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Return the reduced form of the structural VAR model optionally. 

Also

 - changed the name of the generated matlab routine,
 - changed initialization of matrix a0.
var-models
Stéphane Adjemian (Ryûk) 2021-07-16 08:33:26 +02:00
parent 2e696a2e0d
commit 6b9d94405c
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 23 additions and 13 deletions
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36
src/SubModel.cc
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@ -447,7 +447,7 @@ VarModelTable::writeOutput(const string &basename, ostream &output) const
if (names.empty())
return;
string filename = "+" + basename + "/var_ar.m";
string filename = "+" + basename + "/varmatrices.m";
ofstream ar_output;
ar_output.open(filename, ios::out | ios::binary);
if (!ar_output.is_open())
@ -455,9 +455,11 @@ VarModelTable::writeOutput(const string &basename, ostream &output) const
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
ar_output << "function [ar, a0] = var_ar(model_name, params)" << endl
<< "%function [ar, a0] = var_ar(model_name, params)" << endl
<< "% File automatically generated by the Dynare preprocessor" << endl << endl;
ar_output << "function [ar, a0] = varmatrices(model_name, params, reducedform)" << endl
<< "% File automatically generated by the Dynare preprocessor" << endl << endl
<< "if nargin<3" << endl
<< " reducedform = false;" << endl
<< "end" << endl << endl;
for (const auto &name : names)
{
@ -510,26 +512,34 @@ VarModelTable::writeOutput(const string &basename, ostream &output) const
{
auto [eqn, lag, lhs_symb_id] = key;
int colidx = static_cast<int>(distance(lhs.begin(), find(lhs.begin(), lhs.end(), lhs_symb_id)));
ar_output << " ar(" << eqn + 1 << ", " << colidx + 1 << ", " << lag << ") = ";
ar_output << " ar(" << eqn + 1 << "," << colidx + 1 << "," << lag << ") = ";
expr->writeOutput(ar_output, ExprNodeOutputType::matlabDynamicModel);
ar_output << ";" << endl;
}
ar_output << " if nargout > 1" << endl
<< " a0 = zeros(" << lhs.size() << ", " << lhs.size() << ");" << endl;
ar_output << " if nargout>1" << endl
<< " a0 = eye(" << lhs.size() << ");" << endl;
for (const auto &[key, expr] : A0.at(name))
{
auto [eqn, lhs_symb_id] = key;
int colidx = static_cast<int>(distance(lhs.begin(), find(lhs.begin(), lhs.end(), lhs_symb_id)));
ar_output << " a0(" << eqn + 1 << ", " << colidx + 1 << ") = ";
expr->writeOutput(ar_output, ExprNodeOutputType::matlabDynamicModel);
ar_output << ";" << endl;
if (eqn!=colidx)
{
ar_output << " a0(" << eqn + 1 << "," << colidx + 1 << ") = ";
expr->writeOutput(ar_output, ExprNodeOutputType::matlabDynamicModel);
ar_output << ";" << endl;
}
}
ar_output << " end" << endl
ar_output << " if reducedform" << endl
<< " for i=1:" << getMaxLag(name) << endl
<< " ar(:,:,i) = a0\\ar(:,:,i);" << endl
<< " end" << endl
<< " a0 = eye(" << lhs.size() << ");" << endl
<< " end" << endl
<< " end" << endl
<< " return" << endl
<< "end" << endl << endl;
}
ar_output << "error([model_name ' is not a valid var_model name'])" << endl
<< "end" << endl;
ar_output << "error('%s is not a valid var_model name', model_name)" << endl;
ar_output.close();
}