Select Git revision
cherrypick.m
Forked from
Dynare / dynare
198 commits behind the upstream repository.
-
Stéphane Adjemian authored
The auxiliary equation for the composite target of the PAC equation is cherrypicked unless the value of the (new) last argument is true.
Stéphane Adjemian authoredThe auxiliary equation for the composite target of the PAC equation is cherrypicked unless the value of the (new) last argument is true.
cherrypick.m 23.52 KiB
function json = cherrypick(infile, outfold, eqtags, noresids, json, substitutetarget, donotpicktarget)
% Extract some equations in infile (mod file used for estimation)
% and write them in outfile (mod file used for simulation).
%
% INPUTS
% - infile [string] Name of the mod file where all the equations used for estimation are available.
% - outfold [string] Name of the folder where the generated files are saveda subset of the equations is to be printed.
% - eqtags [cell] Equation tags of the selected equations.
% - noresids [logical] Removes estimation residuals (not to be used in simulation) if true.
% - json [char] Content of a JSON file.
% - substitutetarget [logical] Substitute expression of a composite target in the error correction term of PAC equation if true. Default is false.
% - donotpicktarget [logical] Do not cherrypick auxiliary equation associated to the composite target. Default is false (equation is automagically cherrypicked).
%
% OUTPUTS
% - json [char] Content of a JSON file.
%
% SPECIAL REQUIREMENTS
% It is expected that the file infile.mod has already been run, and
% that the associated JSON output is available.
% Copyright © 2019-2024 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 <https://www.gnu.org/licenses/>.
global M_
% Set default value
if nargin<4 || isempty(noresids)
noresids = true;
end
% Delete outfold subdirectory if it already exists
if exist(outfold, 'dir')
rmdir(outfold, 's');
end
% Create the subdirectoty where the generated files will be saved.
mkdir(outfold);
% Check that infile.mod and the related JSON output exist.
if ~exist(sprintf('%s.mod', infile), 'file')
error('Cannot find %s.mod.', infile)
end
if ~exist(sprintf('%s/model/json', infile), 'dir')
error('Cannot find %s/model/json folder. Did you run %s.mod with the json option?', infile, infile);
end
% Check if some variables have to be renamed.
rename = M_.equations_tags(strcmp('rename',M_.equations_tags(:,2)),[1,3]);
isrename = ~isempty(rename);
if nargin<5 || isempty(json)
% Load json file (original mod file)
json = loadjson_(sprintf('%s/model/json/modfile-original.json', M_.dname));
end
if nargin<6 || isempty(substitutetarget)
substitutetarget = false;
% Otherwise substitute target expression (in case of composite target) in the error correction term
end
if nargin<7 || isempty(donotpicktarget)
donotpicktarget = false;
% By default the auxiliary equation for the target in PAC equation is cherrypicked
end
% Create a new file.
fid = fopen(sprintf('%s/model.inc', outfold), 'w');
plist = {};
elist = {};
xlist = {};
try
for i=1:length(eqtags)
rhs = [];
lhs = [];
% Get equation number.
eqnum = get_equation_number_by_tag(eqtags{i}, M_);
% Get the original equation.
[LHS, RHS] = get_lhs_and_rhs(eqtags{i}, M_, true, json);
% Get the parameters, endogenous and exogenous variables in the current equation.
[pnames, enames, xnames] = get_variables_and_parameters_in_equation(LHS, RHS, M_);
lhs_expression = LHS;
LHS = get_variables_and_parameters_in_expression(LHS);
enames = union(enames, LHS);
if length(LHS)>1
error('Expressions with more than one variable on the LHS are not allowed.')
end
LHS = LHS{1};
if isrename
[variable_has_to_be_renamed, id] = ismember(eqnum, [rename{:,1}]);
if variable_has_to_be_renamed
TMP = strsplit(rename{id,2}, ',');
for j=1:length(TMP)
tmp = strsplit(TMP{j}, '->');
lhs_expression = exactstrrep(lhs_expression, tmp{1}, tmp{2});
RHS = exactstrrep(RHS, tmp{1}, tmp{2});
rep = strcmp(tmp{1}, enames);
if any(rep)
enames(rep) = tmp(2);
end
rep = strcmp(tmp{1}, xnames);
if any(rep)
xnames(rep) = tmp(2);
end
end
end
end
% Remove residual from equation if required.
if noresids
if isfield(M_, 'simulation_exo_names')
exogenous_variables_to_be_removed = ~ismember(xnames, M_.simulation_exo_names);
else
exogenous_variables_to_be_removed = false(size(xnames));
end
if any(exogenous_variables_to_be_removed)
switch sum(exogenous_variables_to_be_removed)
case 1
RHS = regexprep(RHS, sprintf('\\ *\\+\\ *%s', xnames{exogenous_variables_to_be_removed}), '');
RHS = regexprep(RHS, sprintf('%s', xnames{exogenous_variables_to_be_removed}), '');
case 0
% Nothing to do.
otherwise
error('Cannot remove more than one exogenous variable in an equation (%s).', eqtags{i}) end
xnames = setdiff(xnames, xnames{exogenous_variables_to_be_removed});
end
end
% Unroll expectation terms if any.
isvar = regexp(RHS, 'var_expectation\(model_name = (?<name>\w+)\)', 'names');
ispac = regexp(RHS, 'pac_expectation\(model_name = (?<name>\w+)\)', 'names');
istar = regexp(RHS, 'pac_target_nonstationary\(model_name = (?<name>\w+)\)', 'names');
if ~isempty(isvar)
rhs = write_expectations(isvar.name, 'var');
auxlhs = sprintf('%s_VE', eqtags{i});
RHS = strrep(RHS, sprintf('var_expectation(model_name = %s)', isvar.name), auxlhs);
end
if ~isempty(ispac)
if isfield(M_.pac.(ispac.name), 'components')
[rhs, growthneutralitycorrection] = write_expectations(ispac.name, 'pac', false, false);
else
[rhs, growthneutralitycorrection] = write_expectations(ispac.name, 'pac');
end
if ~isempty(rhs)
if iscell(rhs) % PAC expectations are decomposed.
auxlhs = cell(size(rhs));
for k=1:length(M_.pac.(ispac.name).components)
if isequal(k, 1)
lhs = M_.lhs{M_.pac.(ispac.name).components(k).aux_id};
auxlhs{k} = lhs;
if ~isempty(growthneutralitycorrection{k})
lhs = sprintf('%s+%s', lhs, growthneutralitycorrection{k});
end
if ~isequal(M_.pac.(ispac.name).components(k).coeff_str, '1')
if isempty(growthneutralitycorrection{k})
lhs = sprintf('%s*%s', M_.pac.(ispac.name).components(k).coeff_str, lhs);
else
lhs = sprintf('%s*(%s)', M_.pac.(ispac.name).components(k).coeff_str, lhs);
end
end
else
lhs_ = M_.lhs{M_.pac.(ispac.name).components(k).aux_id};
auxlhs{k} = lhs_;
if ~isempty(growthneutralitycorrection{k})
lhs_ = sprintf('%s+%s', lhs_, growthneutralitycorrection{k});
end
if ~isequal(M_.pac.(ispac.name).components(k).coeff_str, '1')
if isempty(growthneutralitycorrection{k})
lhs_ = sprintf('%s*%s', M_.pac.(ispac.name).components(k).coeff_str, lhs_);
else
lhs_ = sprintf('%s*(%s)', M_.pac.(ispac.name).components(k).coeff_str, lhs_);
end
end
lhs = sprintf('%s+%s', lhs, lhs_);
end
end
RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), lhs);
else
auxlhs = M_.lhs{M_.pac.(ispac.name).aux_id};
if isempty(growthneutralitycorrection)
RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), auxlhs);
else
RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), sprintf('%s+%s', auxlhs, growthneutralitycorrection));
end
end
else
% MCE version of the PAC equation.
if ~isfield(M_.pac.(ispac.name), 'components')
auxlhs = M_.endo_names{M_.pac.(ispac.name).mce.z};
[rhs, growthneutralitycorrection] = write_pac_mce_expectations(eqtags{i}, ispac.name, auxlhs);
if isempty(growthneutralitycorrection)
RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), auxlhs);
else
RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), sprintf('%s+%s', auxlhs, growthneutralitycorrection)); end
else
n = length(M_.pac.(ispac.name).components);
auxlhs = cell(n, 1);
rhs = cell(n, 1);
growthneutralitycorrection = cell(n, 1);
for c=1:n
auxlhs{c} = M_.endo_names{M_.pac.(ispac.name).mce.z(c)};
[rhs{c}, growthneutralitycorrection{c}] = write_pac_mce_expectations(eqtags{i}, ispac.name, auxlhs{c}, c);
end
if isempty(growthneutralitycorrection{1})
if strcmp(M_.pac.(ispac.name).components(1).coeff_str, '1')
RHS__ = auxlhs{1};
else
RHS__ = sprintf('%s*%s', M_.pac.(ispac.name).components(1).coeff_str, auxlhs{1});
end
else
if strcmp(M_.pac.(ispac.name).components(1).coeff_str, '1')
RHS__ = sprintf('%s+%s', auxlhs{1}, growthneutralitycorrection{1});
else
RHS__ = sprintf('%s*(%s+%s)', M_.pac.(ispac.name).components(1).coeff_str, auxlhs{1}, growthneutralitycorrection{1});
end
end
for c=2:n
if isempty(growthneutralitycorrection{c})
if strcmp(M_.pac.(ispac.name).components(c).coeff_str, '1')
RHS__ = sprintf('%s+%s', RHS__, auxlhs{c});
else
RHS__ = sprintf('%s+%s*%s', RHS__, M_.pac.(ispac.name).components(c).coeff_str, auxlhs{c});
end
else
if strcmp(M_.pac.(ispac.name).components(c).coeff_str, '1')
RHS__ = sprintf('%s+%s+%s', RHS__, auxlhs{c}, growthneutralitycorrection{c});
else
RHS__ = sprintf('%s+%s*(%s+%s)', RHS__, M_.pac.(ispac.name).components(c).coeff_str, auxlhs{c}, growthneutralitycorrection{c});
end
end
end
RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), RHS__);
end
end
end
if ~isempty(istar)
if substitutetarget
RHS = strrep(RHS, sprintf('pac_target_nonstationary(model_name = %s)', ispac.name), targetexpr());
else
if ~donotpicktarget
auxlhs{end+1} = M_.endo_names{M_.pac.(ispac.name).ec.vars(M_.pac.(ispac.name).ec.istarget)};
rhs{end+1} = M_.aux_vars(strmatch(auxlhs{end}, M_.endo_names, 'exact')==[M_.aux_vars(:).endo_index]).orig_expr;
rhs{end} = remove_aux_variables_from_expression(rhs{end}, M_);
RHS = strrep(RHS, sprintf('pac_target_nonstationary(model_name = %s)', ispac.name), sprintf('%s(-1)', auxlhs{end}));
else
RHS = strrep(RHS, sprintf('pac_target_nonstationary(model_name = %s)', ispac.name), sprintf('%s(-1)', M_.endo_names{M_.pac.(ispac.name).ec.vars(M_.pac.(ispac.name).ec.istarget)}));
end
end
end
% Print equation for unrolled PAC/VAR-expectation and update
% list of parameters and endogenous variables (if any).
if ~isempty(rhs)
% Note that the call to get_variables_and_parameters_in_equation()
% will not return the lhs variable in expectation_enames since
% the name is created on the fly and is not a member of M_.endo_names.
expectation_pnames = get_variables_and_parameters_in_equation('', rhs, M_);
expectation_enames = get_variables_and_parameters_in_expression(auxlhs);
expectation_xnames = get_variables_and_parameters_in_expression(rhs);
pnames = union(pnames, expectation_pnames);
xnames = union(xnames, setdiff(expectation_xnames, expectation_pnames));
enames = union(enames, expectation_enames);
if ischar(rhs)
fprintf(fid, '[name=''%s'']\n', auxlhs); fprintf(fid, '%s = %s;\n\n', auxlhs, rhs);
else
for k=1:length(rhs)
fprintf(fid, '[name=''%s'']\n', auxlhs{k});
fprintf(fid, '%s = %s;\n\n', auxlhs{k}, rhs{k});
end
end
if ~isempty(ispac) && isfield(M_.pac.(ispac.name), 'components')
for k=1:length(M_.pac.(ispac.name).components)
if ~isequal(M_.pac.(ispac.name).components(k).coeff_str, '1')
params = get_variables_and_parameters_in_expression(M_.pac.(ispac.name).components(k).coeff_str);
pnames = union(pnames, params);
end
end
end
else
pRHS = get_variables_and_parameters_in_equation('', RHS, M_);
xRHS = get_variables_and_parameters_in_expression(RHS);
xnames = union(xnames, setdiff(xRHS, pRHS));
pnames = union(pnames, pRHS);
end
% Update pnames, enames and xnames if PAC with growth neutrality correction.
if ~isempty(ispac) && ~isempty(growthneutralitycorrection)
if iscell(growthneutralitycorrection)
growthneutralitycorrection_pnames = [];
growthneutralitycorrection_enames = [];
growthneutralitycorrection_xnames = [];
for component=1:length(growthneutralitycorrection)
if ~isempty(growthneutralitycorrection{component})
[tmp_pnames, tmp_enames, tmp_xnames] = get_variables_and_parameters_in_equation('', growthneutralitycorrection{component}, M_);
growthneutralitycorrection_pnames = union(growthneutralitycorrection_pnames, tmp_pnames);
growthneutralitycorrection_xnames = union(growthneutralitycorrection_xnames, tmp_xnames);
growthneutralitycorrection_enames = union(growthneutralitycorrection_enames, tmp_enames);
end
end
else
[growthneutralitycorrection_pnames, ...
growthneutralitycorrection_enames, ...
growthneutralitycorrection_xnames] = get_variables_and_parameters_in_equation('', growthneutralitycorrection, M_);
end
if ~isempty(growthneutralitycorrection_pnames)
pnames = union(pnames, growthneutralitycorrection_pnames);
end
if ~isempty(growthneutralitycorrection_enames)
xnames = union(xnames, growthneutralitycorrection_enames);
end
if ~isempty(growthneutralitycorrection_xnames)
xnames = union(xnames, growthneutralitycorrection_xnames);
end
end
% Print tags
if iscell(json.model)
tfields = fieldnames(json.model{eqnum}.tags);
tags = sprintf('%s=''%s''', tfields{1}, json.model{eqnum}.tags.(tfields{1}));
for j=2:length(tfields)
if ~isempty(json.model{eqnum}.tags.(tfields{j}))
tags = sprintf('%s, %s=''%s''', tags, tfields{j}, json.model{eqnum}.tags.(tfields{j}));
end
end
else
tfields = fieldnames(json.model.tags);
tags = sprintf('%s=''%s''', tfields{1}, json.model.tags.(tfields{1}));
for j=2:length(tfields)
if ~isempty(json.model.tags.(tfields{j}))
tags = sprintf('%s, %s=''%s''', tags, tfields{j}, json.model.tags.(tfields{j}));
end
end
end
fprintf(fid, '[%s]\n', tags);
% Print equation. fprintf(fid, '%s = %s;\n\n', lhs_expression, RHS);
% Update lists of parameters, endogenous variables and exogenous variables.
plist = union(plist, pnames);
elist = union(elist, enames);
xlist = union(xlist, xnames);
end
catch e
fclose(fid);
fprintf(2, '%s\n', e.message)
fprintf(2, 'Delete ''%s'' file.\n', sprintf('%s/model.inc', outfold))
delete(sprintf('%s/model.inc', outfold))
return
end
fclose(fid);
% Export parameters
if ~isempty(plist)
fid = fopen(sprintf('%s/parameters.inc', outfold), 'w');
fprintf(fid, 'parameters %s;', sprintf('%s ', plist{:}));
fclose(fid);
end
% Export endogegnous variables
fid = fopen(sprintf('%s/endogenous.inc', outfold), 'w');
printlistofvariables(fid, 'endo', elist, M_, elist);
fclose(fid);
% Export exogenous variables
if ~isempty(xlist)
fid = fopen(sprintf('%s/exogenous.inc', outfold), 'w');
printlistofvariables(fid, 'exo', xlist, M_, xlist);
fclose(fid);
end
% Export parameter values
if ~isempty(plist)
fid = fopen(sprintf('%s/parameter-values.inc', outfold), 'w');
for i=1:length(plist)
id = strcmp(plist{i}, M_.param_names);
if any(id)
if isnan(M_.params(id))
warning('Parameter %s has no value.', plist{i})
else
fprintf(fid, '%s = %s;\n', plist{i}, num2str(M_.params(id), 16));
end
end
end
fclose(fid);
end
function printlistofvariables(fid, kind, list, DynareModel, vappend)
if isfield(DynareModel, sprintf('%s_partitions', kind))
% Some endogenous variables are tagged.
switch kind
case 'exo'
tfields = fieldnames(DynareModel.exo_partitions);
vlist = 'varexo';
vnames = DynareModel.exo_names;
partitions = DynareModel.exo_partitions;
case 'endo'
tfields = fieldnames(DynareModel.endo_partitions);
vlist = 'var';
vnames = DynareModel.endo_names(1:DynareModel.orig_endo_nbr);
partitions = DynareModel.endo_partitions;
otherwise
error('Illegal value for second input argument.')
end
for i = 1:length(list) id = strmatch(list{i}, vnames, 'exact');
if ~isempty(id)
tags = '';
for j=1:length(tfields)
if ~isempty(partitions.(tfields{j}){id})
tags = sprintf('%s, %s=''%s''', tags, tfields{j}, partitions.(tfields{j}){id});
end
end
if ~isempty(tags)
tags = sprintf('(%s)', tags(3:end));
end
elseif ~isempty(strmatch(list{i}, vappend, 'exact'))
% Nothing to do, this variable was renamed by cherrypick
tags = '';
else
if isequal(kind, 'endo') && (isequal(list{i}(end-2:end), '_PE') || isequal(list{i}(end-2:end), '_VE'))
if isequal(list{i}(end-2:end), '_PE')
tags = sprintf('(expectation_kind=''%s'')', 'pac');
else
tags = sprintf('(expectation_kind=''%s'')', 'var');
end
else
error('Unknown variable.')
end
end
if isempty(tags)
vlist = sprintf('%s\n\t%s', vlist, list{i});
else
vlist = sprintf('%s\n\t%s %s', vlist, list{i}, tags);
end
end
fprintf(fid, '%s;', vlist);
else
switch kind
case 'exo'
vlist = 'varexo';
case 'endo'
vlist = 'var';
otherwise
error('Illegal value for second input argument.')
end
for i=1:length(list)
vlist = sprintf('%s\n\t%s', vlist, list{i});
end
fprintf(fid, '%s;', vlist);
end
end
function expr = targetexpr()
if isfield(M_.pac.(ispac.name), 'components')
ns = ~strcmp({M_.pac.(ispac.name).components.kind}, 'll'); % non stationary components
expr = '';
for i=1:length(M_.pac.(ispac.name).components)
if ns(i)
variable = rmauxiliary(M_.endo_names{M_.pac.(ispac.name).components(i).endo_var}, 1);
if isempty(expr)
if strcmp(M_.pac.(ispac.name).components(i).coeff_str, '1')
expr = variable;
else
expr = sprintf('%s*%s', M_.pac.(ispac.name).components(i).coeff_str, variable);
end
else
if strcmp(M_.pac.(ispac.name).components(i).coeff_str, '1')
expr = sprintf('%s+%s', expr, variable);
else
expr = sprintf('%s+%s*%s', expr, M_.pac.(ispac.name).components(i).coeff_str, variable);
end
end
end
end else
expr = rmauxiliary(M_.endo_names{M_.pac.(ispac.name).ec.vars(M_.pac.(ispac.name).ec.istarget)}, 1);
end
end
function variable = rmauxiliary(variable, lag)
transformations = {};
if isauxiliary(variable)
ida = get_aux_variable_id(variable);
op = 0;
while ida
op = op+1;
if isequal(M_.aux_vars(ida).type, 8)
transformations(op) = {'diff'};
variable = M_.endo_names{M_.aux_vars(ida).orig_index};
ida = get_aux_variable_id(variable);
elseif isequal(M_.aux_vars(ida).type, 10)
transformations(op) = {M_.aux_vars(ida).unary_op};
variable = M_.endo_names{M_.aux_vars(ida).orig_index};
ida = get_aux_variable_id(variable);
else
error('This case is not implemented.')
end
end
end
if nargin>1
variable = sprintf('%s(-%u)', variable, lag);
end
for k=length(transformations):-1:1
variable = sprintf('%s(%s)', transformations{k}, variable);
end
end
end