dmm: if possible, combine two latent vars that impact the same matrix

matlab/writeDmmNmlFile.m

@@ -38,14 +38,6 @@ end
 fprintf(fid, '%s.nml file generated by Dynare\n', M_.fname);
 fprintf(fid, 'from %s.mod on %d-%d-%d at %d:%d:%d\n', M_.fname, fix(clock));
 
-%% SSM
-fprintf(fid, '\n&ssm\n');
-fprintf(fid, 'nu=%d nv=%d nx=%d d=%d %d dllname=''%s'' check=''%s''', M_.exo_nbr, ...
-        size(options_.multinomial, 2), options_.dmm.nx, ...
-        options_.dmm.max_order_of_integration, options_.dmm.num_nonstationary, ...
-        [cd filesep M_.fname '_dmm.m'], options_.dmm.check_mats);
-fprintf(fid, '\n&end\n');
-
 %% Prior
 fprintf(fid, '\n&prior\n');
 nt = size(estimation_info.parameter,2);
@@ -77,6 +69,53 @@ fprintf(fid, 'seed=%d thin=%d burnin=%d simulrec=%d hbl=%d MargLik=''%s''', ...
         options_.dmm.calc_marg_lik);
 fprintf(fid, '\n&end\n');
 
+%% S* (Latent Variables)
+
+% Check that two latent vars don't impact the same matrix
+combine = {};
+mats = {'C', 'H', 'G', 'A', 'F', 'R'};
+for i=1:length(mats)
+	if sum(strcmp({options_.dmm.S.mat}, mats{i})) > 1
+		idxs = strcmp({options_.dmm.S.mat}, mats{i});
+		canLatentVarsBeCombiend(options_, idxs);
+		combine = [combine; {mats{i}, idxs}];
+	end
+end
+
+wroteLatVarFor = {};
+for i=1:size(options_.dmm.S, 2)
+	if ~any(strcmp(wroteLatVarFor(:), options_.dmm.S(i).mat))
+		numStates = 1;
+		if any(strcmp(combine(:,1), options_.dmm.S(i).mat))
+			for j=1:size(options_.dmm.S, 2)
+				if any(strcmp(combine(:,1), options_.dmm.S(i).mat))
+					numStates = numStates*options_.dmm.S(i).ns;
+				end
+			end
+		else
+			numStates = options_.dmm.S(i).ns;
+		end
+
+		multidx = find(strcmp({options_.multinomial(:).process}, options_.dmm.S(i).process));
+		tpidx = find(strcmp(estimation_info.transition_probability_index, options_.multinomial(multidx).probability));
+		params = estimation_info.transition_probability(tpidx).prior.params;
+
+		fprintf(fid, '\n&S%d\n', i);
+		fprintf(fid, 'dynS%d=''%s'' nS%d=%d hypS%d(1,1)=%s matS%d=''%s''',i,'I',i, ...
+			numStates, i, num2str(params), i, options_.dmm.S(i).mat);
+		fprintf(fid, '\n&end\n');
+		wroteLatVarFor = [wroteLatVarFor options_.dmm.S(i).mat];
+	end
+end
+
+%% SSM
+fprintf(fid, '\n&ssm\n');
+fprintf(fid, 'nu=%d nv=%d nx=%d d=%d %d dllname=''%s'' check=''%s''', M_.exo_nbr, ...
+        length(wroteLatVarFor), options_.dmm.nx, ...
+        options_.dmm.max_order_of_integration, options_.dmm.num_nonstationary, ...
+        [cd filesep M_.fname '_dmm.m'], options_.dmm.check_mats);
+fprintf(fid, '\n&end\n');
+
 %% Dataset
 fprintf(fid, '\n&dataset\n');
 data = options_.dmm.dataset;
@@ -100,44 +139,7 @@ for i=1:size(data,1)
 end
 fprintf(fid, '&end\n');
 
-% Check that two latent vars don't impact the same matrix
-if sum(strcmp({options_.dmm.S.mat}, 'C')) > 1
-	canLatentVarsBeCombiend(options_, strcmp({options_.dmm.S.mat}, 'C'));
-end
-
-if sum(strcmp({options_.dmm.S.mat}, 'H')) > 1
-	canLatentVarsBeCombiend(options_, strcmp({options_.dmm.S.mat}, 'H'));
-end
-
-if sum(strcmp({options_.dmm.S.mat}, 'G')) > 1
-	canLatentVarsBeCombiend(options_, strcmp({options_.dmm.S.mat}, 'G'));
-end
-
-if sum(strcmp({options_.dmm.S.mat}, 'A')) > 1
-	canLatentVarsBeCombiend(options_, strcmp({options_.dmm.S.mat}, 'A'));
-end
-
-if sum(strcmp({options_.dmm.S.mat}, 'F')) > 1
-	canLatentVarsBeCombiend(options_, strcmp({options_.dmm.S.mat}, 'F'));
-end
-
-if sum(strcmp({options_.dmm.S.mat}, 'R')) > 1
-	canLatentVarsBeCombiend(options_, strcmp({options_.dmm.S.mat}, 'R'));
-end
-
-%% S*
-for i=1:size(options_.dmm.S, 2)
-    fprintf(fid, '\n&S%d\n', i);
-
-    multidx = find(strcmp({options_.multinomial(:).process}, options_.dmm.S(i).process));
-    tpidx = find(strcmp(estimation_info.transition_probability_index, options_.multinomial(multidx).probability));
-    params = estimation_info.transition_probability(tpidx).prior.params;
-
-    fprintf(fid, 'dynS%d=''%s'' nS%d=%d hypS%d(1,1)=%d %d matS%d=''%s''',i,'I',i, ...
-            options_.dmm.S(i).ns, i, params, i, options_.dmm.S(i).mat);
-    fprintf(fid, '\n&end\n');
-end
-
+%% Close file
 fclose(fid);
 end