From bfd93f4ac0ff1eeece0883faba993052b9d2ea57 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemia=20=28Scylla=29?= <stepan@dynare.org>
Date: Thu, 25 Oct 2018 10:08:21 +0200
Subject: [PATCH] Fixed estimated_params_init behaviour...
... when an initial value is given to a parameter that is not
estimated.
The generated driver file was crashing with cryptic error message
because we were searching in the first (and second) column of a
potentially empty array with 0 columns. The fix is to initialize the
fields of estimated_params_ with empty arrays with 10 columns (ie
zeros(0, 10)). Also print a message in the matlab command window if
parameter declared in estimated_params_init is not estimated.
---
src/ComputingTasks.cc | 51 ++++++++++++++++++++++++++++++++++---------
1 file changed, 41 insertions(+), 10 deletions(-)
diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index 2f256a86..9c87b5eb 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -1391,11 +1391,11 @@ EstimatedParamsStatement::checkPass(ModFileStructure &mod_file_struct, WarningCo
void
EstimatedParamsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
- output << "estim_params_.var_exo = [];" << endl
- << "estim_params_.var_endo = [];" << endl
- << "estim_params_.corrx = [];" << endl
- << "estim_params_.corrn = [];" << endl
- << "estim_params_.param_vals = [];" << endl;
+ output << "estim_params_.var_exo = zeros(0, 10);" << endl
+ << "estim_params_.var_endo = zeros(0, 10);" << endl
+ << "estim_params_.corrx = zeros(0, 10);" << endl
+ << "estim_params_.corrn = zeros(0, 10);" << endl
+ << "estim_params_.param_vals = zeros(0, 10);" << endl;
for (const auto & it : estim_params_list)
{
@@ -1514,6 +1514,8 @@ EstimatedParamsInitStatement::writeOutput(ostream &output, const string &basenam
if (use_calibration)
output << "options_.use_calibration_initialization = 1;" << endl;
+ bool skipline = false;
+
for (const auto & it : estim_params_list)
{
int symb_id = symbol_table.getTypeSpecificID(it.name) + 1;
@@ -1524,23 +1526,38 @@ EstimatedParamsInitStatement::writeOutput(ostream &output, const string &basenam
if (symb_type == SymbolType::exogenous)
{
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << symb_id << ");" << endl;
- output << "estim_params_.var_exo(tmp1,2) = ";
+ output << "if isempty(tmp1)" << endl;
+ output << " disp(sprintf('The standard deviation of %s is not estimated (the value provided in estimated_params_init is not used).', M_.exo_names{" << symb_id << "}))" << endl;
+ skipline = true;
+ output << "else" << endl;
+ output << " estim_params_.var_exo(tmp1,2) = ";
it.init_val->writeOutput(output);
output << ";" << endl;
+ output << "end" << endl;
}
else if (symb_type == SymbolType::endogenous)
{
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << symb_id << ");" << endl;
- output << "estim_params_.var_endo(tmp1,2) = ";
+ output << "if isempty(tmp1)" << endl;
+ output << " disp(sprintf('The standard deviation of the measurement error on %s is not estimated (the value provided in estimated_params_init is not used).', M_.endo_names{" << symb_id << "}))" << endl;
+ skipline = true;
+ output << "else" << endl;
+ output << " estim_params_.var_endo(tmp1,2) = ";
it.init_val->writeOutput(output);
output << ";" << endl;
+ output << "end" << endl;
}
else if (symb_type == SymbolType::parameter)
{
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << symb_id << ");" << endl;
- output << "estim_params_.param_vals(tmp1,2) = ";
+ output << "if isempty(tmp1)" << endl;
+ output << " disp(sprintf('Parameter %s is not estimated (the value provided in estimated_params_init is not used).', M_.param_names{" << symb_id << "}))" << endl;
+ skipline = true;
+ output << "else" << endl;
+ output << " estim_params_.param_vals(tmp1,2) = ";
it.init_val->writeOutput(output);
output << ";" << endl;
+ output << "end" << endl;
}
}
else
@@ -1549,20 +1566,34 @@ EstimatedParamsInitStatement::writeOutput(ostream &output, const string &basenam
{
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << " & estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it.name2)+1 << ") | "
<< "(estim_params_.corrx(:,2)==" << symb_id << " & estim_params_.corrx(:,1)==" << symbol_table.getTypeSpecificID(it.name2)+1 << "));" << endl;
- output << "estim_params_.corrx(tmp1,3) = ";
+ output << "if isempty(tmp1)" << endl;
+ output << " disp(sprintf('The correlation between %s and %s is not estimated (the value provided in estimated_params_init is not used).', M_.exo_names{"
+ << symb_id << "}, M_.exo_names{" << symbol_table.getTypeSpecificID(it.name2)+1 << "}))" << endl;
+ skipline = true;
+ output << "else" << endl;
+ output << " estim_params_.corrx(tmp1,3) = ";
it.init_val->writeOutput(output);
output << ";" << endl;
+ output << "end" << endl;
}
else if (symb_type == SymbolType::endogenous)
{
output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << " & estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it.name2)+1 << ") | "
<< "(estim_params_.corrn(:,2)==" << symb_id << " & estim_params_.corrn(:,1)==" << symbol_table.getTypeSpecificID(it.name2)+1 << "));" << endl;
- output << "estim_params_.corrn(tmp1,3) = ";
+ output << "if isempty(tmp1)" << endl;
+ output << " disp(sprintf('The correlation between measurement errors on %s and %s is not estimated (the value provided in estimated_params_init is not used).', M_.endo_names{"
+ << symb_id << "}, M_.endo_names{" << symbol_table.getTypeSpecificID(it.name2)+1 << "}))" << endl;
+ skipline = true;
+ output << "else" << endl;
+ output << " estim_params_.corrn(tmp1,3) = ";
it.init_val->writeOutput(output);
output << ";" << endl;
+ output << "end" << endl;
}
}
}
+ if (skipline == true)
+ output << "skipline()" << endl;
}
void
--
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