enhanced model_diagnostics to deal with bytecode and blocks
Michel Juillard
parent
c6495dfc9d
commit
bef55c1dd1
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@ -1,10 +1,10 @@
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function model_diagnostics(M_,options_,oo_)
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% function model_diagnostics(M_,options_,oo_)
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function model_diagnostics(M,options,oo)
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% function model_diagnostics(M,options,oo)
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% computes various diagnostics on the model
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% INPUTS
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% M_ [matlab structure] Definition of the model.
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% options_ [matlab structure] Global options.
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% oo_ [matlab structure] Results
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% M [matlab structure] Definition of the model.
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% options [matlab structure] Global options.
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% oo [matlab structure] Results
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%
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% OUTPUTS
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% none
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@ -35,11 +35,11 @@ function model_diagnostics(M_,options_,oo_)
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global jacob
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endo_nbr = M_.endo_nbr;
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endo_names = M_.endo_names;
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lead_lag_incidence = M_.lead_lag_incidence;
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maximum_lag = M_.maximum_lag;
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maximum_lead = M_.maximum_lead;
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endo_nbr = M.endo_nbr;
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endo_names = M.endo_names;
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lead_lag_incidence = M.lead_lag_incidence;
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maximum_lag = M.maximum_lag;
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maximum_lead = M.maximum_lead;
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%
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% missing variables at the current period
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@ -58,65 +58,15 @@ end
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%
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info = 0;
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it_ = M_.maximum_lag + 1 ;
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it_ = M.maximum_lag + 1 ;
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if M_.exo_nbr == 0
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oo_.exo_steady_state = [] ;
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if M.exo_nbr == 0
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oo.exo_steady_state = [] ;
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end
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% check if ys is steady state
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tempex = oo_.exo_simul;
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oo_.exo_simul = repmat(oo_.exo_steady_state',M_.maximum_lag+M_.maximum_lead+1,1);
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if M_.exo_det_nbr > 0
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tempexdet = oo_.exo_det_simul;
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oo_.exo_det_simul = repmat(oo_.exo_det_steady_state',M_.maximum_lag+M_.maximum_lead+1,1);
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end
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dr.ys = oo_.steady_state;
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check1 = 0;
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% testing for steadystate file
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fh = str2func([M_.fname '_static']);
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if options_.steadystate_flag
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[ys,check1] = feval([M_.fname '_steadystate'],dr.ys,...
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[oo_.exo_steady_state; oo_.exo_det_steady_state]);
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M_.params = evalin('base','M_.params;');
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if size(ys,1) < M_.endo_nbr
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if length(M_.aux_vars) > 0
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ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars,...
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M_.fname,...
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oo_.exo_steady_state,...
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oo_.exo_det_steady_state,...
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M_.params,...
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options_.bytecode);
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else
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error([M_.fname '_steadystate.m doesn''t match the model']);
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end
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end
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dr.ys = ys;
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else
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% testing if ys isn't a steady state or if we aren't computing Ramsey policy
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if options_.ramsey_policy == 0
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if options_.linear == 0
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% nonlinear models
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if max(abs(feval(fh,dr.ys,[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state], M_.params))) > options_.dynatol.f
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[ys,check1] = dynare_solve(fh,dr.ys,1,...
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[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state], ...
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M_.params);
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if ~check1
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dr.ys = ys;
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end
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end
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else
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% linear models
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[fvec,jacob] = feval(fh,dr.ys,[oo_.exo_steady_state;...
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oo_.exo_det_steady_state], M_.params);
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if max(abs(fvec)) > 1e-12
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dr.ys = dr.ys-jacob\fvec;
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end
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end
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end
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end
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[dr.ys,params,check1]=evaluate_steady_state(oo.steady_state,M,options,oo,1);
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% testing for problem
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if check1
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disp('model diagnostic can''t obtain the steady state')
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@ -131,44 +81,62 @@ end
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%
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% singular Jacobian of static model
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%
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if ~isfield(M,'blocksMFS')
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nb = 1;
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else
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nb = length(M.blocksMFS);
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end
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[res,jacob]=feval(fh,dr.ys,[oo_.exo_steady_state; oo_.exo_det_steady_state], ...
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M_.params);
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rank_jacob = rank(jacob);
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if rank_jacob < endo_nbr
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disp(['model_diagnostic: the Jacobian of the static model is ' ...
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'singular'])
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disp(['there is ' num2str(endo_nbr-rank_jacob) ...
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' colinear relationships between the variables and the equations'])
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ncol = null(jacob);
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n_rel = size(ncol,2);
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for i = 1:n_rel
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if n_rel > 1
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disp(['Relation ' int2str(i)])
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exo = [oo.exo_steady_state; oo.exo_det_steady_state];
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for b=1:nb
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if options.bytecode
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if nb == 1
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[chk, res, jacob] = bytecode(dr.ys, exo, M.params, dr.ys, 1, exo, ...
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'evaluate', 'static');
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else
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[chk, res, jacob] = bytecode(dr.ys, exo, M.params, dr.ys, 1, exo, ...
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'evaluate', 'static',['block=' ...
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int2str(b)]);
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end
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disp('Colinear variables:')
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for j=1:10
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k = find(abs(ncol(:,i)) > 10^-j);
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if max(abs(jacob(:,k)*ncol(k,i))) < 1e-6
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break
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end
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end
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disp(endo_names(k,:))
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else
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[res,jacob]=feval([M.fname '_static'],dr.ys,exo,M.params);
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end
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neq = null(jacob');
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n_rel = size(neq,2);
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for i = 1:n_rel
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if n_rel > 1
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disp(['Relation ' int2str(i)])
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end
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disp('Colinear equations')
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for j=1:10
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k = find(abs(neq(:,i)) > 10^-j);
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if max(abs(jacob(k,:)'*neq(k,i))) < 1e-6
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break
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rank_jacob = rank(jacob);
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if rank_jacob < size(jacob,1)
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disp(['model_diagnostic: the Jacobian of the static model is ' ...
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'singular'])
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disp(['there is ' num2str(endo_nbr-rank_jacob) ...
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' colinear relationships between the variables and the equations'])
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ncol = null(jacob);
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n_rel = size(ncol,2);
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for i = 1:n_rel
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if n_rel > 1
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disp(['Relation ' int2str(i)])
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end
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disp('Colinear variables:')
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for j=1:10
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k = find(abs(ncol(:,i)) > 10^-j);
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if max(abs(jacob(:,k)*ncol(k,i))) < 1e-6
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break
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end
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end
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disp(endo_names(k,:))
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end
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neq = null(jacob');
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n_rel = size(neq,2);
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for i = 1:n_rel
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if n_rel > 1
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disp(['Relation ' int2str(i)])
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end
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disp('Colinear equations')
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for j=1:10
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k = find(abs(neq(:,i)) > 10^-j);
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if max(abs(jacob(k,:)'*neq(k,i))) < 1e-6
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break
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end
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end
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disp(k')
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end
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disp(k')
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end
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end
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