1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
|
function []=display_problematic_vars_Jacobian(problemrow,problemcol,M_,x,type,caller_string)
% []=display_problematic_vars_Jacobian(problemrow,problemcol,M_,ys,caller_string)
% print the equation numbers and variables associated with problematic entries
% of the Jacobian
%
% INPUTS
% problemrow [vector] rows associated with problematic entries
% problemcol [vector] columns associated with problematic entries
% M_ [matlab structure] Definition of the model.
% x [vector] point at which the Jacobian was evaluated
% type [string] 'static' or 'dynamic' depending on the type of
% Jacobian
% caller_string [string] contains name of calling function for printing
%
% OUTPUTS
% none.
%
% Copyright (C) 2014-2018 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/>.
skipline();
if nargin<6
caller_string='';
end
aux_eq_nbr=M_.eq_nbr-M_.orig_eq_nbr;
if strcmp(type,'dynamic')
for ii=1:length(problemrow)
if problemcol(ii)>max(M_.lead_lag_incidence)
var_row=2;
var_index=problemcol(ii)-max(max(M_.lead_lag_incidence));
else
[var_row,var_index]=find(M_.lead_lag_incidence==problemcol(ii));
end
if var_row==2
type_string='';
elseif var_row==1
type_string='lag of';
elseif var_row==3
type_string='lead of';
end
if problemcol(ii)<=max(max(M_.lead_lag_incidence)) && var_index<=M_.orig_endo_nbr
if problemrow(ii)<=aux_eq_nbr
eq_nbr = problemrow(ii);
fprintf('Derivative of Auxiliary Equation %d with respect to %s Variable %s (initial value of %s: %g) \n', ...
eq_nbr, type_string, M_.endo_names{var_index}, M_.endo_names{var_index}, x(var_index));
else
eq_nbr = problemrow(ii)-aux_eq_nbr;
fprintf('Derivative of Equation %d with respect to %s Variable %s (initial value of %s: %g) \n', ...
eq_nbr, type_string, M_.endo_names{var_index}, M_.endo_names{var_index}, x(var_index));
end
elseif problemcol(ii)<=max(max(M_.lead_lag_incidence)) && var_index>M_.orig_endo_nbr % auxiliary vars
if M_.aux_vars(1,problemcol(ii)-M_.orig_endo_nbr).type==6 %Ramsey Lagrange Multiplier
if problemrow(ii)<=aux_eq_nbr
eq_nbr = problemrow(ii);
fprintf('Derivative of Auxiliary Equation %d with respect to %s of Langrange multiplier of equation %s (initial value: %g) \n', ...
eq_nbr, type_string, M_.aux_vars(1,problemcol(ii)-M_.orig_endo_nbr).eq_nbr, x(problemcol(ii)));
else
eq_nbr = problemrow(ii)-aux_eq_nbr;
fprintf('Derivative of Equation %d with respect to %s of Langrange multiplier of equation %s (initial value: %g) \n', ...
eq_nbr, type_string, M_.aux_vars(1,problemcol(ii)-M_.orig_endo_nbr).eq_nbr, x(problemcol(ii)));
end
else
if problemrow(ii)<=aux_eq_nbr
eq_nbr = problemrow(ii);
orig_var_index = M_.aux_vars(1,var_index-M_.orig_endo_nbr).orig_index;
fprintf('Derivative of Auxiliary Equation %d with respect to %s Variable %s (initial value of %s: %g) \n', ...
eq_nbr, type_string, M_.endo_names{orig_var_index}, M_.endo_names{orig_var_index}, x(orig_var_index));
else
eq_nbr = problemrow(ii)-aux_eq_nbr;
orig_var_index = M_.aux_vars(1,var_index-M_.orig_endo_nbr).orig_index;
fprintf('Derivative of Equation %d with respect to %s Variable %s (initial value of %s: %g) \n', ...
eq_nbr, type_string, M_.endo_names{orig_var_index}, M_.endo_names{orig_var_index}, x(orig_var_index));
end
end
elseif problemcol(ii)>max(max(M_.lead_lag_incidence)) && var_index<=M_.exo_nbr
if problemrow(ii)<=aux_eq_nbr
eq_nbr = problemrow(ii);
fprintf('Derivative of Auxiliary Equation %d with respect to %s shock %s \n', ...
eq_nbr, type_string, M_.exo_names{var_index});
else
eq_nbr = problemrow(ii)-aux_eq_nbr;
fprintf('Derivative of Equation %d with respect to %s shock %s \n', ...
eq_nbr, type_string, M_.exo_names{var_index});
end
else
error('display_problematic_vars_Jacobian:: The error should not happen. Please contact the developers')
end
end
fprintf('\n%s The problem most often occurs, because a variable with\n', caller_string)
fprintf('%s exponent smaller than 1 has been initialized to 0. Taking the derivative\n', caller_string)
fprintf('%s and evaluating it at the steady state then results in a division by 0.\n', caller_string)
fprintf('%s If you are using model-local variables (# operator), check their values as well.\n', caller_string)
elseif strcmp(type, 'static')
for ii=1:length(problemrow)
if problemcol(ii)<=M_.orig_endo_nbr
if problemrow(ii)<=aux_eq_nbr
eq_nbr = problemrow(ii);
fprintf('Derivative of Auxiliary Equation %d with respect to Variable %s (initial value of %s: %g) \n', ...
eq_nbr, M_.endo_names{problemcol(ii)}, M_.endo_names{problemcol(ii)}, x(problemcol(ii)));
else
eq_nbr = problemrow(ii)-aux_eq_nbr;
fprintf('Derivative of Equation %d with respect to Variable %s (initial value of %s: %g) \n', ...
eq_nbr, M_.endo_names{problemcol(ii)}, M_.endo_names{problemcol(ii)}, x(problemcol(ii)));
end
else %auxiliary vars
if M_.aux_vars(1,problemcol(ii)-M_.orig_endo_nbr).type ==6 %Ramsey Lagrange Multiplier
if problemrow(ii)<=aux_eq_nbr
eq_nbr = problemrow(ii);
fprintf('Derivative of Auxiliary Equation %d with respect to Lagrange multiplier of equation %d (initial value: %g) \n', ...
eq_nbr, M_.aux_vars(1,problemcol(ii)-M_.orig_endo_nbr).eq_nbr, x(problemcol(ii)));
else
eq_nbr = problemrow(ii)-aux_eq_nbr;
fprintf('Derivative of Equation %d with respect to Lagrange multiplier of equation %d (initial value: %g) \n', ...
eq_nbr, M_.aux_vars(1,problemcol(ii)-M_.orig_endo_nbr).eq_nbr, x(problemcol(ii)));
end
else
if problemrow(ii)<=aux_eq_nbr
eq_nbr = problemrow(ii);
orig_var_index = M_.aux_vars(1,problemcol(ii)-M_.orig_endo_nbr).orig_index;
fprintf('Derivative of Auxiliary Equation %d with respect to Variable %s (initial value of %s: %g) \n', ...
eq_nbr, M_.endo_names{orig_var_index}, M_.endo_names{orig_var_index}, x(problemcol(ii)));
else
eq_nbr = problemrow(ii)-aux_eq_nbr;
orig_var_index = M_.aux_vars(1,problemcol(ii)-M_.orig_endo_nbr).orig_index;
fprintf('Derivative of Equation %d with respect to Variable %s (initial value of %s: %g) \n', ...
eq_nbr, M_.endo_names{orig_var_index}, M_.endo_names{orig_var_index}, x(problemcol(ii)));
end
end
end
end
fprintf('\n%s The problem most often occurs, because a variable with\n', caller_string)
fprintf('%s exponent smaller than 1 has been initialized to 0. Taking the derivative\n', caller_string)
fprintf('%s and evaluating it at the steady state then results in a division by 0.\n', caller_string)
fprintf('%s If you are using model-local variables (# operator), check their values as well.\n', caller_string)
else
error('Unknown Type')
end
|
