set_state_space.m: remove unused options_ input argument
parent
328f6f3229
commit
cbf57b1af6
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@ -249,7 +249,7 @@ CheckPath('graphs',options_mom_.dirname);
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options_mom_.mom.compute_derivs = false; % flag to compute derivs in objective function (might change for GMM with either analytic_standard_errors or analytic_jacobian (dependent on optimizer))
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options_mom_.mom.compute_derivs = false; % flag to compute derivs in objective function (might change for GMM with either analytic_standard_errors or analytic_jacobian (dependent on optimizer))
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options_mom_.mom.vector_output = false; % specifies whether the objective function returns a vector
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options_mom_.mom.vector_output = false; % specifies whether the objective function returns a vector
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% decision rule
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% decision rule
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oo_.dr = set_state_space(oo_.dr,M_,options_mom_); % get state-space representation
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oo_.dr = set_state_space(oo_.dr,M_); % get state-space representation
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oo_.mom.obs_var = []; % create index of observed variables in DR order
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oo_.mom.obs_var = []; % create index of observed variables in DR order
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for i = 1:options_mom_.obs_nbr
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for i = 1:options_mom_.obs_nbr
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oo_.mom.obs_var = [oo_.mom.obs_var; find(strcmp(options_mom_.varobs{i}, M_.endo_names(oo_.dr.order_var)))];
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oo_.mom.obs_var = [oo_.mom.obs_var; find(strcmp(options_mom_.varobs{i}, M_.endo_names(oo_.dr.order_var)))];
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@ -105,7 +105,7 @@ if isfield(options_.osr,'maxit') || isfield(options_.osr,'tolf')
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end
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end
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end
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end
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oo_.dr = set_state_space(oo_.dr,M_,options_);
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oo_.dr = set_state_space(oo_.dr,M_);
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par_0 = M_.params(i_params);
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par_0 = M_.params(i_params);
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inv_order_var = oo_.dr.inv_order_var;
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inv_order_var = oo_.dr.inv_order_var;
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@ -40,7 +40,7 @@ if isempty(options_.qz_criterium)
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options_.qz_criterium = 1+1e-6;
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options_.qz_criterium = 1+1e-6;
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end
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end
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oo_.dr=set_state_space(oo_.dr,M_,options_);
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oo_.dr=set_state_space(oo_.dr,M_);
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[dr,info] = resol(1,M_,options_,oo_.dr ,oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
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[dr,info] = resol(1,M_,options_,oo_.dr ,oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
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@ -135,7 +135,7 @@ if ismember('moments', varargin) % Prior simulations (2nd order moments).
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check_model(Model);
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check_model(Model);
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% Compute state space representation of the model.
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% Compute state space representation of the model.
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oo__ = oo_;
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oo__ = oo_;
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oo__.dr = set_state_space(oo__.dr, Model, options_);
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oo__.dr = set_state_space(oo__.dr, Model);
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% Solve model
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% Solve model
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[T,R,~,info,oo__.dr, Model.params] = dynare_resolve(Model , options_ , oo__.dr, oo__.steady_state, oo__.exo_steady_state, oo__.exo_det_steady_state,'restrict');
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[T,R,~,info,oo__.dr, Model.params] = dynare_resolve(Model , options_ , oo__.dr, oo__.steady_state, oo__.exo_steady_state, oo__.exo_det_steady_state,'restrict');
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if ~info(1)
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if ~info(1)
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@ -116,7 +116,7 @@ end
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%write back solution to dr
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%write back solution to dr
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dr.ys =ys;
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dr.ys =ys;
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dr=set_state_space(dr,M_,options_);
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dr=set_state_space(dr,M_);
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T=H(dr.order_var,dr.order_var);
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T=H(dr.order_var,dr.order_var);
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dr.ghu=G(dr.order_var,:);
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dr.ghu=G(dr.order_var,:);
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if M_.maximum_endo_lag
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if M_.maximum_endo_lag
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@ -268,7 +268,7 @@ else% Yes!
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end
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end
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% Get informations about the variables of the model.
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% Get informations about the variables of the model.
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dr = set_state_space(oo_.dr,M_,options_);
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dr = set_state_space(oo_.dr,M_);
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oo_.dr = dr;
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oo_.dr = dr;
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nstatic = M_.nstatic; % Number of static variables.
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nstatic = M_.nstatic; % Number of static variables.
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npred = M_.nspred; % Number of predetermined variables.
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npred = M_.nspred; % Number of predetermined variables.
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@ -77,7 +77,7 @@ DynareOptions.stack_solve_algo = ep.stack_solve_algo;
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dr = struct();
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dr = struct();
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if ep.init
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if ep.init
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DynareOptions.order = 1;
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DynareOptions.order = 1;
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DynareResults.dr=set_state_space(dr,DynareModel,DynareOptions);
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DynareResults.dr=set_state_space(dr,DynareModel);
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[DynareResults.dr,Info,DynareModel.params] = resol(0,DynareModel,DynareOptions,DynareResults.dr,DynareResults.steady_state, DynareResults.exo_steady_state, DynareResults.exo_det_steady_state);
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[DynareResults.dr,Info,DynareModel.params] = resol(0,DynareModel,DynareOptions,DynareResults.dr,DynareResults.steady_state, DynareResults.exo_steady_state, DynareResults.exo_det_steady_state);
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end
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end
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@ -103,7 +103,7 @@ end
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% hybrid correction
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% hybrid correction
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pfm.hybrid_order = ep.stochastic.hybrid_order;
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pfm.hybrid_order = ep.stochastic.hybrid_order;
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if pfm.hybrid_order
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if pfm.hybrid_order
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DynareResults.dr = set_state_space(DynareResults.dr, DynareModel, DynareOptions);
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DynareResults.dr = set_state_space(DynareResults.dr, DynareModel);
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options = DynareOptions;
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options = DynareOptions;
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options.order = pfm.hybrid_order;
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options.order = pfm.hybrid_order;
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[pfm.dr, DynareModel.params] = resol(0, DynareModel, options, DynareResults.dr, DynareResults.steady_state, DynareResults.exo_steady_state, DynareResults.exo_det_steady_state);
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[pfm.dr, DynareModel.params] = resol(0, DynareModel, options, DynareResults.dr, DynareResults.steady_state, DynareResults.exo_steady_state, DynareResults.exo_det_steady_state);
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@ -20,7 +20,7 @@ function optimize_prior(DynareOptions, ModelInfo, DynareResults, BayesInfo, Esti
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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% Initialize to the prior mean
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% Initialize to the prior mean
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DynareResults.dr = set_state_space(DynareResults.dr,ModelInfo,DynareOptions);
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DynareResults.dr = set_state_space(DynareResults.dr,ModelInfo);
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xparam1 = BayesInfo.p1;
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xparam1 = BayesInfo.p1;
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% Pertubation of the initial condition.
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% Pertubation of the initial condition.
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@ -157,7 +157,7 @@ if options_.debug
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save([M_.dname filesep 'Output' filesep M_.fname '_debug.mat'],'jacobia_')
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save([M_.dname filesep 'Output' filesep M_.fname '_debug.mat'],'jacobia_')
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end
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end
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dr=set_state_space(dr,M_,options_);
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dr=set_state_space(dr,M_);
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kstate = dr.kstate;
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kstate = dr.kstate;
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nstatic = M_.nstatic;
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nstatic = M_.nstatic;
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nfwrd = M_.nfwrd;
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nfwrd = M_.nfwrd;
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@ -45,7 +45,7 @@ end
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if ~isfield(oo_,'dr') || ~isfield(oo_.dr,'ghx')
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if ~isfield(oo_,'dr') || ~isfield(oo_.dr,'ghx')
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fprintf('computing the first order solution of the model as initial guess...');
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fprintf('computing the first order solution of the model as initial guess...');
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dr = struct();
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dr = struct();
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oo_.dr=set_state_space(dr,M_,options_);
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oo_.dr=set_state_space(dr,M_);
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options_.order = 1;
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options_.order = 1;
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[oo_.dr,Info,M_.params] = resol(0,M_,options_,oo_.dr ,oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
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[oo_.dr,Info,M_.params] = resol(0,M_,options_,oo_.dr ,oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
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fprintf('done\n');
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fprintf('done\n');
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@ -83,7 +83,7 @@ sampled_prior_covariance = zeros(NumberOfParameters,NumberOfParameters);
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file_line_number = 0;
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file_line_number = 0;
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file_indx_number = 0;
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file_indx_number = 0;
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oo_.dr=set_state_space(oo_.dr,M_,options_);
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oo_.dr=set_state_space(oo_.dr,M_);
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hh_fig = dyn_waitbar(0,'Please wait. Prior sampler...');
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hh_fig = dyn_waitbar(0,'Please wait. Prior sampler...');
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set(hh_fig,'Name','Prior sampler.');
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set(hh_fig,'Name','Prior sampler.');
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@ -1,8 +1,9 @@
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function dr=set_state_space(dr,DynareModel,DynareOptions)
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function dr=set_state_space(dr,M_)
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% dr=set_state_space(dr,M_)
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% Write the state space representation of the reduced form solution.
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% Write the state space representation of the reduced form solution.
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%@info:
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%@info:
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%! @deftypefn {Function File} {[@var{dr} =} set_state_space (@var{dr},@var{DynareModel},@var{DynareOptions})
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%! @deftypefn {Function File} {[@var{dr} =} set_state_space (@var{dr},@var{M_})
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%! @anchor{set_state_space}
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%! @anchor{set_state_space}
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%! @sp 1
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%! @sp 1
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%! Write the state space representation of the reduced form solution.
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%! Write the state space representation of the reduced form solution.
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@ -12,10 +13,8 @@ function dr=set_state_space(dr,DynareModel,DynareOptions)
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%! @table @ @var
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%! @table @ @var
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%! @item dr
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%! @item dr
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%! Matlab's structure describing decision and transition rules.
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%! Matlab's structure describing decision and transition rules.
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%! @item DynareModel
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%! @item M_
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%! Matlab's structure describing the model (initialized by dynare, see @ref{M_})
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%! Matlab's structure describing the model (initialized by dynare, see @ref{M_})
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%! @item DynareOptions
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%! Matlab's structure describing the current options (initialized by dynare, see @ref{options_}).
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%! @end table
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%! @end table
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%! @sp 2
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%! @sp 2
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%! @strong{Outputs}
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%! @strong{Outputs}
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@ -51,10 +50,10 @@ function dr=set_state_space(dr,DynareModel,DynareOptions)
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% You should have received a copy of the GNU General Public License
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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max_lead = DynareModel.maximum_endo_lead;
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max_lead = M_.maximum_endo_lead;
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max_lag = DynareModel.maximum_endo_lag;
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max_lag = M_.maximum_endo_lag;
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endo_nbr = DynareModel.endo_nbr;
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endo_nbr = M_.endo_nbr;
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lead_lag_incidence = DynareModel.lead_lag_incidence;
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lead_lag_incidence = M_.lead_lag_incidence;
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klen = max_lag + max_lead + 1;
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klen = max_lag + max_lead + 1;
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fwrd_var = find(lead_lag_incidence(max_lag+2:end,:))';
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fwrd_var = find(lead_lag_incidence(max_lag+2:end,:))';
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@ -58,7 +58,7 @@ if M_.exo_nbr > 0
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oo_.exo_simul= ones(max(options_.periods,1) + M_.maximum_lag + M_.maximum_lead,1) * oo_.exo_steady_state';
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oo_.exo_simul= ones(max(options_.periods,1) + M_.maximum_lag + M_.maximum_lead,1) * oo_.exo_steady_state';
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end
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end
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oo_.dr=set_state_space(oo_.dr,M_,options_);
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oo_.dr=set_state_space(oo_.dr,M_);
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if options_.logged_steady_state %if steady state was previously logged, undo this
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if options_.logged_steady_state %if steady state was previously logged, undo this
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@ -103,7 +103,7 @@ end
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check_model(M_);
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check_model(M_);
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oo_.dr=set_state_space(oo_.dr,M_,options_);
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oo_.dr=set_state_space(oo_.dr,M_);
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if PI_PCL_solver
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if PI_PCL_solver
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[oo_.dr, info] = PCL_resol(oo_.steady_state,0);
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[oo_.dr, info] = PCL_resol(oo_.steady_state,0);
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@ -87,7 +87,7 @@ end
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if options_.k_order_solver
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if options_.k_order_solver
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orig_order = options_.order;
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orig_order = options_.order;
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options_.order = local_order;
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options_.order = local_order;
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dr = set_state_space(dr,M_,options_);
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dr = set_state_space(dr,M_);
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[dr,info] = k_order_pert(dr,M_,options_);
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[dr,info] = k_order_pert(dr,M_,options_);
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options_.order = orig_order;
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options_.order = orig_order;
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return
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return
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@ -1 +1 @@
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Subproject commit 084372a314a5f3081dc055ba83dd879947809576
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Subproject commit 16b063f666df679173e3da7f30ec1bff55755ddb
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