dynare/matlab/disp_dr.m

256 lines
6.6 KiB
Matlab

function disp_dr(dr,order,var_list)
% Display the decision rules
%
% INPUTS
% dr [struct]: decision rules
% order [int]: order of approximation
% var_list [char array]: list of endogenous variables for which the
% decision rules should be printed
% Copyright (C) 2001-2012 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/>.
global M_ options_
nx =size(dr.ghx,2);
nu =size(dr.ghu,2);
if options_.block
k = M_.nspred;
k1 = 1:M_.endo_nbr;
else
k = find(dr.kstate(:,2) <= M_.maximum_lag+1);
klag = dr.kstate(k,[1 2]);
k1 = dr.order_var;
end;
if size(var_list,1) == 0
var_list = M_.endo_names(1:M_.orig_endo_nbr, :);
end
nvar = size(var_list,1);
ivar=zeros(nvar,1);
for i=1:nvar
i_tmp = strmatch(var_list(i,:),M_.endo_names(k1,:),'exact');
if isempty(i_tmp)
disp(var_list(i,:));
error (['One of the variable specified does not exist']) ;
else
ivar(i) = i_tmp;
end
end
disp('POLICY AND TRANSITION FUNCTIONS')
% variable names
str = ' ';
for i=1:nvar
str = [str sprintf('%16s',M_.endo_names(k1(ivar(i)),:))];
end
disp(str);
%
% constant
%
str = 'Constant ';
flag = 0;
for i=1:nvar
x = dr.ys(k1(ivar(i)));
if order > 1
x = x + dr.ghs2(ivar(i))/2;
end
if abs(x) > 1e-6
flag = 1;
str = [str sprintf('%16.6f',x)];
else
str = [str ' 0'];
end
end
if flag
disp(str)
end
if order > 1
str = '(correction) ';
flag = 0;
for i=1:nvar
x = dr.ghs2(ivar(i))/2;
if abs(x) > 1e-6
flag = 1;
str = [str sprintf('%16.6f',x)];
else
str = [str ' 0'];
end
end
if flag
disp(str)
end
end
%
% ghx
%
for k=1:nx
flag = 0;
if isfield(dr,'state_var')
str1 = subst_auxvar(dr.state_var(k),-1);
else
str1 = subst_auxvar(k1(klag(k,1)),klag(k,2)-M_.maximum_lag-2);
end
str = sprintf('%-20s',str1);
for i=1:nvar
x = dr.ghx(ivar(i),k);
if abs(x) > 1e-6
flag = 1;
str = [str sprintf('%16.6f',x)];
else
str = [str ' 0'];
end
end
if flag
disp(str)
end
end
%
% ghu
%
for k=1:nu
flag = 0;
str = sprintf('%-20s',M_.exo_names(k,:));
for i=1:nvar
x = dr.ghu(ivar(i),k);
if abs(x) > 1e-6
flag = 1;
str = [str sprintf('%16.6f',x)];
else
str = [str ' 0'];
end
end
if flag
disp(str)
end
end
if order > 1
% ghxx
for k = 1:nx
for j = 1:k
flag = 0;
str1 = sprintf('%s,%s',subst_auxvar(k1(klag(k,1)),klag(k,2)-M_.maximum_lag-2), ...
subst_auxvar(k1(klag(j,1)),klag(j,2)-M_.maximum_lag-2));
str = sprintf('%-20s',str1);
for i=1:nvar
if k == j
x = dr.ghxx(ivar(i),(k-1)*nx+j)/2;
else
x = dr.ghxx(ivar(i),(k-1)*nx+j);
end
if abs(x) > 1e-6
flag = 1;
str = [str sprintf('%16.6f',x)];
else
str = [str ' 0'];
end
end
if flag
disp(str)
end
end
end
%
% ghuu
%
for k = 1:nu
for j = 1:k
flag = 0;
str = sprintf('%-20s',[M_.exo_names(k,:) ',' M_.exo_names(j,:)] );
for i=1:nvar
if k == j
x = dr.ghuu(ivar(i),(k-1)*nu+j)/2;
else
x = dr.ghuu(ivar(i),(k-1)*nu+j);
end
if abs(x) > 1e-6
flag = 1;
str = [str sprintf('%16.6f',x)];
else
str = [str ' 0'];
end
end
if flag
disp(str)
end
end
end
%
% ghxu
%
for k = 1:nx
for j = 1:nu
flag = 0;
str1 = sprintf('%s,%s',subst_auxvar(k1(klag(k,1)),klag(k,2)-M_.maximum_lag-2), ...
M_.exo_names(j,:));
str = sprintf('%-20s',str1);
for i=1:nvar
x = dr.ghxu(ivar(i),(k-1)*nu+j);
if abs(x) > 1e-6
flag = 1;
str = [str sprintf('%16.6f',x)];
else
str = [str ' 0'];
end
end
if flag
disp(str)
end
end
end
end
end
% Given the index of an endogenous (possibly an auxiliary var), and a
% lead/lag, creates a string of the form "x(lag)".
% In the case of auxiliary vars for lags, replace by the original variable
% name, and compute the lead/lag accordingly.
function str = subst_auxvar(aux_index, aux_lead_lag)
global M_
if aux_index <= M_.orig_endo_nbr
str = sprintf('%s(%d)', deblank(M_.endo_names(aux_index,:)), aux_lead_lag);
return
end
for i = 1:length(M_.aux_vars)
if M_.aux_vars(i).endo_index == aux_index
switch M_.aux_vars(i).type
case 1
orig_name = deblank(M_.endo_names(M_.aux_vars(i).orig_index, :));
case 3
orig_name = deblank(M_.exo_names(M_.aux_vars(i).orig_index, :));
case 4
str = sprintf('EXPECTATION(%d)(...)', aux_lead_lag);
return
case 6
str = sprintf('%s(%d)', ...
deblank(M_.endo_names(M_.aux_vars(i).endo_index, :)),aux_lead_lag);
return
otherwise
error(sprintf('Invalid auxiliary type: %s', M_.endo_names(aux_index, :)))
end
str = sprintf('%s(%d)', orig_name, M_.aux_vars(i).orig_lead_lag+aux_lead_lag);
return
end
end
error(sprintf('Could not find aux var: %s', M_.endo_names(aux_index, :)))
end