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k-order DLL: misc minor improvements

time-shift
Sébastien Villemot 2019-04-10 09:41:45 +02:00
parent b556290d60
commit d0b4429fb6
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GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 17 additions and 19 deletions
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36
mex/sources/k_order_perturbation/k_order_perturbation.cc
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@ -93,10 +93,11 @@ extern "C" {
int kOrder;
mxArray *mxFldp = mxGetField(options_, 0, "order");
if (mxIsNumeric(mxFldp))
kOrder = static_cast<int>(mxGetScalar(mxFldp));
else
kOrder = 1;
if (!mxIsNumeric(mxFldp))
DYN_MEX_FUNC_ERR_MSG_TXT("options_.order must be a numeric value");
kOrder = static_cast<int>(mxGetScalar(mxFldp));
if (kOrder < 1 || kOrder > 3)
DYN_MEX_FUNC_ERR_MSG_TXT("options_.order must be between 1 and 3");
double qz_criterium = 1+1e-6;
mxFldp = mxGetField(options_, 0, "qz_criterium");
@ -109,8 +110,8 @@ extern "C" {
DYN_MEX_FUNC_ERR_MSG_TXT("The parameters vector contains NaN or Inf");
mxFldp = mxGetField(M_, 0, "Sigma_e");
int npar = static_cast<int>(mxGetN(mxFldp));
TwoDMatrix vCov(npar, npar, Vector{mxFldp});
int dim = static_cast<int>(mxGetN(mxFldp));
TwoDMatrix vCov(dim, dim, Vector{mxFldp});
if (!vCov.isFinite())
DYN_MEX_FUNC_ERR_MSG_TXT("The covariance matrix of shocks contains NaN or Inf");
@ -136,27 +137,24 @@ extern "C" {
const int nPar = static_cast<int>(mxGetScalar(mxFldp));
mxFldp = mxGetField(dr, 0, "order_var");
npar = static_cast<int>(mxGetM(mxFldp));
if (npar != nEndo)
DYN_MEX_FUNC_ERR_MSG_TXT("Incorrect number of input var_order vars.");
dim = static_cast<int>(mxGetM(mxFldp));
if (dim != nEndo)
DYN_MEX_FUNC_ERR_MSG_TXT("Incorrect size of dr.order_var");
std::vector<int> dr_order(nEndo);
std::transform(mxGetPr(mxFldp), mxGetPr(mxFldp)+npar, dr_order.begin(),
std::transform(mxGetPr(mxFldp), mxGetPr(mxFldp)+dim, dr_order.begin(),
[](double x) { return static_cast<int>(x)-1; });
// the lag, current and lead blocks of the jacobian respectively
mxFldp = mxGetField(M_, 0, "lead_lag_incidence");
npar = static_cast<int>(mxGetN(mxFldp));
int nrows = static_cast<int>(mxGetM(mxFldp));
TwoDMatrix llincidence(nrows, npar, Vector{mxFldp});
if (npar != nEndo)
DYN_MEX_FUNC_ERR_MSG_TXT(("dynare:k_order_perturbation: Incorrect length of lead lag incidences: ncol="
+ std::to_string(npar) + " != nEndo=" + std::to_string(nEndo)).c_str());
dim = static_cast<int>(mxGetN(mxFldp));
if (static_cast<int>(mxGetM(mxFldp)) != 3 || dim != nEndo)
DYN_MEX_FUNC_ERR_MSG_TXT("Incorrect size of M_.lead_lag_incidence");
TwoDMatrix llincidence(3, dim, Vector{mxFldp});
mxFldp = mxGetField(M_, 0, "NNZDerivatives");
Vector NNZD{mxFldp};
if (NNZD[kOrder-1] == -1)
DYN_MEX_FUNC_ERR_MSG_TXT("The derivatives were not computed for the required order. Make sure that you used the right order option inside the 'stoch_simul' command");
DYN_MEX_FUNC_ERR_MSG_TXT("The derivatives were not computed for the required order. Make sure that you used the right order option inside the `stoch_simul' command");
mxFldp = mxGetField(M_, 0, "endo_names");
std::vector<std::string> endoNames = DynareMxArrayToString(mxFldp);
@ -165,7 +163,7 @@ extern "C" {
std::vector<std::string> exoNames = DynareMxArrayToString(mxFldp);
if (nEndo != static_cast<int>(endoNames.size()) || nExog != static_cast<int>(exoNames.size()))
DYN_MEX_FUNC_ERR_MSG_TXT("Incorrect number of input parameters.");
DYN_MEX_FUNC_ERR_MSG_TXT("Incorrect size of M_.endo_names or M_.exo_names");
std::unique_ptr<TwoDMatrix> g1m, g2m, g3m;
if (nrhs > 3)