Re: [DynareDev] [Dynare Git] Dynare branch, master, updated. 7c6ae272f66bebadffdf81e3761f7ecd65ba059c

Please note that in commit 12af7298efd33bb830c5795210b94169f1f1eef8, I set options_.datafile='' in global_initialization.m, so it will always be a field in options_. I tried fixing this throughout the code, but could have made an error. If your code depends on options_.datafile, please make sure you are correctly treating the case when the user does not pass the datafile option, both in master and 4.3 (soon to be cherry-picked over).

Best, Houtan

On 27 Sep 2012, at 15:33, Houtan Bastani houtanb@cepremap.org wrote:

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The branch, master has been updated via 7c6ae272f66bebadffdf81e3761f7ecd65ba059c (commit) via 12af7298efd33bb830c5795210b94169f1f1eef8 (commit) from 894b3d69f4662a1132c0f7fb50083bf982745536 (commit)

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commit 7c6ae272f66bebadffdf81e3761f7ecd65ba059c Author: Houtan Bastani houtan.bastani@ens.fr Date: Tue Sep 25 16:08:16 2012 +0200

ms-sbvar: remove field removal for file tags

diff --git a/matlab/ms-sbvar/initialize_ms_sbvar_options.m b/matlab/ms-sbvar/initialize_ms_sbvar_options.m index 43ea365..369cbfe 100644 --- a/matlab/ms-sbvar/initialize_ms_sbvar_options.m +++ b/matlab/ms-sbvar/initialize_ms_sbvar_options.m @@ -32,15 +32,11 @@ function options_=initialize_ms_sbvar_options(M_, options_) % MS SBVAR % all mex functions options_.ms.file_tag = M_.fname; -options_.ms.create_init = 1; options_.ms.mh_file = ''; options_.ms.free_param_file = ''; -if isfield(options_.ms,'simulation_file_tag')

• options_.ms = rmfield(options_.ms,'simulation_file_tag');

-end -if isfield(options_.ms,'output_file_tag')

• options_.ms = rmfield(options_.ms,'output_file_tag');

-end +options_.ms.output_file_tag = ''; +options_.ms.simulation_file_tag = ''; +options_.ms.create_init = 1; % prepare ms sbvar & estimation options_.ms.coefficients_prior_hyperparameters = [1.0 1.0 0.1 1.2 1.0 1.0]; options_.ms.freq = 4; diff --git a/matlab/ms-sbvar/set_file_tags.m b/matlab/ms-sbvar/set_file_tags.m index cacd91e..6945f4c 100644 --- a/matlab/ms-sbvar/set_file_tags.m +++ b/matlab/ms-sbvar/set_file_tags.m @@ -11,7 +11,7 @@ function [options_]=set_file_tags(options_) % SPECIAL REQUIREMENTS % none

-% Copyright (C) 2011 Dynare Team +% Copyright (C) 2011-2012 Dynare Team % % This file is part of Dynare. % @@ -28,7 +28,7 @@ function [options_]=set_file_tags(options_) % You should have received a copy of the GNU General Public License % along with Dynare. If not, see http://www.gnu.org/licenses/.

-if ~isfield(options_.ms,'output_file_tag') +if isempty(options_.ms.output_file_tag) options_.ms.output_file_tag = options_.ms.file_tag; end end diff --git a/matlab/ms-sbvar/set_ms_simulation_file.m b/matlab/ms-sbvar/set_ms_simulation_file.m index 75e815b..b65427c 100644 --- a/matlab/ms-sbvar/set_ms_simulation_file.m +++ b/matlab/ms-sbvar/set_ms_simulation_file.m @@ -11,7 +11,7 @@ function options_=set_ms_simulation_file(options_) % SPECIAL REQUIREMENTS % none

-% Copyright (C) 2011 Dynare Team +% Copyright (C) 2011-2012 Dynare Team % % This file is part of Dynare. % @@ -28,7 +28,7 @@ function options_=set_ms_simulation_file(options_) % You should have received a copy of the GNU General Public License % along with Dynare. If not, see http://www.gnu.org/licenses/.

-if ~isfield(options_.ms, 'simulation_file_tag') +if isempty(options_.ms.simulation_file_tag) options_.ms.simulation_file_tag = options_.ms.file_tag; end options_.ms.mh_file = ['simulation_' options_.ms.simulation_file_tag '.out'];

commit 12af7298efd33bb830c5795210b94169f1f1eef8 Author: Houtan Bastani houtan.bastani@ens.fr Date: Tue Sep 25 15:49:59 2012 +0200

ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)

diff --git a/matlab/dynare_identification.m b/matlab/dynare_identification.m index 7be1af6..fd9e7a5 100644 --- a/matlab/dynare_identification.m +++ b/matlab/dynare_identification.m @@ -114,7 +114,7 @@ options_.Schur_vec_tol = 1.e-8; options_.nomoments=0; options_.analytic_derivation=1;

-options_ = set_default_option(options_,'datafile',[]); +options_ = set_default_option(options_,'datafile',''); options_.mode_compute = 0; options_.plot_priors = 0; [dataset_,xparam1, M_, options_, oo_, estim_params_,bayestopt_]=dynare_estimation_init(M_.endo_names,fname_,1, M_, options_, oo_, estim_params_, bayestopt_); diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m index 03f164e..219e59a 100644 --- a/matlab/global_initialization.m +++ b/matlab/global_initialization.m @@ -32,7 +32,7 @@ global oo_ M_ options_ estim_params_ bayestopt_ estimation_info ex0_ ys0_ ex_de

estim_params_ = []; bayestopt_ = [];

+options_.datafile = ''; options_.console_mode = 0;

options_.verbosity = 1; diff --git a/matlab/ms-sbvar/check_datafile_years_assigned.m b/matlab/ms-sbvar/check_datafile_years_assigned.m new file mode 100644 index 0000000..18bd51d --- /dev/null +++ b/matlab/ms-sbvar/check_datafile_years_assigned.m @@ -0,0 +1,38 @@ +function check_datafile_years_assigned(options_) +% function check_datafile_years_assigned(options_) +% check that datafile, initial_year and final_year were assigned +% +% INPUTS +% options_: (struct) options +% +% SPECIAL REQUIREMENTS +% none

+% Copyright (C) 2012 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/.

+if isempty(options_.ms.initial_year)

• error('Must set initial_year option');

+end

+if isempty(options_.ms.final_year)

• error('Must set final_year option');

+end

+if isempty(options_.datafile)

• error('Must set datafile option');

+end diff --git a/matlab/ms-sbvar/initialize_ms_sbvar_options.m b/matlab/ms-sbvar/initialize_ms_sbvar_options.m index 69da296..43ea365 100644 --- a/matlab/ms-sbvar/initialize_ms_sbvar_options.m +++ b/matlab/ms-sbvar/initialize_ms_sbvar_options.m @@ -33,15 +33,11 @@ function options_=initialize_ms_sbvar_options(M_, options_) % all mex functions options_.ms.file_tag = M_.fname; options_.ms.create_init = 1; -if isfield(options_.ms,'free_param_file')

• options_.ms = rmfield(options_.ms,'free_param_file');

-end +options_.ms.mh_file = ''; +options_.ms.free_param_file = ''; if isfield(options_.ms,'simulation_file_tag') options_.ms = rmfield(options_.ms,'simulation_file_tag'); end -if isfield(options_.ms,'mh_file')

• options_.ms = rmfield(options_.ms,'mh_file');

-end if isfield(options_.ms,'output_file_tag') options_.ms = rmfield(options_.ms,'output_file_tag'); end @@ -58,15 +54,8 @@ options_.ms.alpha = 1; options_.ms.beta = 1; options_.ms.gsig2_lmdm = 50^2; options_.ms.specification = 2; -if isfield(options_.ms,'initial_year')

• options_.ms = rmfield(options_.ms,'initial_year');

-end -if isfield(options_.ms,'final_year')

• options_.ms = rmfield(options_.ms,'final_year');

-end -if isfield(options_,'datafile')

• options_ = rmfield(options_,'datafile');

-end +options_.ms.initial_year = ''; +options_.ms.final_year = ''; % estimation options_.ms.convergence_starting_value = 1e-3; options_.ms.convergence_ending_value = 1e-6; diff --git a/matlab/ms-sbvar/ms_sbvar_setup.m b/matlab/ms-sbvar/ms_sbvar_setup.m index 183469a..55a2182 100644 --- a/matlab/ms-sbvar/ms_sbvar_setup.m +++ b/matlab/ms-sbvar/ms_sbvar_setup.m @@ -11,7 +11,7 @@ function ms_sbvar_setup(options_) % SPECIAL REQUIREMENTS % none

-% Copyright (C) 2003-2011 Dynare Team +% Copyright (C) 2003-2012 Dynare Team % % This file is part of Dynare. % @@ -28,18 +28,7 @@ function ms_sbvar_setup(options_) % You should have received a copy of the GNU General Public License % along with Dynare. If not, see http://www.gnu.org/licenses/.

-if ~isfield(options_.ms,'initial_year')

• error('Must set initial_year option');

-end

-if ~isfield(options_.ms,'final_year')

• error('Must set final_year option');

-end

-if ~isfield(options_,'datafile')

• error('Must set datafile option');

-end

+check_datafile_years_assigned(options_) options_.data = read_variables(options_.datafile, ... options_.varobs, [], options_.xls_sheet, options_.xls_range);

diff --git a/matlab/ms-sbvar/sbvar.m b/matlab/ms-sbvar/sbvar.m index 06e0086..033051a 100644 --- a/matlab/ms-sbvar/sbvar.m +++ b/matlab/ms-sbvar/sbvar.m @@ -33,7 +33,7 @@ function sbvar(M, options) % along with Dynare. If not, see http://www.gnu.org/licenses/.

clean_sbvar_files();

+check_datafile_years_assigned(options) options.data = read_variables(options.datafile,options.varobs,[],options.xls_sheet,options.xls_range);

if options.forecast == 0 diff --git a/matlab/simul.m b/matlab/simul.m index a34c092..30abba4 100644 --- a/matlab/simul.m +++ b/matlab/simul.m @@ -65,7 +65,7 @@ if options_.periods == 0 end

if ~ options_.initval_file

• if ~isfield(options_,'datafile')

• if isempty(options_.datafile) make_ex_; make_y_; else

diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc index 3a3451d..a33433e 100644 --- a/preprocessor/ComputingTasks.cc +++ b/preprocessor/ComputingTasks.cc @@ -979,12 +979,23 @@ void MSSBVAREstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.bvar_present = true;

• if (options_list.num_options.find("ms.create_init") == options_list.num_options.end())
• if (options_list.string_options.find("datafile") == options_list.string_options.end() ||

•    options_list.num_options.find("ms.initial_year") == options_list.num_options.end() ||
  

•    options_list.num_options.find("ms.final_year") == options_list.num_options.end())
  

•  {
  

•    cerr << "ERROR: If you do not pass no_create_init to ms_estimation, "
  

•         << "you must pass the datafile, initial_year and end_year options." << endl;
  

•    exit(EXIT_FAILURE);
  

•  }
  

}

void MSSBVAREstimationStatement::writeOutput(ostream &output, const string &basename) const {

• output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;

• output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl

•     << "options_.datafile = '';" << endl;
  

  options_list.writeOutput(output); output << "[options_, oo_] = ms_estimation(M_, options_, oo_);" << endl;

}

---

Summary of changes: matlab/dynare_identification.m | 2 +- matlab/global_initialization.m | 2 +- ...file_tags.m => check_datafile_years_assigned.m} | 22 +++++++++------ matlab/ms-sbvar/initialize_ms_sbvar_options.m | 27 ++++--------------- matlab/ms-sbvar/ms_sbvar_setup.m | 15 +--------- matlab/ms-sbvar/sbvar.m | 2 +- matlab/ms-sbvar/set_file_tags.m | 4 +- matlab/ms-sbvar/set_ms_simulation_file.m | 4 +- matlab/simul.m | 2 +- preprocessor/ComputingTasks.cc | 13 +++++++++- 10 files changed, 41 insertions(+), 52 deletions(-) copy matlab/ms-sbvar/{set_file_tags.m => check_datafile_years_assigned.m} (63%)

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