From cffff796f154710754e7223175dca1300885888f Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Jul 2018 10:41:34 +0200
Subject: [PATCH] Added routine to test if an auxiliary variable is a lag of a
 variable.

---
 matlab/islagof.m | 129 +++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 129 insertions(+)
 create mode 100644 matlab/islagof.m

diff --git a/matlab/islagof.m b/matlab/islagof.m
new file mode 100644
index 000000000..271cbe186
--- /dev/null
+++ b/matlab/islagof.m
@@ -0,0 +1,129 @@
+function b = islagof(v1, v2)
+
+% Returns true if and only if variable v1 is a lag of variable v2.
+%
+% INPUTS
+% - v1        [string]     Variable name.
+% - v2        [string]     Variable name.
+%
+% OUTPUTS
+% - b         [logical]
+
+% Copyright (C) 2018 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+global M_
+
+if ~ischar(v1) && isscalar(v1) && isnumeric(v1) && isint(v1)
+    id1 = v1;
+    if id1>M_.endo_nbr
+        error('First input must be an integer between 1 and %u', M_.endo_nbr)
+    end
+end
+
+if ~ischar(v2) && isscalar(v2) && isnumeric(v2) && isint(v2)
+    id2 = v2;
+    if id2>M_.endo_nbr
+        error('First input must be an integer between 1 and %u', M_.endo_nbr)
+    end
+end
+
+% Set output default value
+b = false;
+
+% Get index of v1
+if ischar(v1)
+    id1 = find(strcmp(v1, M_.endo_names));
+end
+
+if isempty(id1)
+    error('First input must be a variable name.')
+end
+
+% Get index of v2
+if ischar(v2)
+    id2 = find(strcmp(v2, M_.endo_names));
+end
+
+if isempty(id2)
+    error('Second input must be a variable name.')
+end
+
+% A variable cannot be a lag of itself.
+if isequal(id1, id2)
+    return
+end
+
+% Are v1 and v2 auxiliary variables?
+v1_is_an_auxiliary_variable = id1>M_.orig_endo_nbr;
+v2_is_an_auxiliary_variable = id2>M_.orig_endo_nbr;
+
+% At least one of the variables must be an auxiliary variable
+if ~v1_is_an_auxiliary_variable && ~v2_is_an_auxiliary_variable
+    return
+end
+
+% If v1 and v2 are auxiliary variables
+if v1_is_an_auxiliary_variable && v2_is_an_auxiliary_variable
+    auxinfo1 = M_.aux_vars(get_aux_variable_id(id1));
+    auxinfo2 = M_.aux_vars(get_aux_variable_id(id2));
+    isleadlag1 = ismember(auxinfo1.type, [1,0]);
+    isleadlag2 = ismember(auxinfo2.type, [1,0]);
+    % If v1 and v2 are lead/lag auxiliary variables
+    if isleadlag1 && isleadlag2
+        % If v1 and v2 are lead/lag of a common endogenous variable.
+        if auxinfo1.orig_index && auxinfo2.orig_index
+            if auxinfo1.orig_lead_lag<auxinfo2.orig_lead_lag
+                b = true;
+            end
+        end
+        return
+    end
+    isdiff1 = ismember(auxinfo1.type, [8,9]);
+    isdiff2 = ismember(auxinfo1.type, [8,9]);
+    if isdiff1 && isdiff2
+        if isequal(auxinfo1.type, 9) && isequal(auxinfo2.type, 8)
+            while isequal(auxinfo1.type, 9)
+                if isequal(auxinfo1.orig_index, id2)
+                    b = true;
+                end
+                auxinfo1 = M_.aux_vars(get_aux_variable_id(auxinfo1.orig_index));
+            end
+        end
+        return
+    end
+end
+
+if v1_is_an_auxiliary_variable && ~v2_is_an_auxiliary_variable
+    auxinfo1 = M_.aux_vars(get_aux_variable_id(id1));
+    % If v1 is not an auxiliary of type 1, it cannot be a lag of v2
+    if isequal(auxinfo1.type, 1)
+        if isequal(auxinfo1.orig_index, id2)
+            b = true;
+        end
+    end
+end
+
+if ~v1_is_an_auxiliary_variable && v2_is_an_auxiliary_variable
+    auxinfo2 = M_.aux_vars(get_aux_variable_id(id2));
+    % If v2 is not an auxiliary of type 0, v1 cannot be a lag of v2
+    if isequal(auxinfo2.type, 0)
+        if isequal(auxinfo2.orig_index, id1)
+            b = true;
+        end
+    end
+end
\ No newline at end of file