97 lines
3.6 KiB
Matlab
97 lines
3.6 KiB
Matlab
function jndx = subset()
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% Copyright (C) 2006-2011 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 options_ estim_params_ M_
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ExcludedParamNames = options_.ExcludedParams;
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VarObs = options_.varobs;
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VarExo = M_.exo_names;
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info = options_.ParamSubSet;
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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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np = estim_params_.np;
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nx = nvx+nvn+ncx+ncn+np;
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if strcmpi(info,'All')
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indx = (1:nx)';
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elseif strcmpi(info,'DeepParameters')
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indx = (nvx+nvn+ncx+ncn+1:nx)';
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elseif strcmpi(info,'StructuralShocks')
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indx = [(1:nvx),nvx+nvn+1:nvx+nvn+ncx]';
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elseif strcmpi(info,'StructuralShocksWithoutCorrelations')
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indx = (1:nvx)';
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elseif strcmpi(info,'MeasurementErrors')
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indx = [(nvx+1:nvx+nvn),(nvx+nvn+ncx+1:nvx+nvn+ncx+ncn)]';
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elseif strcmpi(info,'MeasurementErrorsWithoutCorrelations')
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indx = (nvx+1:nvx+nvn)';
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elseif strcmpi(info,'AllWithoutMeasurementErrors')
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indx = [(1:nvx),nvx+nvn+1:nvx+nvn+ncx,nvx+nvn+ncx+ncn+1:nx]';
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elseif strcmpi(info,'None')
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indx = [];
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end
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if isempty(ExcludedParamNames)
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jndx = indx;
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else
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tt = [];
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for i = 1:length(ExcludedParamNames)
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tmp = strmatch(ExcludedParamNames{i},M_.exo_names);
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if ~isempty(tmp) && ( strcmpi(info,'All') || strcmpi(info,'StructuralShocks') || ...
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strcmpi(info,'StructuralShocksWithoutCorrelations') || ...
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strcmpi(info,'AllWithoutMeasurementErrors') )
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% The parameter the user wants to exclude is related to the size of the structural innovations.
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if ncx
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disp(['I cannot exclude some of the structural variances if the'])
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disp(['structural innovations are correlated...'])
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error
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end
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tt = [tt;tmp];
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elseif isempty(tmp) && nvn
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tmp = strmatch(ExcludedParamNames{i},options_.varobs);
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if ~isempty(tmp) && ( strcmpi(info,'All') || strcmpi(info,'MeasurementErrors') || ...
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strcmpi(info,'MeasurementErrorsWithoutCorrelations') )
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% The parameter the user wants to exclude is related to the size of the measurement errors variances.
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tmp = nvx+tmp;
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if ncn
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disp(['I cannot exclude some the measurement error variances if the'])
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disp(['measurement errors are correlated...'])
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error
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end
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tt = [tt;tmp];
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end
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else% Excluded parameters are deep parameters...
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tmp = strmatch(ExcludedParamNames{i},M_.param_names(estim_params_.param_vals(:,1),:),'exact');
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if ~isempty(tmp)
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tt = [tt;nvx+nvn+ncx+ncn+tmp];
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else
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disp('The parameter you want to exclude is unknown!')
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error
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end
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end
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end
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jndx = [];
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for i=1:length(indx)
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if ~any(indx(i)==tt)
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jndx = [ jndx ; indx(i) ];
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end
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end
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end |