186 lines
7.1 KiB
Matlab
186 lines
7.1 KiB
Matlab
function [ds, json] = evaluate(ds, eqtags, firstperiod, lastperiod, json)
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% Copyright © 2019 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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global M_
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debug = false;
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if ischar(eqtags)
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eqtags = {eqtags};
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end
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list_of_expression_tokens = {'+', '-', '*', '/', '^', ...
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'exp(', 'log(', 'sqrt(', 'abs(', 'sign(', ...
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'sin(', 'cos(', 'tan(', 'asin(', 'acos(', 'atan(', ...
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'min(', 'max(', ...
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'normcdf(', 'normpdf(', 'erf(', ...
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'diff(', 'adl(', ')'};
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if ismember(nargin, [4, 5])
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if isempty(firstperiod) && isempty(lastperiod)
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range = ds.dates(1):ds.dates(end);
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elseif isempty(firstperiod) && ~isempty(lastperiod)
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range = ds.dates(1):lastperiod;
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elseif ~isempty(firstperiod) && isempty(lastperiod)
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range = firstperiod:ds.dates(end);
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else
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range = firstperiod:lastperiod;
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end
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elseif isequal(nargin, 3)
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if isempty(firstperiod)
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range = ds.dates(1):ds.dates(end);
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else
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range = firstperiod:ds.dates(end);
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end
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elseif isequal(nargin, 2)
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range = ds.dates(1):ds.dates(end);
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else
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error('This routine admits 2, 3, 4, or 5 input arguments.')
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end
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for i=1:length(eqtags)
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% Get equation
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if isequal(i, 1)
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if nargin<5
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[LHS, RHS, json] = get_lhs_and_rhs(eqtags{i}, M_, true);
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else
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[LHS, RHS] = get_lhs_and_rhs(eqtags{i}, M_, true, json);
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end
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else
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[LHS, RHS] = get_lhs_and_rhs(eqtags{i}, M_, true, json);
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end
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% Parse equation and return list of parameters, endogenous and exogenous variables.
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[pnames, enames, xnames] = get_variables_and_parameters_in_equation(LHS, RHS, M_);
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% Load parameter values.
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if ~isempty(pnames)
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commands = sprintf('%s = %s;', pnames{1}, num2str(M_.params(strcmp(pnames{1}, M_.param_names)), 16));
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for j=2:length(pnames)
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commands = sprintf('%s %s = %s;', commands, pnames{j}, num2str(M_.params(strcmp(pnames{j}, M_.param_names)), 16));
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end
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eval(commands)
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end
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% Remove repetitions in enames
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enames = unique(enames);
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% Test if LHS is an endogenous variable
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is_lhs_expression = ~ismember(LHS, enames);
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if is_lhs_expression
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variable = strsplit(LHS, list_of_expression_tokens);
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variable(cellfun(@(x) all(isempty(x)), variable)) = [];
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if length(variable)>1
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error('It is not possible to have an expression with more than one variable on the LHS (%s).', LHS)
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else
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if isequal(LHS, sprintf('log(%s)', variable{1}))
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transform = {'exp'};
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elseif isequal(LHS, sprintf('diff(%s)', variable{1}))
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transform = {'cumsum'};
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elseif isequal(LHS, sprintf('diff(log(%s))', variable{1}))
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transform = {'cumsum', 'exp'};
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elseif isequal(LHS, sprintf('diff(diff(%s))', variable{1}))
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transform = {'cumsum', 'cumsum'};
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elseif isequal(LHS, sprintf('diff(diff(log(%s)))', variable{1}))
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transform = {'cumsum', 'cumsum', 'exp'};
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else
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error('Cannot proceed with provided LHS (%s in %s)', LHS, eqtags{i})
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end
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lhs = variable{1};
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end
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else
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lhs = LHS;
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transform = {};
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end
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% Throw an error if the equation is dynamic.
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if exactcontains(RHS, lhs)
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error('RHS cannot contain LHS variable (%s in %s)', lhs, eqtags{i})
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end
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% Substitute endogenous variable x with ds.
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for j=1:length(enames)
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if ismember(enames{j}, ds.name)
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RHS = exactstrrep(RHS, enames{j}, sprintf('ds(range).%s', enames{j}));
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else
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RHS = exactstrrep(RHS, sprintf('(%s\\((\\-)*\\d\\)|%s)', enames{j}, enames{j}), '0');
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if debug
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warning off backtrace
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warning('Endogenous variable %s is unknown in dseries objet. Assign zero value.', enames{j})
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warning on backtrace
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end
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end
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end
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% Substitute exogenous variable x with ds.x, except if
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if ~isfield(M_, 'simulation_exo_names')
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M_.simulation_exo_names = M_.exo_names;
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end
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xnames = unique(xnames);
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for j=1:length(xnames)
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if ismember(xnames{j}, M_.simulation_exo_names)
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if ismember(xnames{j}, ds.name)
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RHS = exactstrrep(RHS, xnames{j}, sprintf('ds(range).%s', xnames{j}));
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else
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RHS = exactstrrep(RHS, xnames{j}, '0');
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if debug
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warning off backtrace
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warning('Exogenous variable %s is unknown in dseries objet. Assign zero value.', xnames{j})
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warning on backtrace
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end
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end
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else
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RHS = regexprep(RHS, sprintf('(\\ *)(+)(\\ *)%s', xnames{j}), '');
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end
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end
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if isempty(transform)
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ds{LHS} = eval(RHS);
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else
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tmp = eval(RHS);
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switch length(transform)
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case 1
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if isequal(transform{1}, 'cumsum')
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ds{lhs} = cumsum(tmp)+ds{lhs}(range(1)-1).data;
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else
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ds{lhs} = feval(transform{1}, tmp);
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end
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case 2
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if isequal(transform{2}, 'cumsum')
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% Squared first difference.
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t2 = zeros(length(range), 1);
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for t = 1:length(range)
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t2(t) = 2*ds{lhs}(range(t)-1).data-ds{lhs}(range(t)-2).data+tmp(range(t)).data;
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end
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ds{lhs} = dseries(t2, range(1));
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else
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t2 = zeros(length(range), 1);
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for t = 1:length(range)
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t1 = feval(transform{2}, log(ds{lhs}(range(t)-1))+tmp(range(t)).data );
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t2(t) = t1.data;
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end
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ds{lhs} = dseries(t2, range(1));
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% $$$ % The commented version below is more efficient but the discrepancy with what is returned by simulating
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% $$$ % the model is much bigger (see pac/trend-component-28/example4.mod).
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% $$$ tmp = cumsum(tmp)+log(ds{lhs}(range(1)-1).data);
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% $$$ ds{lhs} = feval(transform{2}, tmp);
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end
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case 3
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t2 = zeros(length(range), 1);
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for t = 1:length(range)
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t2(t) = feval(transform{3}, 2*log(ds{lhs}(range(t)-1).data)-log(ds{lhs}(range(t)-2).data)+tmp(range(t)).data);
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end
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ds{lhs} = dseries(t2, range(1));
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otherwise
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error('More than 3 unary ops. in LHS not implemented.')
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end
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end
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end |