From 6b9d94405c44fe2533a2d8bc377173a2a70f3a54 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Ry=C3=BBk=29?=
<stepan@adjemian.eu>
Date: Fri, 16 Jul 2021 08:33:26 +0200
Subject: [PATCH] Return the reduced form of the structural VAR model
optionally.
Also
- changed the name of the generated matlab routine,
- changed initialization of matrix a0.
---
src/SubModel.cc | 36 +++++++++++++++++++++++-------------
1 file changed, 23 insertions(+), 13 deletions(-)
diff --git a/src/SubModel.cc b/src/SubModel.cc
index ec1f2661..d0a827a0 100644
--- a/src/SubModel.cc
+++ b/src/SubModel.cc
@@ -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();
}
--
GitLab