stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

when varlist=0, we only compute decomposition and return restuls in oo_ without plotting. useful when squeezed oo_ misses initval decomp for requested variables.

time-shift
Marco Ratto 2019-06-05 23:15:09 +02:00
parent 7d70a1917b
commit cc11a054c4
1 changed files with 29 additions and 24 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

53
matlab/initial_condition_decomposition.m
View File

@ -62,8 +62,10 @@ if isempty(varlist)
varlist = M_.endo_names(1:M_.orig_endo_nbr);
end
[i_var, nvar, index_uniques] = varlist_indices(varlist, M_.endo_names);
varlist = varlist(index_uniques);
if ~isequal(varlist,0)
[i_var, nvar, index_uniques] = varlist_indices(varlist, M_.endo_names);
varlist = varlist(index_uniques);
end
% number of variables
endo_nbr = M_.endo_nbr;
@ -83,7 +85,7 @@ if isempty(parameter_set)
end
end
if ~isfield(oo_,'initval_decomposition')
if ~isfield(oo_,'initval_decomposition') || isequal(varlist,0)
options_.selected_variables_only = 0; %make sure all variables are stored
options_.plot_priors=0;
[oo,M,~,~,Smoothed_Variables_deviation_from_mean] = evaluate_smoother(parameter_set,varlist,M_,oo_,options_,bayestopt_,estim_params_);
@ -129,27 +131,30 @@ if ~isfield(oo_,'initval_decomposition')
end
oo_.initval_decomposition = z;
end
% if ~options_.no_graph.shock_decomposition
oo=oo_;
oo.shock_decomposition = oo_.initval_decomposition;
if ~isempty(init2shocks)
init2shocks = M_.init2shocks.(init2shocks);
n=size(init2shocks,1);
for i=1:n
j=strmatch(init2shocks{i}{1},M_.endo_names,'exact');
oo.shock_decomposition(:,end-1,:)=oo.shock_decomposition(:,j,:)+oo.shock_decomposition(:,end-1,:);
oo.shock_decomposition(:,j,:)=0;
end
end
M_.exo_names = M_.endo_names;
M_.exo_nbr = M_.endo_nbr;
options_.plot_shock_decomp.realtime=0;
options_.plot_shock_decomp.screen_shocks=1;
options_.plot_shock_decomp.use_shock_groups = '';
options_.plot_shock_decomp.init_cond_decomp = 1; % private flag to plotting utilities
plot_shock_decomposition(M_,oo,options_,varlist);
% end
% when varlist==0, we only store results in oo_ and do not make any plot
if ~isequal(varlist,0)
% if ~options_.no_graph.shock_decomposition
oo=oo_;
oo.shock_decomposition = oo_.initval_decomposition;
if ~isempty(init2shocks)
init2shocks = M_.init2shocks.(init2shocks);
n=size(init2shocks,1);
for i=1:n
j=strmatch(init2shocks{i}{1},M_.endo_names,'exact');
oo.shock_decomposition(:,end-1,:)=oo.shock_decomposition(:,j,:)+oo.shock_decomposition(:,end-1,:);
oo.shock_decomposition(:,j,:)=0;
end
end
M_.exo_names = M_.endo_names;
M_.exo_nbr = M_.endo_nbr;
options_.plot_shock_decomp.realtime=0;
options_.plot_shock_decomp.screen_shocks=1;
options_.plot_shock_decomp.use_shock_groups = '';
options_.plot_shock_decomp.init_cond_decomp = 1; % private flag to plotting utilities
plot_shock_decomposition(M_,oo,options_,varlist);
end