Updates for prototype based on reading output mat file.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2388 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
george
parent
60feef4a0a
commit
c98d175e4b
|
|
@ -86,12 +86,13 @@ KordpDynare::KordpDynare(const char** endo, int num_endo,
|
|||
const char** exo, int nexog, int npar, //const char** par,
|
||||
Vector* ysteady, TwoDMatrix* vcov, Vector* inParams, int nstat,
|
||||
int npred, int nforw, int nboth, const int jcols, const int nsteps, int norder, //const char* modName,
|
||||
Journal& jr, DynamicModelDLL& dynamicDLL, double sstol, const int* var_order,
|
||||
const TwoDMatrix * llincidence )
|
||||
Journal& jr, DynamicModelDLL& dynamicDLL, double sstol, const vector<int>* var_order,
|
||||
const TwoDMatrix * llincidence, double criterium )
|
||||
: nStat(nstat), nBoth(nboth), nPred(npred), nForw(nforw), nExog(nexog), nPar(npar),
|
||||
nYs(npred + nboth), nYss(nboth + nforw),nY(num_endo), nJcols(jcols), nSteps(nsteps), nOrder(norder),
|
||||
journal(jr), dynamicDLL(dynamicDLL), ySteady(ysteady), vCov(vcov), params (inParams),
|
||||
md(1), dnl(NULL), denl(NULL), dsnl(NULL), ss_tol(sstol), varOrder( var_order), ll_Incidence(llincidence)
|
||||
md(1), dnl(NULL), denl(NULL), dsnl(NULL), ss_tol(sstol), varOrder( var_order),
|
||||
ll_Incidence(llincidence), qz_criterium(criterium)
|
||||
{
|
||||
#ifdef DEBUG
|
||||
mexPrintf("k_ord_dynare Dynare constructor: ny=%d, order=%d, nPar=%d .\n", nY,nOrder,nPar);
|
||||
|
|
@ -138,7 +139,7 @@ KordpDynare::KordpDynare(const KordpDynare& dynare)
|
|||
ySteady(NULL), params(NULL), vCov(NULL), md(dynare.md),
|
||||
dnl(NULL), denl(NULL), dsnl(NULL), ss_tol(dynare.ss_tol),
|
||||
varOrder(dynare.varOrder), ll_Incidence(dynare.ll_Incidence),
|
||||
JacobianIndices(dynare.JacobianIndices)
|
||||
JacobianIndices(dynare.JacobianIndices), qz_criterium(dynare.qz_criterium)
|
||||
{
|
||||
/// model = dynare.model->clone();
|
||||
ySteady = new Vector(*(dynare.ySteady));
|
||||
|
|
@ -391,7 +392,7 @@ Vector * KordpDynare::LLxSteady( const Vector& yS){
|
|||
// populate (non-sparse) vector with ysteady values
|
||||
for (int i=0;i<nY;i++){
|
||||
if(ll_Incidence->get(ll_row,i))
|
||||
(*llxSteady)[ll_Incidence->get(ll_row,i)-1] = yS[i];
|
||||
(*llxSteady)[((int)ll_Incidence->get(ll_row,i))-1] = yS[i];
|
||||
}
|
||||
}
|
||||
} catch (const TLException& e) {
|
||||
|
|
@ -435,16 +436,20 @@ Vector * KordpDynare::LLxSteady( const Vector& yS){
|
|||
exogen
|
||||
************************************/
|
||||
|
||||
int * KordpDynare::ReorderDynareJacobianIndices( const int * varOrder){
|
||||
vector<int> * KordpDynare::ReorderDynareJacobianIndices( const vector<int> * varOrder){
|
||||
// if ((nJcols != tdx->ncols()) && ( nY != tdx->nrows())) {
|
||||
// mexPrintf("k_ord_dynare.cpp: Error in ReorderBlocks: wrong size of jacobian");
|
||||
// return;
|
||||
// }
|
||||
// create temporary square 2D matrix size nEndo x nEndo (sparse)
|
||||
// for the lag, current and lead blocks of the jacobian
|
||||
int * JacobianIndices = (int*) calloc(nJcols+1, sizeof(int));
|
||||
// int * JacobianIndices = (int*) calloc(nJcols+1, sizeof(int));
|
||||
vector<int> * JacobianIndices = new vector<int>(nJcols);
|
||||
vector <int> tmp(nY);
|
||||
int i,j, rjoff=nJcols-nExog-1; //, ll_off, j;
|
||||
#ifdef DEBUG
|
||||
mexPrintf("ReorderDynareJacobianIndice:ll_Incidence->nrows() =%d .\n", ll_Incidence->nrows());
|
||||
#endif
|
||||
try{
|
||||
for (int ll_row=0; ll_row< ll_Incidence->nrows(); ll_row++)
|
||||
{
|
||||
|
|
@ -452,13 +457,17 @@ int * KordpDynare::ReorderDynareJacobianIndices( const int * varOrder){
|
|||
// the lag, current and lead blocks of the jacobian respectively
|
||||
for (i=0;i<nY;i++){
|
||||
// tmp[varOrder[j]]=(int)ll_Incidence->get(ll_row,j);
|
||||
tmp[i]=((int)ll_Incidence->get(ll_row,varOrder[i]-1));
|
||||
tmp[i]=((int)ll_Incidence->get(ll_row,(*varOrder)[i]-1));
|
||||
#ifdef DEBUG
|
||||
mexPrintf("get(ll_row,(*varOrder)[%d]-1)) = tmp[%d]=%d .\n",
|
||||
i, i, (int)ll_Incidence->get(ll_row,(*varOrder)[i]-1));
|
||||
#endif
|
||||
}
|
||||
// write the reordered blocks back to the jacobian
|
||||
// in reverse order
|
||||
for (j=nY-1;j>=0;j--){
|
||||
if (tmp[j]){
|
||||
JacobianIndices[rjoff]=tmp[j] -1;
|
||||
(*JacobianIndices)[rjoff]=tmp[j] -1;
|
||||
rjoff--;
|
||||
if (rjoff<0){
|
||||
// mexPrintf(" Error in ReorderIndices - negative rjoff index?");
|
||||
|
|
@ -477,11 +486,11 @@ int * KordpDynare::ReorderDynareJacobianIndices( const int * varOrder){
|
|||
}
|
||||
//add the indices for the nExog exogenous jacobians
|
||||
for (j=nJcols-nExog;j<nJcols;j++){
|
||||
JacobianIndices[j]=j;
|
||||
(*JacobianIndices)[j]=j;
|
||||
}
|
||||
#ifdef DEBUG
|
||||
for (j=0;j<nJcols;j++)
|
||||
mexPrintf("ReorderDynareJacobianIndice: [%d] =%d .\n", j, JacobianIndices[j]);
|
||||
mexPrintf("ReorderDynareJacobianIndice: [%d] =%d .\n", j, (*JacobianIndices)[j]);
|
||||
#endif
|
||||
return JacobianIndices;
|
||||
}
|
||||
|
|
@ -494,7 +503,28 @@ int * KordpDynare::ReorderDynareJacobianIndices( const int * varOrder){
|
|||
* of any of its elements too.
|
||||
************************************/
|
||||
|
||||
void KordpDynare::ReorderCols(TwoDMatrix * tdx, const int * varsOrder){
|
||||
void KordpDynare::ReorderCols(TwoDMatrix * tdx, const vector<int> * vOrder){
|
||||
|
||||
if (tdx->ncols() > vOrder->size()){
|
||||
mexPrintf(" Error in ReorderColumns - size of order var is too small");
|
||||
return;
|
||||
}
|
||||
TwoDMatrix tmp(*tdx); // temporary 2D matrix
|
||||
TwoDMatrix &tmpR=tmp;
|
||||
tdx->zeros();// empty original matrix
|
||||
// reorder the columns
|
||||
try{
|
||||
for (int i =0; i<tdx->ncols() ; i++)
|
||||
tdx->copyColumn(tmpR,(*vOrder)[i],i);
|
||||
} catch (const TLException& e) {
|
||||
printf("Caugth TL exception in ReorderColumns: ");
|
||||
e.print();
|
||||
return;// 255;
|
||||
}catch (...){
|
||||
mexPrintf(" Error in ReorderColumns - wrong index?");
|
||||
}
|
||||
}
|
||||
void KordpDynare::ReorderCols(TwoDMatrix * tdx, const int * vOrder){
|
||||
|
||||
TwoDMatrix tmp(*tdx); // temporary 2D matrix
|
||||
TwoDMatrix &tmpR=tmp;
|
||||
|
|
@ -502,7 +532,7 @@ void KordpDynare::ReorderCols(TwoDMatrix * tdx, const int * varsOrder){
|
|||
// reorder the columns
|
||||
try{
|
||||
for (int i =0; i<tdx->ncols() ; i++)
|
||||
tdx->copyColumn(tmpR,varsOrder[i],i);
|
||||
tdx->copyColumn(tmpR,vOrder[i],i);
|
||||
} catch (const TLException& e) {
|
||||
printf("Caugth TL exception in ReorderColumns: ");
|
||||
e.print();
|
||||
|
|
|
|||
|
|
@ -141,16 +141,18 @@ friend class DynamicModelDLL;
|
|||
DynareExogNameList* denl;
|
||||
DynareStateNameList* dsnl;
|
||||
const double ss_tol;
|
||||
const int* varOrder;
|
||||
const vector<int>* varOrder;
|
||||
const TwoDMatrix * ll_Incidence;
|
||||
int * JacobianIndices;
|
||||
double qz_criterium;
|
||||
vector<int> * JacobianIndices;
|
||||
public:
|
||||
KordpDynare(const char** endo, int num_endo,
|
||||
const char** exo, int num_exo, int num_par, //const char** par,
|
||||
Vector* ySteady, TwoDMatrix* vCov, Vector* params, int nstat,int nPred,
|
||||
int nforw, int nboth, const int nJcols, const int nSteps, const int ord, //const char* modName,
|
||||
Journal& jr, DynamicModelDLL& dynamicDLL, double sstol,
|
||||
const int* varOrder, const TwoDMatrix * ll_Incidence );
|
||||
const vector<int>* varOrder, const TwoDMatrix * ll_Incidence,
|
||||
double qz_criterium );
|
||||
|
||||
/** Makes a deep copy of the object. */
|
||||
KordpDynare(const KordpDynare& dyn);
|
||||
|
|
@ -212,11 +214,13 @@ public:
|
|||
DynamicModel* clone() const
|
||||
{return new KordpDynare(*this);}
|
||||
void ReorderCols(TwoDMatrix * tdx, const int * varOrder);
|
||||
void ReorderCols(TwoDMatrix * tdx, const vector<int> * varOrder);
|
||||
Vector * KordpDynare::LLxSteady( const Vector& yS); // returns ySteady extended with leads and lags
|
||||
|
||||
private:
|
||||
void writeModelInfo(Journal& jr) const;
|
||||
int * ReorderDynareJacobianIndices( const int * varOrder);
|
||||
vector<int> * ReorderDynareJacobianIndices( const vector<int> * varOrder);
|
||||
void ReorderBlocks(TwoDMatrix * tdx, const int * varOrder);
|
||||
};
|
||||
|
||||
|
|
|
|||
|
|
@ -110,6 +110,11 @@ extern "C" {
|
|||
kOrder = (int)mxGetScalar(mxFldp);
|
||||
else
|
||||
kOrder = 1;
|
||||
|
||||
double qz_criterium = 1+1e-6;
|
||||
mxFldp = mxGetField(options_, 0,"qz_criterium" );
|
||||
if (mxIsNumeric(mxFldp))
|
||||
qz_criterium = (int)mxGetScalar(mxFldp);
|
||||
|
||||
mxFldp = mxGetField(M_, 0,"params" );
|
||||
double * dparams = (double *) mxGetData(mxFldp);
|
||||
|
|
@ -117,30 +122,25 @@ extern "C" {
|
|||
Vector * modParams = new Vector(dparams, npar);
|
||||
#ifdef DEBUG
|
||||
mexPrintf("k_ord_perturbation: nParams=%d .\n",npar);
|
||||
for (int i = 0; i < npar; i++) {
|
||||
mexPrintf("k_ord_perturbation: dParams[%d]= %g.\n", i, dparams+i*(sizeof(double)) ); }
|
||||
for (int i = 0; i < npar; i++) {
|
||||
mexPrintf("k_ord_perturbation: Params[%d]= %g.\n", i, (*modParams)[i]); }
|
||||
|
||||
#endif
|
||||
const mxArray* const mxParFldp = mxGetField(M_, 0,"params" );
|
||||
Vector params_vec((const double*)mxGetPr(mxParFldp), npar);
|
||||
//const mxArray* const mxParFldp = mxGetField(M_, 0,"params" );
|
||||
//Vector params_vec((const double*)mxGetPr(mxParFldp), npar);
|
||||
#ifdef DEBUG
|
||||
for (int i = 0; i < npar; i++) {
|
||||
mexPrintf("k_ord_perturbation: params_vec[%d]= %g.\n", i, params_vec[i] ); }
|
||||
|
||||
// for (int i = 0; i < npar; i++) {
|
||||
// mexPrintf("k_ord_perturbation: params_vec[%d]= %g.\n", i, params_vec[i] ); }
|
||||
#endif
|
||||
|
||||
|
||||
mxFldp = mxGetField(M_, 0,"Sigma_e" );
|
||||
dparams = (double *) mxGetData(mxFldp);
|
||||
npar = (int)mxGetN(mxFldp);
|
||||
TwoDMatrix * vCov = new TwoDMatrix(npar, npar, dparams);
|
||||
|
||||
|
||||
// mxFldp = mxGetField(oo_, 0,"steady_state" ); // use in order of declaration
|
||||
mxFldp = mxGetField(oo_, 0,"steady_state" ); // use in order of declaration
|
||||
// mxFldp = mxGetField(dr, 0,"ys" ); // and not in order of dr.order_var
|
||||
mxFldp = mxGetField(oo_, 0,"dyn_ys" ); // extended ys
|
||||
// mxFldp = mxGetField(oo_, 0,"dyn_ys" ); // and NOT extended ys
|
||||
dparams = (double *) mxGetData(mxFldp);
|
||||
const int nSteady = (int)mxGetM(mxFldp);
|
||||
Vector * ySteady = new Vector(dparams, nSteady);
|
||||
|
|
@ -172,18 +172,39 @@ extern "C" {
|
|||
nPred -= nBoth; // correct nPred for nBoth.
|
||||
|
||||
mxFldp = mxGetField(dr, 0,"order_var" );
|
||||
int * var_order = (int *) mxGetData(mxFldp);
|
||||
dparams = (double *) mxGetData(mxFldp);
|
||||
npar = (int)mxGetM(mxFldp);
|
||||
if (npar != nEndo) { //(nPar != npar)
|
||||
mexErrMsgTxt("Incorrect number of input var_order vars.\n");
|
||||
//return;
|
||||
}
|
||||
// Vector * varOrder = new Vector(var_order, nEndo);
|
||||
vector<int> * var_order_vp = (new vector<int>(nEndo));//nEndo));
|
||||
for (int v=0;v<nEndo;v++){
|
||||
(*var_order_vp)[v] =(int)(*(dparams++));//[v];
|
||||
#ifdef DEBUG
|
||||
mexPrintf("var_order_vp)[%d] = %d .\n", v, (*var_order_vp)[v] );
|
||||
#endif
|
||||
}
|
||||
|
||||
// the lag, current and lead blocks of the jacobian respectively
|
||||
mxFldp = mxGetField(M_, 0,"lead_lag_incidence" );
|
||||
dparams = (double *) mxGetData(mxFldp);
|
||||
npar = (int)mxGetN(mxFldp);
|
||||
TwoDMatrix * llincidence = new TwoDMatrix(npar, nEndo, dparams);
|
||||
int nrows = (int)mxGetM(mxFldp);
|
||||
#ifdef DEBUG
|
||||
mexPrintf("ll_Incidence nrows=%d, ncols = %d .\n", nrows, npar);
|
||||
#endif
|
||||
TwoDMatrix * llincidence = new TwoDMatrix ( nrows, npar,dparams);
|
||||
if (npar != nEndo){
|
||||
mexPrintf("Incorrect length of lead lag incidences: ncol=%d != nEndo =%d .\n", npar, nEndo);
|
||||
return;
|
||||
}
|
||||
#ifdef DEBUG
|
||||
for (int j=0;j<nrows;j++){
|
||||
for (int i=0;i<nEndo;i++){
|
||||
mexPrintf("llincidence->get(%d,%d) =%d .\n",
|
||||
j, i, (int)llincidence->get(j,i));}}
|
||||
#endif
|
||||
|
||||
const int jcols = nExog+nEndo+nsPred+nsForw; // Num of Jacobian columns
|
||||
mexPrintf("k_order_perturbation: jcols= %d .\n", jcols);
|
||||
|
|
@ -218,16 +239,14 @@ extern "C" {
|
|||
************/
|
||||
if ((nEndo != nendo)||(nExog != nexo)) { //(nPar != npar)
|
||||
mexErrMsgTxt("Incorrect number of input parameters.\n");
|
||||
//return;
|
||||
return;
|
||||
}
|
||||
|
||||
#ifdef DEBUG
|
||||
for (int i = 0; i < nEndo; i++) {
|
||||
mexPrintf("k_ord_perturbation: EndoNameList[%d]= %s.\n", i, endoNamesMX[i] ); }
|
||||
for (int i = 0; i < nPar; i++) {
|
||||
mexPrintf("k_ord_perturbation: params_vec[%d]= %g.\n", i, params_vec[i] ); }
|
||||
for (int i = 0; i < nPar; i++) {
|
||||
mexPrintf("k_ord_perturbation: Params[%d]= %g.\n", i, (*modParams)[i]); }
|
||||
// for (int i = 0; i < nPar; i++) {
|
||||
// mexPrintf("k_ord_perturbation: Params[%d]= %g.\n", i, (*modParams)[i]); }
|
||||
for (int i = 0; i < nSteady; i++) {
|
||||
mexPrintf("k_ord_perturbation: ysteady[%d]= %g.\n", i, (*ySteady)[i]); }
|
||||
|
||||
|
|
@ -257,8 +276,8 @@ extern "C" {
|
|||
// make KordpDynare object
|
||||
KordpDynare dynare(endoNamesMX, nEndo, exoNamesMX, nExog, nPar, // paramNames,
|
||||
ySteady, vCov, modParams, nStat, nPred, nForw, nBoth,
|
||||
jcols, nSteps, kOrder, journal, dynamicDLL, sstol, var_order,
|
||||
llincidence );
|
||||
jcols, nSteps, kOrder, journal, dynamicDLL, sstol, var_order_vp,
|
||||
llincidence,qz_criterium );
|
||||
/************
|
||||
// make list of shocks for which we will do IRFs
|
||||
vector<int> irf_list_ind;
|
||||
|
|
@ -650,8 +669,8 @@ void DynamicModelDLL::eval(const Vector&y, const TwoDMatrix&x, const Vector* mo
|
|||
, g1->ncols(),g1->nrows());
|
||||
for (int i = 0; i < modParams->length(); i++) {
|
||||
mexPrintf("k_ord_perturbation: Params[%d]= %g.\n", i, (*modParams)[i]); }
|
||||
for (int i = 0; i < length; i++) {
|
||||
mexPrintf("k_ord_perturbation: Params[%d]= %g.\n", i, y[i]);}
|
||||
for (int i = 0; i < jcols-nExog; i++) {
|
||||
mexPrintf("k_ord_perturbation: Ys[%d]= %g.\n", i, y[i]);}
|
||||
mexPrintf("k_order_perturbation: call <model> Dynamic dParams= %d , , dy = %d dx = %d .\n"
|
||||
,dbParams[0],dy[0],dx[0]);
|
||||
|
||||
|
|
|
|||
|
|
@ -31,7 +31,7 @@
|
|||
int main(int argc, char* argv[])
|
||||
{
|
||||
|
||||
|
||||
double qz_criterium = 1+1e-6;
|
||||
const int check_flag = 0;
|
||||
const char* fName = "fs2000k";//mxArrayToString(mFname);
|
||||
|
||||
|
|
@ -48,7 +48,6 @@ int main(int argc, char* argv[])
|
|||
0.7870,
|
||||
0.0200
|
||||
};
|
||||
|
||||
Vector * modParams = new Vector(dparams, npar);
|
||||
|
||||
#ifdef DEBUG
|
||||
|
|
@ -106,7 +105,10 @@ int main(int argc, char* argv[])
|
|||
// 5, 6, 8, 10, 11, 12, 16, 7, 13, 14, 15, 1, 2, 3, 4, 9, 17, 18
|
||||
};
|
||||
//Vector * varOrder = new Vector(var_order, nEndo);
|
||||
|
||||
vector<int> * var_order_vp = new vector<int>(nEndo);//nEndo));
|
||||
for (int v=0;v<nEndo;v++)
|
||||
(*var_order_vp)[v] =var_order[v];
|
||||
|
||||
const double ll_incidence []//[3][18]
|
||||
= {
|
||||
1, 5, 21
|
||||
|
|
@ -195,8 +197,8 @@ int main(int argc, char* argv[])
|
|||
// make KordpDynare object
|
||||
KordpDynare dynare(endoNamesMX, nEndo, exoNamesMX, nExog, nPar // paramNames,
|
||||
, ySteady, vCov, modParams, nStat, nPred, nForw, nBoth
|
||||
, jcols, nSteps, kOrder, journal, dynamicDLL, sstol, var_order
|
||||
, llincidence );
|
||||
, jcols, nSteps, kOrder, journal, dynamicDLL, sstol, var_order_vp //var_order
|
||||
, llincidence, qz_criterium);
|
||||
// intiate tensor library
|
||||
#ifdef DEBUG
|
||||
mexPrintf("k_order_perturbation: Call tls init\n");
|
||||
|
|
|
|||
Loading…
Reference in New Issue