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“datafile” option of “perfect_foresight_setup” (and “simul”) now equivalent to “initval_file” 

Ref. #1663
time-shift
Sébastien Villemot 2019-12-19 14:58:54 +01:00
parent 7e07d3e0fc
commit efa6c6c682
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GPG Key ID: 2CECE9350ECEBE4A
6 changed files with 44 additions and 86 deletions
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6
doc/manual/source/the-model-file.rst
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@ -2700,10 +2700,8 @@ speed-up on large models.
.. option:: datafile = FILENAME
If the variables of the model are not constant over time, their
initial values, stored in a text file, could be loaded, using
that option, as initial values before a deterministic
simulation.
Used to specify path for all endogenous and exogenous variables.
Strictly equivalent to :comm:`initval_file`.
*Output*

8
matlab/perfect-foresight-models/perfect_foresight_setup.m
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@ -65,10 +65,6 @@ if ~isempty(M_.det_shocks) && options_.periods<max([M_.det_shocks.periods])
end
if ~options_.initval_file
if isempty(options_.datafile)
oo_=make_ex_(M_,options_,oo_);
oo_=make_y_(M_,options_,oo_);
else
read_data_;
end
oo_ = make_ex_(M_,options_,oo_);
oo_ = make_y_(M_,options_,oo_);
end

75
matlab/read_data_.m
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@ -1,75 +0,0 @@
function read_data_()
% function read_data_
% reads endogenous and exogenous variables from a text file
% Used by datafile option in simulate
%
% INPUT
% none
%
% OUTPUT
% none
%
% SPECIAL REQUIREMENT
% none
% Copyright (C) 2007-2018 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 options_ M_ oo_;
dname= options_.datafile;
if size(oo_.endo_simul,2) < M_.maximum_lag+M_.maximum_lead+options_.periods
fid = fopen([dname '_endo.dat'],'r');
names_line = fgetl(fid);
allVariables = '';
positions = ones(0);
while (any(names_line))
[chopped,names_line] = strtok(names_line);
if isempty(allVariables)
allVariables = chopped;
else
allVariables = char(allVariables, chopped);
end
positions = [positions ; strmatch(chopped,M_.endo_names,'exact')];
end
Values=fscanf(fid,'%f',inf);
Values=reshape(Values,M_.orig_endo_nbr,size(Values,1)/M_.orig_endo_nbr);
oo_.endo_simul=[Values(positions,:); kron(oo_.steady_state((M_.orig_endo_nbr+1) : M_.endo_nbr , 1) , ones(1 , size(Values, 2)))];
fclose(fid);
end
if size(oo_.exo_simul,1) < M_.maximum_lag+M_.maximum_lead+options_.periods
fid = fopen([dname '_exo.dat'],'r');
names_line = fgetl(fid);
allVariables = '';
positions = ones(0);
while (any(names_line))
[chopped,names_line] = strtok(names_line);
if isempty(allVariables)
allVariables = chopped;
else
allVariables = char(allVariables, chopped);
end
positions = [positions ; strmatch(chopped,M_.exo_names,'exact')];
end
Values=fscanf(fid,'%f',inf);
Values=reshape(Values,M_.exo_nbr,size(Values,1)/M_.exo_nbr);
oo_.exo_simul=(Values(positions,:))';
fclose(fid);
end
end

2
preprocessor

@ -1 +1 @@
Subproject commit d1d244086d3beaedf43e880435b50a3ef3052124
Subproject commit 044258b0a217bc6e87c08d97b343ed56b7ba9d6e

3
tests/Makefile.am
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@ -102,6 +102,7 @@ MODFILES = \
discretionary_policy/dennis_1.mod \
discretionary_policy/Gali_discretion.mod \
initval_file/ramst_initval_file.mod \
initval_file/ramst_datafile.mod \
ramst_normcdf_and_friends.mod \
ramst_vec.mod \
example1_varexo_det.mod \
@ -490,6 +491,8 @@ deterministic_simulations/rbc_det_stack_solve_algo_7_exo_lag.o.trs: deterministi
initval_file/ramst_initval_file.m.trs: initval_file/ramst_initval_file_data.m.tls
initval_file/ramst_initval_file.o.trs: initval_file/ramst_initval_file_data.o.tls
initval_file/ramst_datafile.m.trs: initval_file/ramst_initval_file_data.m.tls
initval_file/ramst_datafile.o.trs: initval_file/ramst_initval_file_data.o.tls
identification/rbc_ident/rbc_ident_varexo_only.m.trs: identification/rbc_ident/rbc_ident_std_as_structural_par.m.trs
identification/rbc_ident/rbc_ident_varexo_only.o.trs: identification/rbc_ident/rbc_ident_std_as_structural_par.o.trs

36
tests/initval_file/ramst_datafile.mod Normal file
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@ -0,0 +1,36 @@
/* Verify that the “datafile” option of “perfect_foresight_setup” behaves as
“initval_file” (see #1663) */
var c k;
varexo x;
parameters alph gam delt bet aa;
alph=0.5;
gam=0.5;
delt=0.02;
bet=0.05;
aa=0.5;
model;
c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
end;
initval;
x = 1;
k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
c = aa*k^alph-delt*k;
end;
steady;
perfect_foresight_setup(periods=200, datafile = ramst_initval_file_data_col_vec_mat);
if oo_.exo_simul(2) ~= 1.2
error('datafile option problem with exogenous variable');
end
if oo_.endo_simul(2, 2) ~= 13
error('datafile option problem with endogenous variable');
end
perfect_foresight_solver;