🐛 get_mean.m: fix internal logic

covariance-quadratic-approximation
Johannes Pfeifer 2023-12-21 12:33:53 +01:00
parent 7a5684bf4b
commit e3e6f4c9b4
1 changed files with 38 additions and 19 deletions

View File

@ -1,14 +1,15 @@
function y0 = get_mean(varargin)
% function x = get_mean(vname1, vname2, <order>)
% returns the steady-state of a variable identified by its name
% function y0 = get_mean(varargin)
% returns the mean of a variable identified by its name
%
% INPUTS:
% vname1, vname2, ... : list of variable names
% order: if integer 1 or 2, optionally last input can trigger the order
% at which steady state is computed
% vargargin inputs containing
% - vname1, vname2, ... : list of variable names
% - order: if integer 1 or 2, optionally last input can trigger the order
% at which steady state is computed
%
% OUTPUTS
% x: steady state values
% y0: mean values
%
% SPECIAL REQUIREMENTS
% none
@ -30,27 +31,45 @@ function y0 = get_mean(varargin)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
global M_ oo_ options_
global M_ options_ oo_
if ~isempty(regexp(varargin{end},'\d','ONCE')) && isempty(regexp(varargin{end},'\D','ONCE'))
order=eval(varargin{end});
nvars=length(varargin)-1;
else
order=1;
nvars=length(varargin);
end
if order==1
ys_ = oo_.steady_state;
ys_ = evaluate_steady_state(ys_,[oo_.exo_steady_state; oo_.exo_det_steady_state],M_,options_,true);
if isfield(oo_,'dr') && isfield(oo_.dr,'ys')
ys_=oo_.dr.ys;
else
ys_ = oo_.steady_state;
ys_ = evaluate_steady_state(ys_,[oo_.exo_steady_state; oo_.exo_det_steady_state],M_,options_,true);
end
elseif order==2
ys_ = oo_.dr.ys;
ys_(oo_.dr.order_var)=ys_(oo_.dr.order_var)+oo_.dr.ghs2./2;
if isfield(oo_,'dr') && isfield(oo_.dr,'ys')
ys_=oo_.dr.ys;
if ~isfield(oo_.dr,'ghs2')
error('get_mean: ghs2 needs to be present in oo_ to compute mean at order=2')
else
ys_(oo_.dr.order_var)=ys_(oo_.dr.order_var)+oo_.dr.ghs2./2;
end
else
error('get_mean: decision rules need to be present in oo_ to compute mean')
end
else
return
end
lgy_ = M_.endo_names;
mfys=nan(length(varargin),1);
for j=1:length(varargin)
mfys(j) = find(strcmp(varargin{j},lgy_));
error('get_mean: order>2 not implemented')
end
y0 = ys_(mfys);
mfys=NaN(nvars,1);
for j=1:nvars
endo_index=find(strcmp(varargin{j},M_.endo_names));
if isempty(endo_index)
error('get_mean: unknown variables %s requested',varargin{j})
else
mfys(j) = find(strcmp(varargin{j},M_.endo_names));
end
end
y0 = ys_(mfys);