89 lines
2.7 KiB
Matlab
89 lines
2.7 KiB
Matlab
function [i_base,i_alt,c_base,c_alt] = get_occbin_constraints(M,steady_state,ramsey_policy)
|
|
|
|
% Copyright (C) 2015 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/>.
|
|
|
|
nrow = 1;
|
|
if ramsey_policy
|
|
if isfield(M,'ramsey_model_constraints')
|
|
rc = M.ramsey_model_constraints;
|
|
for i = 1:length(rc)
|
|
switch rc{i}{2}
|
|
case {'>','>='}
|
|
ivar(nrow) = rc{i}{1};
|
|
ieq(nrow) = rc{i}{1};
|
|
lb(nrow) = eval(rc{i}{3});
|
|
case {'<','<='}
|
|
ivar(nrow) = rc{i}{1};
|
|
ieq(nrow) = rc{i}{1};
|
|
ub(nrow) = eval(rc{i}{3});
|
|
otherwise
|
|
error('Wrong operator in get_complementarity_conditions')
|
|
end
|
|
nrow = nrow + 1;
|
|
end
|
|
end
|
|
end
|
|
|
|
i_base = {};
|
|
i_alt = {};
|
|
etags = M.equations_tags;
|
|
m = 1;
|
|
base = true;
|
|
for i=1:size(etags,1)
|
|
[iv,boundary,operator] = parse_constraint(etags{i,3},M.endo_names,M.params,M.param_names);
|
|
if strcmp(etags{i,2},'OCCBIN')
|
|
if base
|
|
i_alt{m} = 1:M.eq_nbr;
|
|
i_alt{m}(etags{i,1}) = [];
|
|
c_base{m,1} = etags{i,1};
|
|
c_base{m,2} = iv;
|
|
c_base{m,3} = boundary - steady_state(iv);
|
|
c_base{m,4} = operator;
|
|
base = false;
|
|
else
|
|
i_base{m} = 1:M.eq_nbr;
|
|
i_base{m}(etags{i,1}) = [];
|
|
c_alt{m,1} = etags{i,1};
|
|
c_alt{m,2} = iv;
|
|
c_alt{m,3} = boundary - steady_state(iv);
|
|
c_alt{m,4} = operator;
|
|
base = true;
|
|
m = m + 1;
|
|
end
|
|
end
|
|
end
|
|
if ~base
|
|
error('OCCBIN: constraints must come by pair')
|
|
end
|
|
|
|
function [iv,boundary,operator] = parse_constraint(str,endo_names,params,param_names)
|
|
delim = {'<=','>=','<','>'};
|
|
[c,operator] = strsplit(str,delim);
|
|
operator = operator{1};
|
|
iv = strmatch(strtrim(c{1}),endo_names);
|
|
% try for a number
|
|
boundary = str2num(strtrim(c{2}));
|
|
% if not a number try for a parameter name
|
|
if isempty(boundary)
|
|
k = strmatch(strtrim(c{2}),param_names);
|
|
if isempty(k)
|
|
error(['OCCBIN: illegal constraint ' str]);
|
|
end
|
|
boundary = params(k);
|
|
end
|