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Verified Commit 55d7397d authored by Sébastien Villemot's avatar Sébastien Villemot
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Remove utilites for converting oo_ between Dynare versions 

It’s not clear that such utilities are useful (people should rather update
their MATLAB). It’s also a lot of work, and it’s probably better to focus on
documenting the incompatibilities.

Closes: #915
parent 078464d8
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matlab/convert_dyn_45_to_44.m deleted 100644 → 0
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− 192
View file @ 078464d8
function oo_ = convert_dyn_45_to_44(M_, options_, oo_,bayestopt_)
%function oo_ = convert_dyn_45_to_44(M_, options_, oo_,bayestopt_)
% Converts oo_ from 4.5 to 4.4
%
% INPUTS
% M_ [struct] dynare model struct
% options_ [struct] dynare options struct
% oo_ [struct] dynare output struct
% bayestopt_ [struct] structure storing information about priors
% OUTPUTS
% oo_ [struct] dynare output struct
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2015-2017 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/>.
%% add initial conditions to Bayesian forecasts
if isfield(oo_,'PointForecast')
var_names=fieldnames(oo_.PointForecast.HPDinf);
moment_names=fieldnames(oo_.PointForecast);
for moment_iter=1:length(moment_names)
for var_iter=1:length(var_names)
if strcmp(moment_names{moment_iter},'deciles')
oo_.MeanForecast.(moment_names{moment_iter}).(var_names{var_iter})=...
[oo_.SmoothedVariables.(moment_names{moment_iter}).(var_names{var_iter})(:,end)*ones(M_.maximum_endo_lag,1) oo_.MeanForecast.(moment_names{moment_iter}).(var_names{var_iter})];
oo_.PointForecast.(moment_names{moment_iter}).(var_names{var_iter})=...
[oo_.SmoothedVariables.(moment_names{moment_iter}).(var_names{var_iter})(:,end)*ones(M_.maximum_endo_lag,1) oo_.PointForecast.(moment_names{moment_iter}).(var_names{var_iter})];
else
oo_.MeanForecast.(moment_names{moment_iter}).(var_names{var_iter})=...
[oo_.SmoothedVariables.(moment_names{moment_iter}).(var_names{var_iter})(end)*ones(M_.maximum_endo_lag,1); oo_.MeanForecast.(moment_names{moment_iter}).(var_names{var_iter})];
oo_.PointForecast.(moment_names{moment_iter}).(var_names{var_iter})=...
[oo_.SmoothedVariables.(moment_names{moment_iter}).(var_names{var_iter})(end)*ones(M_.maximum_endo_lag,1); oo_.PointForecast.(moment_names{moment_iter}).(var_names{var_iter})];
end
end
end
end
%% change HPD-fields back to row vectors
if isfield(oo_,'PointForecast') && isfield(oo_.PointForecast,'HPDinf')
names=fieldnames(oo_.PointForecast.HPDinf);
for ii=1:length(names)
oo_.PointForecast.HPDinf.(names{ii})=oo_.PointForecast.HPDinf.(names{ii})';
oo_.PointForecast.HPDsup.(names{ii})=oo_.PointForecast.HPDsup.(names{ii})';
end
end
if isfield(oo_,'MeanForecast') && isfield(oo_.MeanForecast,'HPDinf')
names=fieldnames(oo_.MeanForecast.HPDinf);
for ii=1:length(names)
oo_.MeanForecast.HPDinf.(names{ii})=oo_.MeanForecast.HPDinf.(names{ii})';
oo_.MeanForecast.HPDsup.(names{ii})=oo_.MeanForecast.HPDsup.(names{ii})';
end
end
if isfield(oo_,'UpdatedVariables') && isfield(oo_.UpdatedVariables,'HPDinf')
names=fieldnames(oo_.UpdatedVariables.HPDinf);
for ii=1:length(names)
oo_.UpdatedVariables.HPDinf.(names{ii})=oo_.UpdatedVariables.HPDinf.(names{ii})';
oo_.UpdatedVariables.HPDsup.(names{ii})=oo_.UpdatedVariables.HPDsup.(names{ii})';
end
end
if isfield(oo_,'SmoothedVariables') && isfield(oo_.SmoothedVariables,'HPDinf')
names=fieldnames(oo_.SmoothedVariables.HPDinf);
for ii=1:length(names)
oo_.SmoothedVariables.HPDinf.(names{ii})=oo_.SmoothedVariables.HPDinf.(names{ii})';
oo_.SmoothedVariables.HPDsup.(names{ii})=oo_.SmoothedVariables.HPDsup.(names{ii})';
end
end
if isfield(oo_,'FilteredVariables') && isfield(oo_.FilteredVariables,'HPDinf')
names=fieldnames(oo_.FilteredVariables.HPDinf);
for ii=1:length(names)
oo_.FilteredVariables.HPDinf.(names{ii})=oo_.FilteredVariables.HPDinf.(names{ii})';
oo_.FilteredVariables.HPDsup.(names{ii})=oo_.FilteredVariables.HPDsup.(names{ii})';
end
end
if isfield(oo_,'SmoothedShocks') && isfield(oo_.SmoothedShocks,'HPDinf')
names=fieldnames(oo_.SmoothedShocks.HPDinf);
for ii=1:length(names)
oo_.SmoothedShocks.HPDinf.(names{ii})=oo_.SmoothedShocks.HPDinf.(names{ii})';
oo_.SmoothedShocks.HPDsup.(names{ii})=oo_.SmoothedShocks.HPDsup.(names{ii})';
end
end
%% subtract mean from classical Updated variables
if isfield(oo_,'UpdatedVariables')
names=fieldnames(oo_.UpdatedVariables);
for ii=1:length(names)
%make sure Bayesian fields are not affected
if ~strcmp(names{ii},'Mean') && ~strcmp(names{ii},'Median') && ~strcmp(names{ii},'deciles') ...
&& ~strcmp(names{ii},'Var') && ~strcmp(names{ii},'HPDinf') && ~strcmp(names{ii},'HPDsup')
current_var_index=find(strmatch(names{ii},deblank(M_.endo_names),'exact'));
if options_.loglinear == 1 %logged steady state must be used
constant_current_variable=log(oo_.dr.ys(current_var_index));
elseif options_.loglinear == 0 %unlogged steady state must be used
constant_current_variable=oo_.dr.ys(current_var_index);
end
oo_.UpdatedVariables.(names{ii})=oo_.UpdatedVariables.(names{ii})-constant_current_variable;
if isfield(oo_.Smoother,'Trend') && isfield(oo_.Smoother.Trend,names{ii})
oo_.UpdatedVariables.(names{ii})=oo_.UpdatedVariables.(names{ii})-oo_.Smoother.Trend.(names{ii});
end
end
end
end
%% padd classical filtered variables with redundant zeros and subtract mean
if isfield(oo_,'FilteredVariables')
names=fieldnames(oo_.FilteredVariables);
for ii=1:length(names)
%make sure Bayesian fields are not affected
if ~strcmp(names{ii},'Mean') && ~strcmp(names{ii},'Median') && ~strcmp(names{ii},'deciles') ...
&& ~strcmp(names{ii},'Var') && ~strcmp(names{ii},'HPDinf') && ~strcmp(names{ii},'HPDsup')
current_var_index=find(strmatch(names{ii},deblank(M_.endo_names),'exact'));
if options_.loglinear == 1 %logged steady state must be used
constant_current_variable=log(oo_.dr.ys(current_var_index));
elseif options_.loglinear == 0 %unlogged steady state must be used
constant_current_variable=oo_.dr.ys(current_var_index);
end
oo_.FilteredVariables.(names{ii})=oo_.FilteredVariables.(names{ii})-constant_current_variable;
if isfield(oo_.Smoother,'Trend') && isfield(oo_.Smoother.Trend,names{ii})
oo_.FilteredVariables.(names{ii})=oo_.FilteredVariables.(names{ii})-oo_.Smoother.Trend.(names{ii});
end
oo_.FilteredVariables.(names{ii})=[0; oo_.FilteredVariables.(names{ii}); zeros(options_.nk-1,1)];
end
end
end
%% resort fields that are in declaration order to decision rule order (previous undocumented behavior)
if ~isempty(options_.nk) && options_.nk ~= 0 && ~isempty(bayestopt_)
if ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file)) %no Bayesian estimation
positions_in_decision_order=oo_.dr.inv_order_var(bayestopt_.smoother_var_list(bayestopt_.smoother_saved_var_list));
if options_.loglinear == 1 %logged steady state must be used
constant_all_variables=log(oo_.dr.ys(bayestopt_.smoother_var_list(bayestopt_.smoother_saved_var_list)));
elseif options_.loglinear == 0 %unlogged steady state must be used
constant_all_variables=oo_.dr.ys(bayestopt_.smoother_var_list(bayestopt_.smoother_saved_var_list));
end
if ~(options_.selected_variables_only && ~(options_.forecast > 0)) %happens only when selected_variables_only is not used
oo_.FilteredVariablesKStepAhead(:,positions_in_decision_order,:)=oo_.FilteredVariablesKStepAhead-constant_all_variables;
if ~isempty(PK) %get K-step ahead variances
oo_.FilteredVariablesKStepAheadVariances(:,positions_in_decision_order,positions_in_decision_order,:)=oo_.FilteredVariablesKStepAheadVariances;
end
if ~isempty(decomp)
oo_.FilteredVariablesShockDecomposition(:,positions_in_decision_order,:,:)=oo_.FilteredVariablesShockDecomposition;
end
else
fprintf('\nconvert_dyn_45_to_44:: Due to a bug in Dynare 4.4.3 with the selected_variables_only option, the previous behavior\n')
fprintf('convert_dyn_45_to_44:: cannot be restored for FilteredVariablesKStepAhead, FilteredVariablesKStepAheadVariances, and\n')
fprintf('convert_dyn_45_to_44:: FilteredVariablesShockDecomposition\n')
end
end
end
if options_.filter_covariance
oo_.Smoother.Variance(oo_.dr.inv_order_var,oo_.dr.inv_order_var,:)=oo_.Smoother.Variance;
end
%% set old field posterior_std and remove new field posterior_std_at_mode
if isfield(oo_,'posterior_std_at_mode')
oo_.posterior_std=oo_.posterior_std_at_mode;
oo_=rmfield(oo_,'posterior_std_at_mode');
end
%Deal with OSR
if ~isempty(M_.osr.variable_weights)
evalin('base','optim_weights_=M_.osr.variable_weights')
end
if ~isempty(M_.osr.variable_indices)
evalin('base','obj_var_=M_.osr.variable_indices')
end
if ~isempty(M_.osr.param_names)
evalin('base','osr_params_=char(M_.osr.param_names)')
end
matlab/convert_oo_.m deleted 100644 → 0
+ 0
− 85
View file @ 078464d8
function oo_ = convert_oo_(M_, options_, oo_, from_ver, to_ver)
%function oo_ = convert_oo_(M_, options_, oo_, from_ver, to_ver)
% Converts oo_ from oo_.dynare_version to ver
%
% INPUTS
% M_ [struct] dynare model struct
% options_ [struct] dynare options struct
% oo_ [struct] dynare output struct
% from_ver [string] original oo_ output version
% to_ver [string] desired oo_ output version
%
% OUTPUTS
% oo_ [struct] dynare output struct
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2015-2017 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/>.
check_valid_ver(to_ver);
check_valid_ver(from_ver);
MIN_VER = '4.4';
MAX_VER = '4.5';
if ver_less_than(to_ver, MIN_VER)
error(['Can only convert as far back as Dynare ' MIN_VER
'. All versions before have the same oo_ structure.']);
end
if ver_greater_than(to_ver, MAX_VER)
error(['Can only convert up to Dynare ' MAX_VER]);
end
min_ver = strsplit(MIN_VER, {'.', '-'});
max_ver = strsplit(MAX_VER, {'.', '-'});
from_ver_split = strsplit(from_ver, {'.', '-'});
to_ver_split = strsplit(to_ver, {'.', '-'});
if length(from_ver_split) ~= 2 || length(to_ver_split) ~= 2
error('The version numbers may only be of the form X.Y');
end
if to_ver_split{2} > from_ver_split{2}
new_to_ver = [to_ver_split{1} '.' num2str(str2double(to_ver_split{2})-1)];
else
new_to_ver = [to_ver_split{1} '.' num2str(str2double(to_ver_split{2})+1)];
end
if strcmp(from_ver, to_ver)
return
end
if ver_greater_than(to_ver, from_ver)
moving_up = 1;
else
moving_up = -1;
end
oo_ = convert_oo_(M_, options_, oo_, from_ver, new_to_ver)
if abs(to_ver_split{2} - (from_ver_split{2} - moving_up)) > 1
new_from_ver = [to_ver_split{1} '.' num2str(str2double(to_ver_split{2}) - moving_up)];
else
new_from_ver = from_ver;
end
eval(['oo_ = convert_dyn_' strrep(new_from_ver, '.', '') '_to_' ...
strrep(to_ver, '.', '') '(M_, options_, oo_);']);
end
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