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dyn.l

  • Forked from Dynare / dynare
    Source project has a limited visibility.
    cherrypick.m 12.23 KiB
    function json = cherrypick(infile, outfold, eqtags, noresids, json)
    
    % 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.
    %
    % 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 © 2019-2021 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
        % Load json file (original mod file)
        json = loadjson_(sprintf('%s/model/json/modfile-original.json', M_.dname));
    end
    
    % Create a new file.
    fid = fopen(sprintf('%s/model.inc', outfold), 'w');
    
    plist = {};
    elist = {};
    xlist = {};
    
    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, ~, xnames] = get_variables_and_parameters_in_equation(LHS, RHS, M_);
        lhs_expression = LHS;
        LHS = get_variables_and_parameters_in_expression(LHS);
        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
            exogenous_variables_to_be_removed = ~ismember(xnames, M_.simulation_exo_names);
            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');
        if ~isempty(isvar)
            rhs = write_expectations(eqtags{i}, isvar.name, 'var');
            lhs = sprintf('%s_VE', eqtags{i});
            RHS = strrep(RHS, sprintf('var_expectation(model_name = %s)', isvar.name), lhs);
        end
        if ~isempty(ispac)
            [rhs, growthneutralitycorrection] = write_expectations(eqtags{i}, ispac.name, 'pac');
            if ~isempty(rhs)
                lhs = sprintf('%s_PE', eqtags{i});
                if isempty(growthneutralitycorrection)
                    RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), lhs);
                else
                    RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), sprintf('%s+%s', lhs, growthneutralitycorrection));
                end
            else
                % MCE version of the PAC equation.
                [rhs, growthneutralitycorrection] = write_pac_mce_expectations(eqtags{i}, ispac.name);
                lhs = sprintf('%s_Z', eqtags{i});
                if isempty(growthneutralitycorrection)
                    RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), lhs);
                else
                    RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), sprintf('%s+%s', lhs, growthneutralitycorrection));
                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(lhs);
            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);
            fprintf(fid, '[name=''%s'']\n', lhs);
            fprintf(fid, '%s = %s;\n\n', lhs, rhs);
        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)
            [growthneutralitycorrection_pnames, ...
                 growthneutralitycorrection_enames, ...
                 growthneutralitycorrection_xnames] = get_variables_and_parameters_in_equation('', growthneutralitycorrection, M_);
            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
    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)
                fprintf(fid, '%s = %s;\n', plist{i}, num2str(M_.params(id), 16));
            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