302 lines
8.5 KiB
Matlab
302 lines
8.5 KiB
Matlab
function disp_dr(dr,order,var_list)
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% Display the decision rules
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%
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% INPUTS
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% - dr [struct] decision rules.
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% - order [integer] order of approximation.
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% - var_list [cell] list of endogenous variables for which the decision rules should be printed.
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%
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% OUTPUTS
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% none
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% Copyright (C) 2001-2019 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 <http://www.gnu.org/licenses/>.
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global M_ options_
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if M_.hessian_eq_zero && order~=1
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order = 1;
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warning('disp_dr: using order = 1 because Hessian is equal to zero');
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end
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nx =size(dr.ghx,2);
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nu =size(dr.ghu,2);
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if options_.block
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k = M_.nspred;
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k1 = 1:M_.endo_nbr;
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else
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k = find(dr.kstate(:,2) <= M_.maximum_lag+1);
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klag = dr.kstate(k,[1 2]);
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k1 = dr.order_var;
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end
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if isempty(var_list)
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var_list = M_.endo_names(1:M_.orig_endo_nbr);
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end
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nvar = length(var_list);
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ivar=zeros(nvar,1);
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for i=1:nvar
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i_tmp = strmatch(var_list{i}, M_.endo_names(k1), 'exact');
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if isempty(i_tmp)
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disp(var_list{i});
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error ('One of the variable specified does not exist') ;
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else
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ivar(i) = i_tmp;
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end
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end
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% get length of display strings
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header_label_length=16; %default
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for ii=1:length(ivar)
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header_label_length = max(header_label_length,length(M_.endo_names{k1(ivar(ii))})+2);
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end
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header_label_format = sprintf('%%%ds',header_label_length);
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value_format_float = sprintf('%%%d.6f',header_label_length);
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value_format_zero = sprintf('%%%dd',header_label_length);
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% account for additional characters introduced by auxiliary variables
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if ~isempty(M_.aux_vars)
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aux_vars_type = [M_.aux_vars.type];
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if any(aux_vars_type==4)
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aux_var_additional_characters=14;
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else
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aux_var_additional_characters=3;
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end
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else
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aux_var_additional_characters=0;
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end
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var_name_width = max([cellofchararraymaxlength(M_.endo_names(k1(ivar))), cellofchararraymaxlength(M_.exo_names)]);
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%deal with covariances
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if order > 1
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var_name_width=max(2*(var_name_width+aux_var_additional_characters)+2,20); %account for covariances, separated by comma
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else
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var_name_width=max(var_name_width+aux_var_additional_characters,20);
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end
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label_format = sprintf('%%-%ds',var_name_width);
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%% start displayimg
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disp('POLICY AND TRANSITION FUNCTIONS')
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% variable names
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str = char(32*ones(1,var_name_width));
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for i=1:nvar
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str = [str sprintf(header_label_format, M_.endo_names{k1(ivar(i))})];
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end
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disp(str);
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%
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% constant
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%
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str=sprintf(label_format,'Constant');
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flag = 0;
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for i=1:nvar
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x = dr.ys(k1(ivar(i)));
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if order > 1
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x = x + dr.ghs2(ivar(i))/2;
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end
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[str,flag]=get_print_string(str,x,value_format_zero,value_format_float,flag,options_);
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end
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if flag
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disp(str)
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end
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if order > 1
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str = sprintf(label_format,'(correction)');
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flag = 0;
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for i=1:nvar
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x = dr.ghs2(ivar(i))/2;
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[str,flag]=get_print_string(str,x,value_format_zero,value_format_float,flag,options_);
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end
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if flag
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disp(str)
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end
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end
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%
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% ghx
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%
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for k=1:nx
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flag = 0;
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if isfield(dr,'state_var')
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str1 = subst_auxvar(dr.state_var(k),-1);
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else
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str1 = subst_auxvar(k1(klag(k,1)),klag(k,2)-M_.maximum_lag-2);
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end
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str = sprintf(label_format,str1);
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for i=1:nvar
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x = dr.ghx(ivar(i),k);
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[str,flag]=get_print_string(str,x,value_format_zero,value_format_float,flag,options_);
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end
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if flag
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disp(str)
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end
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end
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%
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% ghu
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%
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for k=1:nu
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flag = 0;
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str = sprintf(label_format, M_.exo_names{k});
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for i=1:nvar
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x = dr.ghu(ivar(i),k);
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[str,flag] = get_print_string(str, x, value_format_zero, value_format_float, flag, options_);
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end
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if flag
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disp(str)
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end
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end
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if order > 1
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% ghxx
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for k = 1:nx
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for j = 1:k
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flag = 0;
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str1 = sprintf('%s,%s',subst_auxvar(k1(klag(k,1)),klag(k,2)-M_.maximum_lag-2), ...
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subst_auxvar(k1(klag(j,1)),klag(j,2)-M_.maximum_lag-2));
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str = sprintf(label_format, str1);
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for i=1:nvar
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if k == j
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x = dr.ghxx(ivar(i),(k-1)*nx+j)/2;
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else
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x = dr.ghxx(ivar(i),(k-1)*nx+j);
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end
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[str,flag]=get_print_string(str,x,value_format_zero,value_format_float,flag,options_);
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end
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if flag
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disp(str)
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end
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end
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end
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%
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% ghuu
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%
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for k = 1:nu
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for j = 1:k
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flag = 0;
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str = sprintf(label_format, [M_.exo_names{k} ',' M_.exo_names{j}]);
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for i=1:nvar
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if k == j
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x = dr.ghuu(ivar(i),(k-1)*nu+j)/2;
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else
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x = dr.ghuu(ivar(i),(k-1)*nu+j);
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end
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[str,flag]=get_print_string(str, x, value_format_zero, value_format_float, flag, options_);
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end
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if flag
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disp(str)
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end
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end
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end
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%
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% ghxu
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%
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for k = 1:nx
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for j = 1:nu
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flag = 0;
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str1 = sprintf('%s,%s',subst_auxvar(k1(klag(k,1)),klag(k,2)-M_.maximum_lag-2), M_.exo_names{j});
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str = sprintf(label_format,str1);
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for i=1:nvar
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x = dr.ghxu(ivar(i),(k-1)*nu+j);
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[str,flag]=get_print_string(str,x,value_format_zero,value_format_float,flag,options_);
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end
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if flag
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disp(str)
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end
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end
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end
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end
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end
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% Given the index of an endogenous (possibly an auxiliary var), and a
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% lead/lag, creates a string of the form "x(lag)".
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% In the case of auxiliary vars for lags, replace by the original variable
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% name, and compute the lead/lag accordingly.
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function str = subst_auxvar(aux_index, aux_lead_lag)
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global M_
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if aux_index <= M_.orig_endo_nbr
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str = sprintf('%s(%d)', M_.endo_names{aux_index}, aux_lead_lag);
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return
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end
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for i = 1:length(M_.aux_vars)
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if M_.aux_vars(i).endo_index == aux_index
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switch M_.aux_vars(i).type
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case 0
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% endo leads >= 2
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str = sprintf('%s(%d)', M_.endo_names{aux_index}, aux_lead_lag);
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return
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case 1
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% endo lags >= 2
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orig_name = M_.endo_names{M_.aux_vars(i).orig_index};
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case 2
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% exo leads >= 1
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orig_name = M_.exo_names{M_.aux_vars(i).orig_index};
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case 3
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% exo lags >= 1
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orig_name = M_.exo_names{M_.aux_vars(i).orig_index};
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case 4
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% Expectation operator
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str = sprintf('EXPECTATION(%d)(...)', aux_lead_lag);
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return
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case 6
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% Ramsey's multipliers
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str = sprintf('%s(%d)', M_.endo_names{M_.aux_vars(i).endo_index}, aux_lead_lag);
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return
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case 8
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% Diff operator
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str = sprintf('diff(%s)', M_.endo_names{M_.aux_vars(i).orig_index});
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return
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case 9
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% Lagged diff
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lags = 0;
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j = i;
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while M_.aux_vars(j).type==9
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j = M_.aux_vars(j).orig_index;
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lags = lags+1;
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end
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str = sprintf('diff(%s(-%u))', M_.endo_names{M_.aux_vars(j).orig_index}, lags);
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return
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case 11
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% Leaded diff
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leads = 0;
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j = i;
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while M_.aux_vars(j).type==11
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j = M_.aux_vars(j).orig_index;
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lags = lags+1;
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end
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str = sprintf('diff(%s(%u))', M_.endo_names{M_.aux_vars(j).orig_index}, leads);
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return
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otherwise
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error('Invalid auxiliary type: %s', M_.endo_names{aux_index})
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end
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str = sprintf('%s(%d)', orig_name, M_.aux_vars(i).orig_lead_lag+aux_lead_lag);
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return
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end
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end
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error('Could not find aux var: %s', M_.endo_names{aux_index})
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end
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function [str,flag]=get_print_string(str, x, value_format_zero, value_format_float, flag, options_)
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if abs(x) >= options_.dr_display_tol
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flag = 1;
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str = [str sprintf(value_format_float, x)];
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else
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str = [str sprintf(value_format_zero, 0)];
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end
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end |