From e53572c143ab59c4cb89caa0ee091c62e2ade600 Mon Sep 17 00:00:00 2001
From: sebastien <sebastien@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Tue, 9 Sep 2008 11:03:08 +0000
Subject: [PATCH] v4.0: merged r2052 changeset from trunk (exceptional
permission was given to these new features to enter in, since they can't
break anything and will be useful for the Banque de France)
git-svn-id: https://www.dynare.org/svn/dynare/branches/4.0@2053 ac1d8469-bf42-47a9-8791-bf33cf982152
---
doc/manual.xml | 84 ++++++++++++++++++++++++++-
matlab/load_params_and_steady_state.m | 65 +++++++++++++++++++++
matlab/save_params_and_steady_state.m | 56 ++++++++++++++++++
3 files changed, 204 insertions(+), 1 deletion(-)
create mode 100644 matlab/load_params_and_steady_state.m
create mode 100644 matlab/save_params_and_steady_state.m
diff --git a/doc/manual.xml b/doc/manual.xml
index fd72292916..64f360aa85 100644
--- a/doc/manual.xml
+++ b/doc/manual.xml
@@ -14,7 +14,7 @@
</address>
</author>
-<copyright><year>1996, 2008</year><holder> Dynare Team</holder>
+<copyright><year>1996-2008</year><holder>Dynare Team</holder>
</copyright>
<legalnotice>
@@ -2677,10 +2677,92 @@ In Matlab, variables saved with the <command>dynasave</command> command can be r
<sect1><title>Misc commands</title>
<itemizedlist>
+ <listitem><para><xref linkend="save_params_and_steady_state"/></para></listitem>
+ <listitem><para><xref linkend="load_params_and_steady_state"/></para></listitem>
<listitem><para><xref linkend="bvar_density"/></para></listitem>
<listitem><para><xref linkend="bvar_forecast"/></para></listitem>
</itemizedlist>
+<refentry id="save_params_and_steady_state">
+ <refmeta>
+ <refentrytitle>save_params_and_steady_state</refentrytitle>
+ </refmeta>
+
+ <refnamediv>
+ <refname>save_params_and_steady_state</refname>
+ <refpurpose>saves the values of the parameters and of the computed steady-state in a file</refpurpose>
+ </refnamediv>
+
+ <refsynopsisdiv>
+ <cmdsynopsis>
+ <command>save_params_and_steady_state</command>
+ <arg choice="plain"><replaceable>FILENAME</replaceable></arg>
+ <arg choice="plain">;</arg>
+ </cmdsynopsis>
+ </refsynopsisdiv>
+
+ <refsect1>
+ <title>Description</title>
+ <para>For all parameters, endogenous and exogenous variables, stores
+ their value in a file, using a simple name/value associative array.</para>
+ <itemizedlist>
+ <listitem><para>for parameters, the value is taken from the last parameter
+ initialization</para></listitem>
+ <listitem><para>for exogenous, the value is taken from the last initval block</para></listitem>
+ <listitem><para>for endogenous, the value is taken from the last steady state computation
+ (or, if no steady state has been computed, from the last initval block)</para></listitem>
+ </itemizedlist>
+ <para>Note that no variable type is stored in the file, so that the values
+ can be reloaded (with <xref linkend="load_params_and_steady_state"/>) in a setup where
+ the variable types are different.</para>
+ <para>The typical usage of this function is to compute the steady-state of a
+ model by calibrating the steady-state value of some endogenous variables (which implies that some parameters must be endogeneized
+ during the steady-state computation).</para>
+ <para>You would then write a first .mod file which computes the steady-state and saves the result of the
+ computation at the end of the file, using <command>save_params_and_steady_state</command>.</para>
+ <para>In a second file designed to perform the actual simulations, you would use <xref linkend="load_params_and_steady_state"/> just after
+ your variable declarations, in order to load the steady-state previously computed (including the parameters which had been
+ endogeneized during the steady-state computation).</para>
+ <para>The need for two separate .mod files arises from the fact that the variable declarations differ between the files for
+ steady-state calibration and for simulation (the set of endogenous and parameters differ between the two); this leads
+ to different <xref linkend="var"/> and <xref linkend="parameters"/> statements.</para>
+ <para>Also note that you can take advantage of the <xref linkend="include"/> directive to share the model equations between the two files.</para>
+ </refsect1>
+</refentry>
+
+<refentry id="load_params_and_steady_state">
+ <refmeta>
+ <refentrytitle>load_params_and_steady_state</refentrytitle>
+ </refmeta>
+
+ <refnamediv>
+ <refname>load_params_and_steady_state</refname>
+ <refpurpose>loads the values of the parameters and of the steady-state from a file</refpurpose>
+ </refnamediv>
+
+ <refsynopsisdiv>
+ <cmdsynopsis>
+ <command>load_params_and_steady_state</command>
+ <arg choice="plain"><replaceable>FILENAME</replaceable></arg>
+ <arg choice="plain">;</arg>
+ </cmdsynopsis>
+ </refsynopsisdiv>
+
+ <refsect1>
+ <title>Description</title>
+ <para>For all parameters, endogenous and exogenous variables, loads
+ their value from a file created with save_params_and_steady_state.</para>
+ <itemizedlist>
+ <listitem><para>for parameters, their value will be initialized as if they
+ had been calibrated in the .mod file</para></listitem>
+ <listitem><para>for endogenous and exogenous, their value will be initialized
+ as they would have been from an initval block</para></listitem>
+ </itemizedlist>
+ <para>This function is used in conjunction with <xref linkend="save_params_and_steady_state"/>;
+ see the documentation of that function for more information.</para>
+ </refsect1>
+</refentry>
+
<refentry id="bvar_density">
<refmeta>
<refentrytitle>bvar_density</refentrytitle>
diff --git a/matlab/load_params_and_steady_state.m b/matlab/load_params_and_steady_state.m
new file mode 100644
index 0000000000..ac023d5899
--- /dev/null
+++ b/matlab/load_params_and_steady_state.m
@@ -0,0 +1,65 @@
+function load_params_and_steady_state(filename)
+% function load_params_and_steady_state(filename)
+%
+% For all parameters, endogenous and exogenous variables, loads
+% their value from a file created with save_params_and_steady_state.
+% * for parameters, their value will be initialized as if they
+% had been calibrated in the .mod file
+% * for endogenous and exogenous, their value will be initialized
+% as they would have been from an initval block
+%
+% INPUTS
+% filename: where to load from the saved values
+%
+% OUTPUTS
+% none
+%
+% SPECIAL REQUIREMENTS
+% none
+
+% Copyright (C) 2008 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_ oo_
+
+ load(filename);
+
+ if ~exist('stored_values')
+ error('LOAD_PARAMS_AND_INITVAL: filename provided was probably not created by save_params_and_initval')
+ end
+
+ names = fieldnames(stored_values);
+
+ for i = 1:size(names,1)
+ field = names{i};
+ j = strmatch(field, M_.param_names, 'exact');
+ if ~isempty(j)
+ M_.params(j) = stored_values.(field);
+ else
+ j = strmatch(field, M_.endo_names, 'exact');
+ if ~isempty(j)
+ oo_.steady_state(j) = stored_values.(field);
+ else
+ j = strmatch(field, M_.exo_names, 'exact');
+ if ~isempty(j)
+ oo_.exo_steady_state(j) = stored_values.(field);
+ else
+ warning(['LOAD_PARAMS_AND_INITVAL: Unknown symbol name: ', field])
+ end
+ end
+ end
+ end
diff --git a/matlab/save_params_and_steady_state.m b/matlab/save_params_and_steady_state.m
new file mode 100644
index 0000000000..6c3c29fe5a
--- /dev/null
+++ b/matlab/save_params_and_steady_state.m
@@ -0,0 +1,56 @@
+function save_params_and_steady_state(filename)
+% function save_params_and_steady_state(filename)
+%
+% For all parameters, endogenous and exogenous variables, stores
+% their value in a file, using a simple name/value associative array.
+% * for parameters, the value is taken from the last parameter
+% initialization
+% * for exogenous, the value is taken from the last initval block
+% * for endogenous, the value is taken from the last steady state
+% computation (or, if no steady state has been computed, from the
+% last initval block)
+% Note that no variable type is stored in the file, so that the values
+% can be reloaded (with load_params_and_steady_state) in a setup where
+% the variable types are different.
+%
+% INPUTS
+% filename: where to store the saved values
+%
+% OUTPUTS
+% none
+%
+% SPECIAL REQUIREMENTS
+% none
+
+% Copyright (C) 2008 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_ oo_
+
+ for i = 1:M_.param_nbr
+ stored_values.(deblank(M_.param_names(i,:))) = M_.params(i);
+ end
+
+ for i = 1:M_.endo_nbr
+ stored_values.(deblank(M_.endo_names(i,:))) = oo_.steady_state(i);
+ end
+
+ for i = 1:M_.exo_nbr
+ stored_values.(deblank(M_.exo_names(i,:))) = oo_.exo_steady_state(i);
+ end
+
+ save(filename, 'stored_values');
--
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