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function i = name2index(options_, M_, estim_params_, type, name1, name2 )
% Returns the index associated to an estimated object (deep parameter,
% variance of a structural shock or measurement error, covariance between
% two structural shocks, covariance between two measurement errors).
%
% INPUTS:
% options_ [structure] Dynare structure.
% M_ [structure] Dynare structure (related to model definition).
% estim_params_ [structure] Dynare structure (related to estimation).
% type [string] 'DeepParameter', 'MeasurementError' (for measurement equation error) or 'StructuralShock' (for structural shock).
% name1 [string]
% name2 [string]
% OUTPUTS
% i [integer] column index (in x2, an array of mh draws) associated to name1[,name2].
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2008-2017 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/>.
nvx = estim_params_.nvx;
nvn = estim_params_.nvn;
ncx = estim_params_.ncx;
ncn = estim_params_.ncn;
npa = estim_params_.np ;
nnn = nvx+nvn+ncx+ncn+npa;
i = [];
if strcmpi(type,'DeepParameter')
i = nvx + nvn + ncx + ncn + ...
strmatch(name1,M_.param_names(estim_params_.param_vals(:,1),:),'exact');
if nargin>5
disp('The last input argument is useless!')
end
if isempty(i)
disp([name1 ' is not an estimated deep parameter!'])
end
return
end
if strcmpi(type,'StructuralShock')
if nargin<6% Covariance matrix diagonal term.
i = strmatch(name1,M_.exo_names(estim_params_.var_exo(:,1),:),'exact');
if isempty(i)
disp(['The standard deviation of ' name1 ' is not an estimated parameter!'])
return
end
else% Covariance matrix off-diagonal term
offset = nvx+nvn;
try
list_of_structural_shocks = { M_.exo_names(estim_params_.corrx(:,1),:) , M_.exo_names(estim_params_.corrx(:,2),:) };
k1 = strmatch(name1,list_of_structural_shocks(:,1),'exact');
k2 = strmatch(name2,list_of_structural_shocks(:,2),'exact');
i = offset+intersect(k1,k2);
if isempty(i)
k1 = strmatch(name1,list_of_structural_shocks(:,2),'exact');
k2 = strmatch(name2,list_of_structural_shocks(:,1),'exact');
i = offset+intersect(k1,k2);
end
if isempty(i)
if isempty(i)
disp(['The correlation between ' name1 ' and ' name2 ' is not an estimated parameter!'])
return
end
end
catch
disp(['Off diagonal terms of the covariance matrix are not estimated (state equation)'])
end
end
end
if strcmpi(type,'MeasurementError')
if nargin<6% Covariance matrix diagonal term
i = nvx + strmatch(name1,M_.endo_names(estim_params_.var_endo(:,1),:),'exact');
if isempty(i)
disp(['The standard deviation of the measurement error on ' name1 ' is not an estimated parameter!'])
return
end
else% Covariance matrix off-diagonal term
offset = nvx+nvn+ncx;
try
list_of_measurement_errors = { M_.endo_names(estim_params_.corrn(:,1),:) , M_.endo_names(estim_params_.corrn(:,2),:) };
k1 = strmatch(name1,list_of_measurement_errors(:,1),'exact');
k2 = strmatch(name2,list_of_measurement_errors(:,2),'exact');
i = offset+intersect(k1,k2);
if isempty(i)
k1 = strmatch(name1,list_of_measurement_errors(:,2),'exact');
k2 = strmatch(name2,list_of_measurement_errors(:,1),'exact');
i = offset+intersect(k1,k2);
end
if isempty(i)
if isempty(i)
disp(['The correlation between the measurement errors on ' name1 ' and ' name2 ' is not an estimated parameter!'])
return
end
end
catch
disp('Off diagonal terms of the covariance matrix are not estimated (measurement equation)')
end
end
end
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