From 6947c977d48aae85f6cfa437608e6a2bc889a60c Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@ec.europa.eu>
Date: Thu, 6 Jan 2022 15:01:35 +0100
Subject: [PATCH] bug fixes with occbin smoother: reset nested waitbars and fix
names of outut structure of solver
(cherry picked from commit 06a7e6c7bebc0ed8b9bb5c03058d534a45730d7b)
---
matlab/DsgeSmoother.m | 9 +++++++--
matlab/missing_DiffuseKalmanSmootherH3_Z.m | 5 +++--
2 files changed, 10 insertions(+), 4 deletions(-)
diff --git a/matlab/DsgeSmoother.m b/matlab/DsgeSmoother.m
index e6942561c3..722b80959d 100644
--- a/matlab/DsgeSmoother.m
+++ b/matlab/DsgeSmoother.m
@@ -423,13 +423,14 @@ else
tmp(oo_.dr.restrict_var_list,1)=aahat(:,k-1);
opts_simul.endo_init = tmp(oo_.dr.inv_order_var,1);
opts_simul.init_regime = []; %regimes_(k);
+ opts_simul.waitbar=0;
options_.occbin.simul=opts_simul;
[~, out] = occbin.solver(M_,oo_,options_);
% regime in out should be identical to regimes_(k-2) moved one
% period ahead (so if regimestart was [1 5] it should be [1 4]
% in out
% end
- bbb(oo_.dr.inv_order_var,k) = out.zpiece(1,:);
+ bbb(oo_.dr.inv_order_var,k) = out.piecewise(1,:);
end
end
% do not overwrite accurate computations using reduced st. space
@@ -466,6 +467,7 @@ else
tmp(oo_.dr.restrict_var_list,1)=ahat0(:,k-1);
opts_simul.endo_init = tmp(oo_.dr.inv_order_var,1);
opts_simul.init_regime = []; %regimes_(k);
+ opts_simul.waitbar=0;
options_.occbin.simul=opts_simul;
[~, out] = occbin.solver(M_,oo_,options_);
% regime in out should be identical to regimes_(k-2) moved one
@@ -473,7 +475,7 @@ else
% in out
% end
for jnk=1:options_.nk
- aaa(jnk,oo_.dr.inv_order_var,k+jnk-1) = out.zpiece(jnk,:);
+ aaa(jnk,oo_.dr.inv_order_var,k+jnk-1) = out.piecewise(jnk,:);
end
end
aK=aaa;
@@ -525,6 +527,9 @@ else
end
ahat1=aaa;
% reconstruct aK
+ if isempty(options_.nk)
+ options_.nk=1;
+ end
aaa = zeros(options_.nk,M_.endo_nbr,gend+options_.nk);
aaa(:,oo_.dr.restrict_var_list,:)=aK;
for k=1:gend
diff --git a/matlab/missing_DiffuseKalmanSmootherH3_Z.m b/matlab/missing_DiffuseKalmanSmootherH3_Z.m
index 3f9850297a..a4d8e7e971 100644
--- a/matlab/missing_DiffuseKalmanSmootherH3_Z.m
+++ b/matlab/missing_DiffuseKalmanSmootherH3_Z.m
@@ -444,6 +444,7 @@ while notsteady && t<smpl
opts_simul.endo_init = a(oo_.dr.inv_order_var,t);
end
opts_simul.init_regime = []; %regimes_(t);
+ opts_simul.waitbar=0;
options_.occbin.simul=opts_simul;
[~, out, ss] = occbin.solver(M_,oo_,options_);
end
@@ -456,9 +457,9 @@ while notsteady && t<smpl
end
if isoccbin
if smoother_redux
- aK(jnk,:,t+jnk) = out.zpiece(jnk,oo_.dr.order_var(oo_.dr.restrict_var_list));
+ aK(jnk,:,t+jnk) = out.piecewise(jnk,oo_.dr.order_var(oo_.dr.restrict_var_list));
else
- aK(jnk,oo_.dr.inv_order_var,t+jnk) = out.zpiece(jnk,:);
+ aK(jnk,oo_.dr.inv_order_var,t+jnk) = out.piecewise(jnk,:);
end
elseif jnk>1
aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
--
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