117 lines
4.7 KiB
Matlab
117 lines
4.7 KiB
Matlab
function i = name2index(options_, M_, estim_params_, type, name1, name2 )
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% Returns the index associated to an estimated object (deep parameter,
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% variance of a structural shock or measurement error, covariance between
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% two structural shocks, covariance between two measurement errors).
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%
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% INPUTS:
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% options_ [structure] Dynare structure.
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% M_ [structure] Dynare structure (related to model definition).
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% estim_params_ [structure] Dynare structure (related to estimation).
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% type [string] 'DeepParameter', 'MeasurementError' (for measurement equation error) or 'StructuralShock' (for structural shock).
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% name1 [string]
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% name2 [string]
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% OUTPUTS
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% i [integer] column index (in x2, an array of mh draws) associated to name1[,name2].
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright © 2008-2018 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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nvx = estim_params_.nvx;
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nvn = estim_params_.nvn;
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ncx = estim_params_.ncx;
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ncn = estim_params_.ncn;
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npa = estim_params_.np ;
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nnn = nvx+nvn+ncx+ncn+npa;
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i = [];
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if strcmpi(type,'DeepParameter')
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i = nvx + nvn + ncx + ncn + ...
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strmatch(name1, M_.param_names(estim_params_.param_vals(:,1)), 'exact');
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if nargin>5
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disp('The last input argument is useless!')
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end
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if isempty(i)
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disp([name1 ' is not an estimated deep parameter!'])
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end
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return
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end
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if strcmpi(type,'StructuralShock')
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if nargin<6% Covariance matrix diagonal term.
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i = strmatch(name1, M_.exo_names(estim_params_.var_exo(:,1)), 'exact');
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if isempty(i)
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disp(['The standard deviation of ' name1 ' is not an estimated parameter!'])
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return
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end
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else% Covariance matrix off-diagonal term
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offset = nvx+nvn;
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try
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list_of_structural_shocks = [ M_.exo_names(estim_params_.corrx(:,1)) , M_.exo_names(estim_params_.corrx(:,2)) ];
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k1 = strmatch(name1, list_of_structural_shocks(:,1), 'exact');
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k2 = strmatch(name2, list_of_structural_shocks(:,2), 'exact');
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i = offset+intersect(k1,k2);
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if isempty(i)
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k1 = strmatch(name1, list_of_structural_shocks(:,2), 'exact');
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k2 = strmatch(name2, list_of_structural_shocks(:,1), 'exact');
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i = offset+intersect(k1, k2);
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end
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if isempty(i)
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if isempty(i)
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disp(['The correlation between ' name1 ' and ' name2 ' is not an estimated parameter!'])
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return
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end
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end
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catch
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disp('Off diagonal terms of the covariance matrix are not estimated (state equation)')
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end
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end
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end
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if strcmpi(type,'MeasurementError')
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if nargin<6% Covariance matrix diagonal term
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i = nvx + strmatch(name1, M_.endo_names(estim_params_.var_endo(:,1)), 'exact');
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if isempty(i)
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disp(['The standard deviation of the measurement error on ' name1 ' is not an estimated parameter!'])
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return
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end
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else% Covariance matrix off-diagonal term
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offset = nvx+nvn+ncx;
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try
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list_of_measurement_errors = [M_.endo_names(estim_params_.corrn(:,1),1) , M_.endo_names(estim_params_.corrn(:,2),1)];
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k1 = strmatch(name1,list_of_measurement_errors(:,1),'exact');
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k2 = strmatch(name2,list_of_measurement_errors(:,2),'exact');
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i = offset+intersect(k1,k2);
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if isempty(i)
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k1 = strmatch(name1,list_of_measurement_errors(:,2),'exact');
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k2 = strmatch(name2,list_of_measurement_errors(:,1),'exact');
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i = offset+intersect(k1,k2);
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end
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if isempty(i)
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if isempty(i)
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disp(['The correlation between the measurement errors on ' name1 ' and ' name2 ' is not an estimated parameter!'])
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return
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end
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end
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catch
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disp('Off diagonal terms of the covariance matrix are not estimated (measurement equation)')
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end
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end
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end |