occbin_write_regimes: distinguish between smoother and simulations

Closes: #1828

doc/manual/source/the-model-file.rst

@@ -5024,37 +5024,39 @@ All of these elements are discussed in the following.
 
     The command outputs various objects into ``oo_.occbin``.
 
-.. matvar:: oo_.occbin.piecewise
+.. matvar:: oo_.occbin.simul.piecewise
 
     |br| Matrix storing the simulations based on the piecewise-linear solution.
     The variables are arranged column by column, in order of declaration (as in
     ``M_.endo_names``), while the the rows correspond to the ``simul_periods``.
 
-.. matvar:: oo_.occbin.linear
+.. matvar:: oo_.occbin.simul.linear
 
     |br| Matrix storing the simulations based on the linear solution, i.e. ignoring
     the occasionally binding constraint(s). The variables are arranged column by column,
     in order of declaration (as in ``M_.endo_names``), while the the rows correspond to
     the ``simul_periods``.
 
-.. matvar:: oo_.occbin.shocks_sequence
+.. matvar:: oo_.occbin.simul.shocks_sequence
 
     |br| Matrix storing the shock sequence employed during the simulation. The shocks are arranged
     column by column, with their order in ``M_.exo_names`` stored in ``oo_.occbin.exo_pos``. The
     the rows correspond to the number of shock periods specified in a `surprise(shocks)`-block, which
     may be smaller than ``simul_periods``.
 
-.. matvar:: oo_.occbin.regime_history
+.. matvar:: oo_.occbin.simul.regime_history
 
     |br| Structure storing information on the regime history, conditional on the shock that
-    happened in the respective period (stored along the rows). The subfield ``regime`` contains
+    happened in the respective period (stored along the rows). ``type`` is equal to either ``smoother`` 
+    or ``simul``, depending on whether the output comes from a run of simulations or the smoother.
+    The subfield ``regime`` contains
     a vector storing the regime state, while the the subfield ``regimestart`` indicates the
     expected start of the respective regime state. For example, if row 40 contains ``[1,0]`` for
     ``regime2`` and  ``[1,6]`` for ``regimestart2``, it indicates that - after the shock in period 40
-    has occurred - the second constraint became binding (1) and is expected to revert to non-binding (0) six periods
+    has occurred - the second constraint became binding (1) and is expected to revert to non-binding (0) after 
-    later.
+    six periods including the current one, i.e. period 45.
 
-.. matvar:: oo_.occbin.ys
+.. matvar:: oo_.occbin.simul.ys
 
     |br| Vector of steady state values
 
@@ -5073,8 +5075,8 @@ All of these elements are discussed in the following.
 .. command:: occbin_write_regimes ;
              occbin_write_regimes (OPTIONS...);
 
-    |br| Write the information on the regime history stored in ``oo_.occbin.regime_history``
+    |br| Write the information on the regime history stored in ``oo_.occbin.simul.regime_history``
-    into an Excel file stored in the ``FILENAME/Output``-folder.
+    or ````oo_.occbin.smoother.regime_history`` into an Excel file stored in the ``FILENAME/Output``-folder.
 
     *Options*
 
@@ -5087,6 +5089,13 @@ All of these elements are discussed in the following.
 
        Name of the Excel-file to write. Default: ``FILENAME_occbin_regimes``.
 
+    .. option:: simul
+
+       Selects the regime history from the last run of simulations. Default: enabled.
+
+    .. option:: smoother
+
+       Selects the regime history from the last run of the smoother. Default: use ``simul``.
 
 .. _estim:
 

matlab/+occbin/graph.m

@@ -42,9 +42,9 @@ end
 var_list_plots=var_list(index_uniques);
 var_list_TeX = M_.endo_names_tex(i_var);
 
-data_to_plot(:,:,1)=oo_.occbin.piecewise(:,i_var);
+data_to_plot(:,:,1)=oo_.occbin.simul.piecewise(:,i_var);
-if isfield(oo_.occbin,'linear')
+if isfield(oo_.occbin,'simul') && isfield(oo_.occbin.simul,'linear')
-    data_to_plot(:,:,2)=oo_.occbin.linear(:,i_var);
+    data_to_plot(:,:,2)=oo_.occbin.simul.linear(:,i_var);
     legend_list = {'Piecewise Linear','Linear'};
 else
     legend_list = {'Piecewise Linear'};
@@ -54,7 +54,7 @@ nperiods=size(data_to_plot,1);
 ndim=size(data_to_plot,3);
 
 if ~options_.occbin.graph.steady_state
-    data_to_plot=data_to_plot-repmat(oo_.occbin.ys(i_var)',nperiods,1,ndim);
+    data_to_plot=data_to_plot-repmat(oo_.occbin.simul.ys(i_var)',nperiods,1,ndim);
 end
 
 %get exogenous variables
@@ -65,14 +65,14 @@ var_list_TeX = [var_list_TeX; M_.exo_names_tex(i_var_exo)];
 if number_of_plots_to_draw_exo>0
     exo_index=NaN(number_of_plots_to_draw_exo);
     for ii=1:length(i_var_exo)
-        temp_index=find(oo_.occbin.exo_pos==i_var_exo(ii));
+        temp_index=find(oo_.occbin.simul.exo_pos==i_var_exo(ii));
         if ~isempty(temp_index)
             exo_index(ii)=temp_index;
         else
             error('%s was not part of the shocks for Occbin.', var_list{i_var_exo(ii)});
         end
     end
-    data_to_plot(:,end+1:end+number_of_plots_to_draw_exo,1)=[oo_.occbin.shocks_sequence(:,exo_index); zeros(nperiods-size(oo_.occbin.shocks_sequence,1),number_of_plots_to_draw_exo)];
+    data_to_plot(:,end+1:end+number_of_plots_to_draw_exo,1)=[oo_.occbin.simul.shocks_sequence(:,exo_index); zeros(nperiods-size(oo_.occbin.simul.shocks_sequence,1),number_of_plots_to_draw_exo)];
     data_to_plot(:,end+1:end+number_of_plots_to_draw_exo,2)=NaN;
 end
 

matlab/+occbin/set_default_options.m

@@ -37,6 +37,7 @@ if ismember(flag,{'all'})
     options_occbin_.solver.solve_tolf=1e-5;
     options_occbin_.solver.maxit=10;
     options_occbin_.write_regimes.periods=[];
+    options_occbin_.write_regimes.type='simul';
     options_occbin_.write_regimes.filename=[M_.fname '_occbin_regimes'];
 end
 

matlab/+occbin/solver.m

@@ -87,4 +87,4 @@ else
 end
 out.exo_pos = options_.occbin.simul.exo_pos;
 
-oo_.occbin=out;
+oo_.occbin.simul=out;

matlab/+occbin/unpack_simulations.m

@@ -29,10 +29,10 @@ function oo_=unpack_simulations(M_,oo_,options_)
 
 for i=1:M_.endo_nbr
     % unpack the IRFs
-    oo_.occbin.endo_linear.(M_.endo_names{i})= oo_.occbin.linear(:,i);
+    oo_.occbin.endo_linear.(M_.endo_names{i})= oo_.occbin.simul.linear(:,i);
-    oo_.occbin.endo_piecewise.(M_.endo_names{i})=oo_.occbin.piecewise(:,i);
+    oo_.occbin.endo_piecewise.(M_.endo_names{i})=oo_.occbin.simul.piecewise(:,i);
-    oo_.occbin.endo_ss.(M_.endo_names{i})=oo_.occbin.ys(i);
+    oo_.occbin.endo_ss.(M_.endo_names{i})=oo_.occbin.simul.ys(i);
 end
-for i=1:length(oo_.occbin.exo_pos)
+for i=1:length(oo_.occbin.simul.exo_pos)
     oo_.occbin.exo.(M_.exo_names{i})=options_.occbin.simul.SHOCKS(:,i);
 end

matlab/+occbin/write_regimes_to_xls.m

@@ -1,9 +1,9 @@
-function write_regimes_to_xls(regime_history,M_,options_)
+function write_regimes_to_xls(occbin_struct,M_,options_)
-% function write_regimes_to_xls(regime_history,M_,options_)
+% function write_regimes_to_xls(occbin_struct,M_,options_)
 % writes regime results to Excel-file
 %
 % INPUTS
-% - regime_history  [struct]    information on the regimes
+% - occbin_struct   [struct]    occbin structure containing information on the regimes
 % - M_              [struct]    Matlab's structure describing the model
 % - options_        [struct]    Matlab's structure describing the current options
 
@@ -26,6 +26,16 @@ function write_regimes_to_xls(regime_history,M_,options_)
 
 OutputDirectoryName = CheckPath('Output',M_.dname);
 
+if strcmpi(options_.occbin.write_regimes.type,'simul') || strcmpi(options_.occbin.write_regimes.type,'smoother')
+    if isfield(occbin_struct,options_.occbin.write_regimes.type) && isfield(occbin_struct.(options_.occbin.write_regimes.type),'regime_history')
+        regime_history=occbin_struct.(lower(options_.occbin.write_regimes.type)).regime_history;
+    else
+        error('write_regimes_to_xls: the required field does not exist');    
+    end
+else
+    error('write_regimes_to_xls: output type can only be simul or smoother.')
+end
+
 if isempty(options_.occbin.write_regimes.periods)
     T=1:length(regime_history);
 else

preprocessor

@@ -1 +1 @@
-Subproject commit 81abea042b09d3027c917155a702fc0cb6f7e34f
+Subproject commit a040a7dbdeb5afde955adedac4200612038175ac

tests/occbin/filter/NKM.mod

@@ -338,3 +338,4 @@ varobs yg inom pi;
     subplot(223)
     plot([oo0.SmoothedShocks.epss oo_.SmoothedShocks.epss]), title('epss')
     legend('PKF','IF')
+    occbin_write_regimes(smoother);

tests/occbin/model_borrcon/borrcon_0_std_shocks.mod

@@ -54,6 +54,6 @@ end;
 @#include "borrcon_common.inc"
 
 orig_results=load(['borrcon' filesep 'Output' filesep 'borrcon_results.mat']);
-if max(max(abs(oo_.occbin.piecewise-orig_results.oo_.occbin.piecewise)))>1e-10
+if max(max(abs(oo_.occbin.simul.piecewise-orig_results.oo_.occbin.simul.piecewise)))>1e-10
     error('Results do not match')
 end

tests/occbin/model_irrcap_twoconstraints/dynrbc_0_std_shocks.mod

@@ -60,7 +60,7 @@ end;
 @#include "dynrbc_common.inc"
 
 orig_results=load(['dynrbc' filesep 'Output' filesep 'dynrbc_results.mat']);
-if max(max(abs(oo_.occbin.piecewise-orig_results.oo_.occbin.piecewise)))>1e-10
+if max(max(abs(oo_.occbin.simul.piecewise-orig_results.oo_.occbin.simul.piecewise)))>1e-10
     error('Results do not match')
 end
 

tests/occbin/model_irrcap_twoconstraints/dynrbc_common.inc

@@ -98,7 +98,7 @@ occbin_graph(noconstant) c erra lambdak k i a k;
     figtitle = 'Smoothed variables (piecewise)';
     legendlist = cellstr(char('Simulated','Piecewise smoother'));
 
-    shock_vector=[oo_.occbin.shocks_sequence./100; zeros(length(oo_.occbin.endo_piecewise.c)-size(oo_.occbin.shocks_sequence,1),size(oo_.occbin.shocks_sequence,2))];
+    shock_vector=[oo_.occbin.simul.shocks_sequence./100; zeros(length(oo_.occbin.endo_piecewise.c)-size(oo_.occbin.simul.shocks_sequence,1),size(oo_.occbin.simul.shocks_sequence,2))];
     line1=100*[oo_.occbin.endo_piecewise.c-oo_.occbin.endo_ss.c,oo_.occbin.endo_piecewise.lambdak/100,oo_.occbin.endo_piecewise.k-oo_.occbin.endo_ss.k,oo_.occbin.endo_piecewise.i-oo_.occbin.endo_ss.i,oo_.occbin.endo_piecewise.a-oo_.occbin.endo_ss.a, shock_vector];
     line2=100*[oo_.occbin.smoother.SmoothedVariables.c-oo_.occbin.endo_ss.c,oo_.occbin.smoother.SmoothedVariables.lambdak/100,oo_.occbin.smoother.SmoothedVariables.k-oo_.occbin.endo_ss.k,oo_.occbin.smoother.SmoothedVariables.i-oo_.occbin.endo_ss.i,oo_.occbin.smoother.SmoothedVariables.a-oo_.occbin.endo_ss.a, oo_.occbin.smoother.SmoothedShocks.erra/100];
     occbin.make_chart(titlelist,legendlist,figtitle,ylabels,cat(3,line1,line2));