From 907e087ea979d1cc51eb97a0ea2b8adc7d478bf5 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Tue, 21 May 2013 16:38:17 +0200
Subject: [PATCH] Consider options_.varobs as a cell of strings.
---
matlab/DsgeSmoother.m | 2 +-
matlab/GetPosteriorParametersStatistics.m | 6 +++---
matlab/PlotPosteriorDistributions.m | 2 +-
matlab/PosteriorFilterSmootherAndForecast.m | 6 +++---
matlab/PosteriorIRF.m | 2 +-
matlab/ReshapeMatFiles.m | 4 ++--
matlab/bvar_forecast.m | 10 +++++-----
matlab/bvar_irf.m | 4 ++--
matlab/check_list_of_variables.m | 4 ++--
matlab/compute_moments_varendo.m | 4 ++--
matlab/dsgevar_posterior_density.m | 2 +-
matlab/dyn_forecast.m | 4 ++--
matlab/dynare_estimation.m | 4 ++--
matlab/dynare_estimation_1.m | 17 ++++++++---------
matlab/dynare_estimation_init.m | 8 ++++----
matlab/dynare_identification.m | 11 +----------
matlab/dynare_sensitivity.m | 16 ++++++++--------
matlab/forecast_graphs.m | 11 -----------
matlab/get_posterior_parameters.m | 6 +++---
matlab/get_the_name.m | 2 +-
matlab/get_variables_list.m | 2 +-
matlab/identification_analysis.m | 2 +-
matlab/prior_posterior_statistics.m | 6 +++---
matlab/read_variables.m | 13 ++++++-------
matlab/set_prior.m | 12 ++++++------
matlab/simulated_moment_uncertainty.m | 2 +-
matlab/stoch_simul.m | 2 +-
matlab/subset.m | 2 --
matlab/utilities/dataset/initialize_dataset.m | 2 +-
matlab/var_sample_moments.m | 4 ++--
30 files changed, 74 insertions(+), 98 deletions(-)
diff --git a/matlab/DsgeSmoother.m b/matlab/DsgeSmoother.m
index 4b58ca34e6..2fc6146be5 100644
--- a/matlab/DsgeSmoother.m
+++ b/matlab/DsgeSmoother.m
@@ -59,7 +59,7 @@ R = [];
P = [];
PK = [];
decomp = [];
-nobs = size(options_.varobs,1);
+nobs = length(options_.varobs);
smpl = size(Y,2);
M_ = set_all_parameters(xparam1,estim_params_,M_);
diff --git a/matlab/GetPosteriorParametersStatistics.m b/matlab/GetPosteriorParametersStatistics.m
index 04ca6c86cc..dd3187a977 100644
--- a/matlab/GetPosteriorParametersStatistics.m
+++ b/matlab/GetPosteriorParametersStatistics.m
@@ -177,17 +177,17 @@ if nvn
Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = ...
posterior_moments(Draws,1,options_.mh_conf_sig);
- name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:));
+ name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
else
try
- name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:));
+ name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
[post_mean,hpd_interval,post_var] = Extractoo(oo_,name,type);
catch
Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
[post_mean, post_median, post_var, hpd_interval, post_deciles, density] = ...
posterior_moments(Draws,1,options_.mh_conf_sig);
- name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:));
+ name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
end
end
diff --git a/matlab/PlotPosteriorDistributions.m b/matlab/PlotPosteriorDistributions.m
index 5a622272b5..4321103b8a 100644
--- a/matlab/PlotPosteriorDistributions.m
+++ b/matlab/PlotPosteriorDistributions.m
@@ -89,7 +89,7 @@ for i=1:npar
eval(['pmod = oo_.posterior_mode.shocks_std.' name ';'])
end
elseif i <= nvx+nvn
- name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i-nvx,1),:));
+ name = options_.varobs{estim_params_.nvn_observable_correspondence(i-nvx,1)};
eval(['x1 = oo_.posterior_density.measurement_errors_std.' name '(:,1);'])
eval(['f1 = oo_.posterior_density.measurement_errors_std.' name '(:,2);'])
eval(['oo_.prior_density.mearsurement_errors_std.' name '(:,1) = x2;'])
diff --git a/matlab/PosteriorFilterSmootherAndForecast.m b/matlab/PosteriorFilterSmootherAndForecast.m
index eba61007d2..841bc356f9 100644
--- a/matlab/PosteriorFilterSmootherAndForecast.m
+++ b/matlab/PosteriorFilterSmootherAndForecast.m
@@ -48,7 +48,7 @@ MaxNumberOfPlotPerFigure = 4;% The square root must be an integer!
MaxNumberOfBytes=options_.MaxNumberOfBytes;
endo_nbr=M_.endo_nbr;
exo_nbr=M_.exo_nbr;
-nvobs = size(options_.varobs,1);
+nvobs = length(options_.varobs);
nn = sqrt(MaxNumberOfPlotPerFigure);
iendo = 1:endo_nbr;
i_last_obs = gend+(1-M_.maximum_endo_lag:0);
@@ -70,9 +70,9 @@ B = 200;
MAX_nruns = min(B,ceil(options_.MaxNumberOfBytes/(npar+2)/8));
MAX_nsmoo = min(B,ceil(MaxNumberOfBytes/((endo_nbr)*gend)/8));
MAX_ninno = min(B,ceil(MaxNumberOfBytes/(exo_nbr*gend)/8));
-MAX_nerro = min(B,ceil(MaxNumberOfBytes/(size(options_.varobs,1)*gend)/8));
+MAX_nerro = min(B,ceil(MaxNumberOfBytes/(length(options_.varobs)*gend)/8));
if naK
- MAX_naK = min(B,ceil(MaxNumberOfBytes/(size(options_.varobs,1)* ...
+ MAX_naK = min(B,ceil(MaxNumberOfBytes/(length(options_.varobs)* ...
length(options_.filter_step_ahead)*gend)/8));
end
if horizon
diff --git a/matlab/PosteriorIRF.m b/matlab/PosteriorIRF.m
index 42e11640a7..3286330eda 100644
--- a/matlab/PosteriorIRF.m
+++ b/matlab/PosteriorIRF.m
@@ -42,7 +42,7 @@ end
% Set varlist if necessary
varlist = options_.varlist;
if isempty(varlist)
- varlist = options_.varobs;
+ varlist = char(options_.varobs);
end
options_.varlist = varlist;
nvar = size(varlist,1);
diff --git a/matlab/ReshapeMatFiles.m b/matlab/ReshapeMatFiles.m
index 06acd73722..1ad90fce11 100644
--- a/matlab/ReshapeMatFiles.m
+++ b/matlab/ReshapeMatFiles.m
@@ -70,7 +70,7 @@ switch type
TYPEarray = 4;
case 'irf_bvardsge'
CAPtype = 'IRF_BVARDSGE';
- TYPEsize = [ options_.irf , size(options_.varobs,1) , M_.exo_nbr ];
+ TYPEsize = [ options_.irf , length(options_.varobs) , M_.exo_nbr ];
TYPEarray = 4;
case 'smooth'
CAPtype = 'SMOOTH';
@@ -82,7 +82,7 @@ switch type
TYPEarray = 3;
case 'error'
CAPtype = 'ERROR';
- TYPEsize = [ size(options_.varobs,1) , options_.nobs ];
+ TYPEsize = [ length(options_.varobs) , options_.nobs ];
TYPEarray = 3;
case 'innov'
CAPtype = 'INNOV';
diff --git a/matlab/bvar_forecast.m b/matlab/bvar_forecast.m
index 03100c0530..1b88e0ae61 100644
--- a/matlab/bvar_forecast.m
+++ b/matlab/bvar_forecast.m
@@ -122,7 +122,7 @@ for i = 1:ny
dyn_graph=dynare_graph(dyn_graph,[ sims_no_shock_median(:, i) ...
sims_no_shock_up_conf(:, i) sims_no_shock_down_conf(:, i) ...
sims_with_shocks_up_conf(:, i) sims_with_shocks_down_conf(:, i) ], ...
- options_.varobs(i, :));
+ options_.varobs{i});
end
dyn_saveas(dyn_graph.fh,[OutputDirectoryName '/' M_.fname '_BVAR_forecast_',num2str(nlags)],options_)
@@ -146,8 +146,8 @@ if ~isempty(forecast_data.realized_val)
fprintf('RMSE of BVAR(%d):\n', nlags);
- for i = 1:size(options_.varobs, 1)
- fprintf('%s: %10.4f\n', options_.varobs(i, :), rmse(i));
+ for i = 1:length(options_.varobs)
+ fprintf('%s: %10.4f\n', options_.varobs{i}, rmse(i));
end
end
@@ -162,8 +162,8 @@ if ~isdir(DirectoryName)
end
save([ DirectoryName '/simulations.mat'], 'sims_no_shock', 'sims_with_shocks');
-for i = 1:size(options_.varobs, 1)
- name = options_.varobs(i, :);
+for i = 1:length(options_.varobs)
+ name = options_.varobs{i};
sims = squeeze(sims_with_shocks(:,i,:));
eval(['oo_.bvar.forecast.with_shocks.Mean.' name ' = mean(sims, 2);']);
diff --git a/matlab/bvar_irf.m b/matlab/bvar_irf.m
index d742915d7c..d7528f79bc 100644
--- a/matlab/bvar_irf.m
+++ b/matlab/bvar_irf.m
@@ -138,9 +138,9 @@ save([ DirectoryName '/simulations.mat'], 'sampled_irfs');
% Save results in oo_
for i=1:ny
- shock_name = options_.varobs(i, :);
+ shock_name = options_.varobs{i};
for j=1:ny
- variable_name = options_.varobs(j, :);
+ variable_name = options_.varobs{j};
eval(['oo_.bvar.irf.Mean.' variable_name '.' shock_name ' = posterior_mean_irfs(' int2str(j) ',' int2str(i) ',:);'])
eval(['oo_.bvar.irf.Median.' variable_name '.' shock_name ' = posterior_median_irfs(' int2str(j) ',' int2str(i) ',:);'])
eval(['oo_.bvar.irf.Var.' variable_name '.' shock_name ' = posterior_variance_irfs(' int2str(j) ',' int2str(i) ',:);'])
diff --git a/matlab/check_list_of_variables.m b/matlab/check_list_of_variables.m
index 415e8759e3..f08bf13124 100644
--- a/matlab/check_list_of_variables.m
+++ b/matlab/check_list_of_variables.m
@@ -41,7 +41,7 @@ if options_.dsge_var && options_.bayesian_irf
msg = 1;
end
end
- if size(varlist,1)~=size(options_.varobs)
+ if size(varlist,1)~=length(options_.varobs)
msg = 1;
end
if msg
@@ -50,7 +50,7 @@ if options_.dsge_var && options_.bayesian_irf
skipline()
end
end
- varlist = options_.varobs;
+ varlist = char(options_.varobs);
return
end
diff --git a/matlab/compute_moments_varendo.m b/matlab/compute_moments_varendo.m
index 5093ffc52c..6482afb746 100644
--- a/matlab/compute_moments_varendo.m
+++ b/matlab/compute_moments_varendo.m
@@ -36,14 +36,14 @@ function oo_ = compute_moments_varendo(type,options_,M_,oo_,var_list_)
if strcmpi(type,'posterior')
posterior = 1;
if nargin==4
- var_list_ = options_.varobs;
+ var_list_ = char(options_.varobs);
end
elseif strcmpi(type,'prior')
posterior = 0;
if nargin==4
var_list_ = options_.prior_analysis_endo_var_list;
if isempty(var_list_)
- options_.prior_analysis_var_list = options_.varobs;
+ options_.prior_analysis_var_list = char(options_.varobs);
end
end
else
diff --git a/matlab/dsgevar_posterior_density.m b/matlab/dsgevar_posterior_density.m
index 9ff74e1451..1ea09d5710 100644
--- a/matlab/dsgevar_posterior_density.m
+++ b/matlab/dsgevar_posterior_density.m
@@ -38,7 +38,7 @@ dsge_prior_weight = M_.params(strmatch('dsge_prior_weight',M_.param_names));
DSGE_PRIOR_WEIGHT = floor(gend*(1+dsge_prior_weight));
bvar.NumberOfLags = options_.varlag;
-bvar.NumberOfVariables = size(options_.varobs,1);
+bvar.NumberOfVariables = length(options_.varobs);
bvar.Constant = 'no';
bvar.NumberOfEstimatedParameters = bvar.NumberOfLags*bvar.NumberOfVariables;
if ~options_.noconstant
diff --git a/matlab/dyn_forecast.m b/matlab/dyn_forecast.m
index bea68db53b..5df0edbf80 100644
--- a/matlab/dyn_forecast.m
+++ b/matlab/dyn_forecast.m
@@ -81,8 +81,8 @@ switch task
order_var = oo_.dr.order_var;
i_var_obs = [];
trend_coeffs = [];
- for i=1:size(var_obs,1)
- tmp = strmatch(var_obs(i,:),endo_names(i_var,:),'exact');
+ for i=1:length(var_obs)
+ tmp = strmatch(var_obs{i},endo_names(i_var,:),'exact');
if ~isempty(tmp)
i_var_obs = [ i_var_obs; tmp];
trend_coeffs = [trend_coeffs; oo_.Smoother.TrendCoeffs(i)];
diff --git a/matlab/dynare_estimation.m b/matlab/dynare_estimation.m
index 4627a54b24..4eaec12fa2 100644
--- a/matlab/dynare_estimation.m
+++ b/matlab/dynare_estimation.m
@@ -94,7 +94,7 @@ if nnobs > 1 && horizon > 0
end
endo_names = M_.endo_names;
- n_varobs = size(options_.varobs,1);
+ n_varobs = length(options_.varobs);
if isempty(var_list)
var_list = endo_names;
@@ -116,7 +116,7 @@ if nnobs > 1 && horizon > 0
IdObs = zeros(n_varobs,1);
for j=1:n_varobs
- iobs = strmatch(options_.varobs(j,:),var_list,'exact');
+ iobs = strmatch(options_.varobs{j},var_list,'exact');
if ~isempty(iobs)
IdObs(j,1) = iobs;
end
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index f3fb2b76c5..b9540d1fdc 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -120,7 +120,7 @@ missing_value = dataset_.missing.state;
% Set number of observations
gend = options_.nobs;
% Set the number of observed variables.
-n_varobs = size(options_.varobs,1);
+n_varobs = length(options_.varobs);
% Get the number of parameters to be estimated.
nvx = estim_params_.nvx; % Variance of the structural innovations (number of parameters).
nvn = estim_params_.nvn; % Variance of the measurement innovations (number of parameters).
@@ -560,9 +560,9 @@ if ~options_.cova_compute
end
if any(bayestopt_.pshape > 0) && ~options_.mh_posterior_mode_estimation
- %% display results table and store parameter estimates and standard errors in results
+ % display results table and store parameter estimates and standard errors in results
oo_=display_estimation_results_table(xparam1,stdh,M_,options_,estim_params_,bayestopt_,oo_,pnames,'Posterior','posterior');
- %% Laplace approximation to the marginal log density:
+ % Laplace approximation to the marginal log density:
if options_.cova_compute
estim_params_nbr = size(xparam1,1);
scale_factor = -sum(log10(diag(invhess)));
@@ -783,8 +783,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
number_of_plots_to_draw = number_of_plots_to_draw + 1;
index = cat(1,index,i);
end
- eval(['oo_.SmoothedMeasurementErrors.' deblank(options_.varobs(i,:)) ...
- ' = measurement_error(i,:)'';']);
+ eval(['oo_.SmoothedMeasurementErrors.' options_.varobs{i} ' = measurement_error(i,:)'';']);
end
if ~options_.nograph
[nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_plots_to_draw);
@@ -813,7 +812,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
hold on
plot(1:gend,measurement_error(index(k),:),marker_string{2,1},'linewidth',1)
hold off
- name = deblank(options_.varobs(index(k),:));
+ name = deblank(options_.varobs{index(k)});
if gend>1
xlim([1 gend])
end
@@ -827,7 +826,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
set(gca,'XTickLabel',options_.XTickLabel)
end
if options_.TeX
- idx = strmatch(options_.varobs(index(k),:),M_.endo_names,'exact');
+ idx = strmatch(options_.varobs{index(k)},M_.endo_names,'exact');
texname = M_.endo_names_tex(idx,:);
if isempty(TeXNAMES)
TeXNAMES = ['$ ' deblank(texname) ' $'];
@@ -888,7 +887,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
hold on
plot(1:gend,rawdata(:,k),marker_string{2,1},'linewidth',1)
hold off
- name = deblank(options_.varobs(k,:));
+ name = options_.varobs{k};
if isempty(NAMES)
NAMES = name;
else
@@ -902,7 +901,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
xlim([1 gend])
end
if options_.TeX
- idx = strmatch(options_.varobs(k,:),M_.endo_names,'exact');
+ idx = strmatch(options_.varobs{k},M_.endo_names,'exact');
texname = M_.endo_names_tex(idx,:);
if isempty(TeXNAMES)
TeXNAMES = ['$ ' deblank(texname) ' $'];
diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 6415bf7537..74d0b6089f 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -116,7 +116,7 @@ else
end
% Set the number of observed variables.
-n_varobs = size(options_.varobs,1);
+n_varobs = length(options_.varobs);
% Set priors over the estimated parameters.
if ~isempty(estim_params_)
@@ -224,8 +224,8 @@ end
var_obs_index = [];
k1 = [];
for i=1:n_varobs
- var_obs_index = [var_obs_index; strmatch(deblank(options_.varobs(i,:)),M_.endo_names(dr.order_var,:),'exact')];
- k1 = [k1; strmatch(deblank(options_.varobs(i,:)),M_.endo_names, 'exact')];
+ var_obs_index = [var_obs_index; strmatch(options_.varobs{i},M_.endo_names(dr.order_var,:),'exact')];
+ k1 = [k1; strmatch(options_.varobs{i},M_.endo_names, 'exact')];
end
% Define union of observed and state variables
@@ -380,4 +380,4 @@ if all(abs(oo_.steady_state(bayestopt_.mfys))<1e-9)
options_.noconstant = 1;
else
options_.noconstant = 0;
-end
\ No newline at end of file
+end
diff --git a/matlab/dynare_identification.m b/matlab/dynare_identification.m
index 0f22ad9e21..133ebdcc28 100644
--- a/matlab/dynare_identification.m
+++ b/matlab/dynare_identification.m
@@ -132,7 +132,7 @@ options_.smoother=1;
options_ident.analytic_derivation_mode = options_.analytic_derivation_mode;
if isempty(dataset_),
dataset_.info.ntobs = periods;
- dataset_.info.nvobs = rows(options_.varobs);
+ dataset_.info.nvobs = length(options_.varobs);
dataset_.info.varobs = options_.varobs;
dataset_.rawdata = [];
dataset_.missing.state = 0;
@@ -145,17 +145,8 @@ if isempty(dataset_),
dataset_.missing.no_more_missing_observations = 1;
dataset_.descriptive.mean = [];
dataset_.data = [];
-
-% data_info.gend = periods;
-% data_info.data = [];
-% data_info.data_index = [];
-% data_info.number_of_observations = periods*size(options_.varobs,1);
-% data_info.no_more_missing_observations = 0;
-% data_info.missing_value = 0;
end
-% results = prior_sampler(0,M_,bayestopt_,options_,oo_);
-
if prior_exist
if any(bayestopt_.pshape > 0)
if options_ident.prior_range
diff --git a/matlab/dynare_sensitivity.m b/matlab/dynare_sensitivity.m
index 14df1e83be..ede905c339 100644
--- a/matlab/dynare_sensitivity.m
+++ b/matlab/dynare_sensitivity.m
@@ -400,9 +400,9 @@ if options_gsa.glue,
Obs.data = data;
Obs.time = [1:gend];
Obs.num = gend;
- for j=1:size(options_.varobs,1)
- Obs.name{j} = deblank(options_.varobs(j,:));
- vj=deblank(options_.varobs(j,:));
+ for j=1:length(options_.varobs)
+ Obs.name{j} = options_.varobs{j};
+ vj = options_.varobs{j};
jxj = strmatch(vj,lgy_(dr_.order_var,:),'exact');
js = strmatch(vj,lgy_,'exact');
@@ -440,7 +440,7 @@ if options_gsa.glue,
ismoo(j)=jxj;
end
- jsmoo = size(options_.varobs,1);
+ jsmoo = length(options_.varobs);
for j=1:M_.endo_nbr,
if ~ismember(j,ismoo),
jsmoo=jsmoo+1;
@@ -465,10 +465,10 @@ if options_gsa.glue,
Exo(j).name = deblank(tit(j,:));
end
if ~options_gsa.ppost
- Lik(size(options_.varobs,1)+1).name = 'logpo';
- Lik(size(options_.varobs,1)+1).ini = 'yes';
- Lik(size(options_.varobs,1)+1).isam = 1;
- Lik(size(options_.varobs,1)+1).data = -logpo2;
+ Lik(length(options_.varobs)+1).name = 'logpo';
+ Lik(length(options_.varobs)+1).ini = 'yes';
+ Lik(length(options_.varobs)+1).isam = 1;
+ Lik(length(options_.varobs)+1).data = -logpo2;
end
Sam.name = bayestopt_.name;
Sam.dim = [size(x) 0];
diff --git a/matlab/forecast_graphs.m b/matlab/forecast_graphs.m
index f95b77541d..739e229d6e 100644
--- a/matlab/forecast_graphs.m
+++ b/matlab/forecast_graphs.m
@@ -24,10 +24,6 @@ nr = 3;
exo_nbr = M_.exo_nbr;
endo_names = M_.endo_names;
fname = M_.fname;
-% $$$ varobs = options_.varobs;
-% $$$ y = oo_.SmoothedVariables;
-% $$$ ys = oo_.dr.ys;
-% $$$ gend = size(y,2);
yf = oo_.forecast.Mean;
hpdinf = oo_.forecast.HPDinf;
hpdsup = oo_.forecast.HPDsup;
@@ -44,13 +40,6 @@ for i = 1:size(var_list)
end
nvar = length(i_var);
-% $$$ % build trend for smoothed variables if necessary
-% $$$ trend = zeros(size(varobs,1),10);
-% $$$ if isfield(oo_.Smoother,'TrendCoeffs')
-% $$$ trend_coeffs = oo_.Smoother.TrendCoeffs;
-% $$$ trend = trend_coeffs*(gend-9:gend);
-% $$$ end
-
% create subdirectory <fname>/graphs if id doesn't exist
if ~exist(fname, 'dir')
mkdir('.',fname);
diff --git a/matlab/get_posterior_parameters.m b/matlab/get_posterior_parameters.m
index 8c4a9c8ebb..b8676c2d40 100644
--- a/matlab/get_posterior_parameters.m
+++ b/matlab/get_posterior_parameters.m
@@ -50,7 +50,7 @@ end
for i=1:nvn
k1 = estim_params_.nvn_observable_correspondence(i,1);
- name1 = deblank(options_.varobs(k1,:));
+ name1 = options_.varobs{k1};
xparam(m) = eval(['oo_.posterior_' type '.measurement_errors_std.' name1]);
m = m+1;
end
@@ -69,8 +69,8 @@ end
for i=1:ncn
k1 = estim_params_.corrn_observable_correspondence(i,1);
k2 = estim_params_.corrn_observable_correspondence(i,2);
- name1 = deblank(options_.varobs(k1,:));
- name2 = deblank(options_.varobs(k2,:));
+ name1 = options_.varobs{k1};
+ name2 = options_.varobs{k2};
xparam(m) = eval(['oo_.posterior_' type '.measurement_errors_corr.' name1 '_' name2]);
m = m+1;
end
diff --git a/matlab/get_the_name.m b/matlab/get_the_name.m
index bd6172a223..9251dd2f96 100644
--- a/matlab/get_the_name.m
+++ b/matlab/get_the_name.m
@@ -73,7 +73,7 @@ if k <= nvx
texnam = ['$ SE_{' tname '} $'];
end
elseif k <= (nvx+nvn)
- vname = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(k-estim_params_.nvx,1),:));
+ vname = options_.varobs{estim_params_.nvn_observable_correspondence(k-estim_params_.nvx,1)};
nam=['SE_EOBS_',vname];
if TeX
tname = deblank(M_.endo_names_tex(estim_params_.var_endo(k-estim_params_.nvx,1),:));
diff --git a/matlab/get_variables_list.m b/matlab/get_variables_list.m
index 853b1169f9..5d6a93c84f 100644
--- a/matlab/get_variables_list.m
+++ b/matlab/get_variables_list.m
@@ -35,7 +35,7 @@ function [ivar,vartan,options_] = get_variables_list(options_,M_)
varlist = options_.varlist;
if isempty(varlist)
- varlist = options_.varobs;
+ varlist = char(options_.varobs);
options_.varlist = varlist;
end
nvar = rows(varlist);
diff --git a/matlab/identification_analysis.m b/matlab/identification_analysis.m
index 07f5ce50fb..61d732aa41 100644
--- a/matlab/identification_analysis.m
+++ b/matlab/identification_analysis.m
@@ -140,7 +140,7 @@ if info(1)==0,
end
analytic_derivation = options_.analytic_derivation;
options_.analytic_derivation = -2;
- info = stoch_simul(options_.varobs);
+ info = stoch_simul(char(options_.varobs));
data_info.data=oo_.endo_simul(options_.varobs_id,100+1:end);
% datax=data;
derivatives_info.no_DLIK=1;
diff --git a/matlab/prior_posterior_statistics.m b/matlab/prior_posterior_statistics.m
index 2bd265d05a..936b307ad8 100644
--- a/matlab/prior_posterior_statistics.m
+++ b/matlab/prior_posterior_statistics.m
@@ -58,7 +58,7 @@ naK = length(options_.filter_step_ahead);
MaxNumberOfBytes=options_.MaxNumberOfBytes;
endo_nbr=M_.endo_nbr;
exo_nbr=M_.exo_nbr;
-nvobs = size(options_.varobs,1);
+nvobs = length(options_.varobs);
iendo = 1:endo_nbr;
horizon = options_.forecast;
% moments_varendo = options_.moments_varendo;
@@ -114,9 +114,9 @@ end
MAX_nruns = min(B,ceil(MaxNumberOfBytes/(npar+2)/8));
MAX_nsmoo = min(B,ceil(MaxNumberOfBytes/((endo_nbr)*gend)/8));
MAX_ninno = min(B,ceil(MaxNumberOfBytes/(exo_nbr*gend)/8));
-MAX_nerro = min(B,ceil(MaxNumberOfBytes/(size(options_.varobs,1)*gend)/8));
+MAX_nerro = min(B,ceil(MaxNumberOfBytes/(length(options_.varobs)*gend)/8));
if naK
- MAX_naK = min(B,ceil(MaxNumberOfBytes/(size(options_.varobs,1)* ...
+ MAX_naK = min(B,ceil(MaxNumberOfBytes/(length(options_.varobs)* ...
length(options_.filter_step_ahead)*gend)/8));
end
if horizon
diff --git a/matlab/read_variables.m b/matlab/read_variables.m
index 3011846db1..cc0979307d 100644
--- a/matlab/read_variables.m
+++ b/matlab/read_variables.m
@@ -42,7 +42,7 @@ if ~isempty(directory)
end
dyn_size_01 = size(dyn_data_01,1);
-var_size_01 = size(var_names_01,1);
+var_size_01 = length(var_names_01);
% Auto-detect extension if not provided
if isempty(extension)
@@ -71,7 +71,7 @@ switch (extension)
case '.m'
eval(basename);
for dyn_i_01=1:var_size_01
- dyn_tmp_01 = eval(var_names_01(dyn_i_01,:));
+ dyn_tmp_01 = eval(var_names_01{dyn_i_01});
if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
cd(old_pwd)
error('data size is too large')
@@ -81,7 +81,7 @@ switch (extension)
case '.mat'
s = load(basename);
for dyn_i_01=1:var_size_01
- dyn_tmp_01 = s.(deblank(var_names_01(dyn_i_01,:)));
+ dyn_tmp_01 = s.(var_names_01{dyn_i_01});
if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
cd(old_pwd)
error('data size is too large')
@@ -96,7 +96,7 @@ switch (extension)
end
end
for dyn_i_01=1:var_size_01
- iv = strmatch(var_names_01(dyn_i_01,:),raw(1,:),'exact');
+ iv = strmatch(var_names_01{dyn_i_01},raw(1,:),'exact');
dyn_tmp_01 = [raw{2:end,iv}]';
if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
cd(old_pwd)
@@ -106,9 +106,8 @@ switch (extension)
end
case '.csv'
[freq,init,data,varlist] = load_csv_file_data(fullname);
- %var_names_01 = deblank(var_names_01);
for dyn_i_01=1:var_size_01
- iv = strmatch(strtrim(var_names_01(dyn_i_01,:)),varlist,'exact');
+ iv = strmatch(var_names_01{dyn_i_01},varlist,'exact');
if ~isempty(iv)
dyn_tmp_01 = [data(2:end,iv)]';
if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
@@ -118,7 +117,7 @@ switch (extension)
dyn_data_01(:,dyn_i_01) = dyn_tmp_01;
else
cd(old_pwd)
- error([strtrim(var_names_01(dyn_i_01,:)) ' not found in ' fullname])
+ error([var_names_01{dyn_i_01} ' not found in ' fullname])
end
end
otherwise
diff --git a/matlab/set_prior.m b/matlab/set_prior.m
index f82223ec85..2c5c0cf302 100644
--- a/matlab/set_prior.m
+++ b/matlab/set_prior.m
@@ -76,11 +76,11 @@ end
if nvn
estim_params_.nvn_observable_correspondence=NaN(nvn,1); % stores number of corresponding observable
if isequal(M_.H,0)
- nvarobs = size(options_.varobs,1);
+ nvarobs = length(options_.varobs);
M_.H = zeros(nvarobs,nvarobs);
end
for i=1:nvn
- obsi_ = strmatch(deblank(M_.endo_names(estim_params_.var_endo(i,1),:)),deblank(options_.varobs),'exact');
+ obsi_ = strmatch(deblank(M_.endo_names(estim_params_.var_endo(i,1),:)),options_.varobs,'exact');
if isempty(obsi_)
error(['The variable ' deblank(M_.endo_names(estim_params_.var_endo(i,1),:)) ' has to be declared as observable since you assume a measurement error on it.'])
end
@@ -95,7 +95,7 @@ if nvn
bayestopt_.p3 = [ bayestopt_.p3; estim_params_.var_endo(:,8)];
bayestopt_.p4 = [ bayestopt_.p4; estim_params_.var_endo(:,9)];
bayestopt_.jscale = [ bayestopt_.jscale; estim_params_.var_endo(:,10)];
- bayestopt_.name = [ bayestopt_.name; cellstr(options_.varobs(estim_params_.nvn_observable_correspondence,:))];
+ bayestopt_.name = [ bayestopt_.name; options_.varobs{estim_params_.nvn_observable_correspondence}];
end
if ncx
xparam1 = [xparam1; estim_params_.corrx(:,3)];
@@ -114,7 +114,7 @@ end
if ncn
estim_params_.corrn_observable_correspondence=NaN(ncn,2);
if isequal(M_.H,0)
- nvarobs = size(options_.varobs,1);
+ nvarobs = length(options_.varobs);
M_.H = zeros(nvarobs,nvarobs);
end
xparam1 = [xparam1; estim_params_.corrn(:,3)];
@@ -132,8 +132,8 @@ if ncn
for i=1:ncn
k1 = estim_params_.corrn(i,1);
k2 = estim_params_.corrn(i,2);
- obsi1 = strmatch(deblank(M_.endo_names(k1,:)),deblank(options_.varobs),'exact'); %find correspondence to varobs to construct H in set_all_paramters
- obsi2 = strmatch(deblank(M_.endo_names(k2,:)),deblank(options_.varobs),'exact');
+ obsi1 = strmatch(deblank(M_.endo_names(k1,:)),options_.varobs,'exact'); %find correspondence to varobs to construct H in set_all_paramters
+ obsi2 = strmatch(deblank(M_.endo_names(k2,:)),options_.varobs,'exact');
estim_params_.corrn_observable_correspondence(i,:)=[obsi1,obsi2]; %save correspondence
end
end
diff --git a/matlab/simulated_moment_uncertainty.m b/matlab/simulated_moment_uncertainty.m
index 0815c7a6b0..d41f138359 100644
--- a/matlab/simulated_moment_uncertainty.m
+++ b/matlab/simulated_moment_uncertainty.m
@@ -30,7 +30,7 @@ for j=1:replic;
options_.noprint = 1;
options_.order = 1;
options_.periods = periods;
- info = stoch_simul(options_.varobs);
+ info = stoch_simul(char(options_.varobs));
dum=[oo_.mean; dyn_vech(oo_.var)];
sd = sqrt(diag(oo_.var));
for i=1:options_.ar;
diff --git a/matlab/stoch_simul.m b/matlab/stoch_simul.m
index 8de0e4bfe9..d64c1ca132 100644
--- a/matlab/stoch_simul.m
+++ b/matlab/stoch_simul.m
@@ -102,7 +102,7 @@ if ~options_.noprint
skipline()
if isfield(options_,'varobs')&& ~isempty(options_.varobs)
- PCL_varobs=options_.varobs;
+ PCL_varobs=char(options_.varobs);
disp('OBSERVED VARIABLES')
else
PCL_varobs=M_.endo_names;
diff --git a/matlab/subset.m b/matlab/subset.m
index 8e419581c8..dedbdbfba2 100644
--- a/matlab/subset.m
+++ b/matlab/subset.m
@@ -20,8 +20,6 @@ function jndx = subset()
global options_ estim_params_ M_
ExcludedParamNames = options_.ExcludedParams;
-VarObs = options_.varobs;
-VarExo = M_.exo_names;
info = options_.ParamSubSet;
nvx = estim_params_.nvx;
diff --git a/matlab/utilities/dataset/initialize_dataset.m b/matlab/utilities/dataset/initialize_dataset.m
index c890e83fde..6037b71f7d 100644
--- a/matlab/utilities/dataset/initialize_dataset.m
+++ b/matlab/utilities/dataset/initialize_dataset.m
@@ -43,7 +43,7 @@ end
% Fill the dataset structure
dataset_.info.ntobs = nobs;
-dataset_.info.nvobs = rows(varobs);
+dataset_.info.nvobs = length(varobs);
dataset_.info.varobs = varobs;
% Test the number of variables in the database.
diff --git a/matlab/var_sample_moments.m b/matlab/var_sample_moments.m
index 834eb81522..5980500094 100644
--- a/matlab/var_sample_moments.m
+++ b/matlab/var_sample_moments.m
@@ -75,7 +75,7 @@ YtX = [];
XtY = [];
XtX = [];
-data = read_variables(datafile,varobs,[],xls_sheet,xls_range);
+data = read_variables(datafile,char(varobs),[],xls_sheet,xls_range);
if qlag > FirstObservation
disp('VarSampleMoments :: not enough data to initialize! Try to increase FirstObservation.')
@@ -83,7 +83,7 @@ if qlag > FirstObservation
end
NumberOfObservations = LastObservation-FirstObservation+1;% This is T.
-NumberOfVariables = size(varobs,1);% This is m.
+NumberOfVariables = length(varobs);% This is m.
if var_trend_order == -1% No constant no linear trend case.
X = zeros(NumberOfObservations,NumberOfVariables*qlag);
elseif var_trend_order == 0% Constant and no linear trend case.
--
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