OLS
% Apply parameter values found to corresponding parameter values in the
% other blocks of the model
@ -12,8 +12,6 @@ function param_regex = pooled_ols(ds, param_common, param_regex, overlapping_dat
% value in param_common
% overlapping_dates [bool] if the dates across the equations should
% overlap
% save_structure_name [string] Name of structure in oo_ to save results in
% (pooled_ols by default)
% eqtags [cellstr] names of equation tags to estimate. If empty,
% estimate all equations
%
@ -63,12 +61,6 @@ else
assert(islogical(overlapping_dates) && length(overlapping_dates) == 1, 'The fourth argument must be a bool');
end
if nargin < 5
save_structure_name = 'pooled_ols';
else
assert(ischar(save_structure_name), 'The fifth argument must be a string');
end
%% Read JSON
jsonfile = [M_.fname '_original.json'];
if exist(jsonfile, 'file') ~= 2
@ -77,7 +69,7 @@ end
jsonmodel = loadjson(jsonfile);
jsonmodel = jsonmodel.model;
if nargin < 6
if nargin < 5
[lhs, rhs, lineno] = getEquationsByTags(jsonmodel);
else
[lhs, rhs, lineno] = getEquationsByTags(jsonmodel, 'name', eqtags);
@ -100,6 +92,12 @@ for i = 1:length(param_regex)
end
param_regex = param_regex(param_regex_idx);
st = dbstack(1);
save_structure_name = 'pooled_ols';
if strcmp(st(1).name, 'pooled_fgls')
save_structure_name = 'pooled_fgls';
end
%% Find parameters and variable names in every equation & Setup estimation matrices
[X, Y, startdates, enddates, startidxs, residnames, pbeta, vars, surpidxs, surconstrainedparams] = ...
pooled_sur_common(ds, lhs, rhs, lineno);