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function json = cherrypick(infile, outfold, eqtags, noresids, json)
% Extract some equations in infile (mod file used for estimation)
% and write them in outfile (mod file used for simulation).
%
% INPUTS
% - infile [string] Name of the mod file where all the equations used for estimation are available.
% - outfold [string] Name of the folder where the generated files are saveda subset of the equations is to be printed.
% - eqtags [cell] Equation tags of the selected equations.
% - noresids [logical] Removes estimation residuals (not to be used in simulation) if true.
% - json [char] Content of a JSON file.
%
% OUTPUTS
% - json [char] Content of a JSON file.
%
% SPECIAL REQUIREMENTS
% It is expected that the file infile.mod has already been run, and
% that the associated JSON output is available.
% Copyright © 2019-2021 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 <https://www.gnu.org/licenses/>.
global M_
% Set default value
if nargin<4 || isempty(noresids)
noresids = true;
end
% Delete outfold subdirectory if it already exists
if exist(outfold, 'dir')
rmdir(outfold, 's');
end
% Create the subdirectoty where the generated files will be saved.
mkdir(outfold);
% Check that infile.mod and the related JSON output exist.
if ~exist(sprintf('%s.mod', infile), 'file')
error('Cannot find %s.mod.', infile)
end
if ~exist(sprintf('%s/model/json', infile), 'dir')
error('Cannot find %s/model/json folder. Did you run %s.mod with the json option?', infile, infile);
end
% Check if some variables have to be renamed.
rename = M_.equations_tags(strcmp('rename',M_.equations_tags(:,2)),[1,3]);
isrename = ~isempty(rename);
if nargin<5
% Load json file (original mod file)
json = loadjson_(sprintf('%s/model/json/modfile-original.json', M_.dname));
end
% Create a new file.
fid = fopen(sprintf('%s/model.inc', outfold), 'w');
plist = {};
elist = {};
xlist = {};
try
for i=1:length(eqtags)
rhs = [];
lhs = [];
% Get equation number.
eqnum = get_equation_number_by_tag(eqtags{i}, M_);
% Get the original equation.
[LHS, RHS] = get_lhs_and_rhs(eqtags{i}, M_, true, json);
% Get the parameters, endogenous and exogenous variables in the current equation.
[pnames, enames, xnames] = get_variables_and_parameters_in_equation(LHS, RHS, M_);
lhs_expression = LHS;
LHS = get_variables_and_parameters_in_expression(LHS);
enames = union(enames, LHS);
if length(LHS)>1
error('Expressions with more than one variable on the LHS are not allowed.')
end
LHS = LHS{1};
if isrename
[variable_has_to_be_renamed, id] = ismember(eqnum, [rename{:,1}]);
if variable_has_to_be_renamed
TMP = strsplit(rename{id,2}, ',');
for j=1:length(TMP)
tmp = strsplit(TMP{j}, '->');
lhs_expression = exactstrrep(lhs_expression, tmp{1}, tmp{2});
RHS = exactstrrep(RHS, tmp{1}, tmp{2});
rep = strcmp(tmp{1}, enames);
if any(rep)
enames(rep) = tmp(2);
end
rep = strcmp(tmp{1}, xnames);
if any(rep)
xnames(rep) = tmp(2);
end
end
end
end
% Remove residual from equation if required.
if noresids
if isfield(M_, 'simulation_exo_names')
exogenous_variables_to_be_removed = ~ismember(xnames, M_.simulation_exo_names);
else
exogenous_variables_to_be_removed = false(size(xnames));
end
if any(exogenous_variables_to_be_removed)
switch sum(exogenous_variables_to_be_removed)
case 1
RHS = regexprep(RHS, sprintf('\\ *\\+\\ *%s', xnames{exogenous_variables_to_be_removed}), '');
RHS = regexprep(RHS, sprintf('%s', xnames{exogenous_variables_to_be_removed}), '');
case 0
% Nothing to do.
otherwise
error('Cannot remove more than one exogenous variable in an equation (%s).', eqtags{i})
end
xnames = setdiff(xnames, xnames{exogenous_variables_to_be_removed});
end
end
% Unroll expectation terms if any.
isvar = regexp(RHS, 'var_expectation\(model_name = (?<name>\w+)\)', 'names');
ispac = regexp(RHS, 'pac_expectation\(model_name = (?<name>\w+)\)', 'names');
istar = regexp(RHS, 'pac_target_nonstationary\(model_name = (?<name>\w+)\)', 'names');
if ~isempty(isvar)
rhs = write_expectations(isvar.name, 'var');
auxlhs = sprintf('%s_VE', eqtags{i});
RHS = strrep(RHS, sprintf('var_expectation(model_name = %s)', isvar.name), auxlhs);
end
if ~isempty(ispac)
if isfield(M_.pac.(ispac.name), 'components')
[rhs, growthneutralitycorrection] = write_expectations(ispac.name, 'pac', false, false);
else
[rhs, growthneutralitycorrection] = write_expectations(ispac.name, 'pac');
end
if ~isempty(rhs)
if iscell(rhs) % PAC expectations are decomposed.
auxlhs = cell(size(rhs));
for k=1:length(M_.pac.(ispac.name).components)
if isequal(k, 1)
lhs = M_.lhs{M_.pac.(ispac.name).components(k).aux_id};
auxlhs{k} = lhs;
if ~isempty(growthneutralitycorrection{k})
lhs = sprintf('%s+%s', lhs, growthneutralitycorrection{k});
end
if ~isequal(M_.pac.(ispac.name).components(k).coeff_str, '1')
if isempty(growthneutralitycorrection{k})
lhs = sprintf('%s*%s', M_.pac.(ispac.name).components(k).coeff_str, lhs);
else
lhs = sprintf('%s*(%s)', M_.pac.(ispac.name).components(k).coeff_str, lhs);
end
end
else
lhs_ = M_.lhs{M_.pac.(ispac.name).components(k).aux_id};
auxlhs{k} = lhs_;
if ~isempty(growthneutralitycorrection{k})
lhs_ = sprintf('%s+%s', lhs_, growthneutralitycorrection{k});
end
if ~isequal(M_.pac.(ispac.name).components(k).coeff_str, '1')
if isempty(growthneutralitycorrection{k})
lhs_ = sprintf('%s*%s', M_.pac.(ispac.name).components(k).coeff_str, lhs_);
else
lhs_ = sprintf('%s*(%s)', M_.pac.(ispac.name).components(k).coeff_str, lhs_);
end
end
lhs = sprintf('%s+%s', lhs, lhs_);
end
end
RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), lhs);
else
auxlhs = M_.lhs{M_.pac.(ispac.name).aux_id};
if isempty(growthneutralitycorrection)
RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), auxlhs);
else
RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), sprintf('%s+%s', auxlhs, growthneutralitycorrection));
end
end
else
% MCE version of the PAC equation.
auxlhs = M_.endo_names{M_.pac.(ispac.name).mce.z1};
[rhs, growthneutralitycorrection] = write_pac_mce_expectations(eqtags{i}, ispac.name, auxlhs);
if isempty(growthneutralitycorrection)
RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), auxlhs);
else
RHS = strrep(RHS, sprintf('pac_expectation(model_name = %s)', ispac.name), sprintf('%s+%s', auxlhs, growthneutralitycorrection));
end
end
end
if ~isempty(istar)
RHS = strrep(RHS, sprintf('pac_target_nonstationary(model_name = %s)', ispac.name), sprintf('%s(-1)', M_.endo_names{M_.pac.(ispac.name).ec.vars(M_.pac.(ispac.name).ec.istarget)}));
end
% Print equation for unrolled PAC/VAR-expectation and update
% list of parameters and endogenous variables (if any).
if ~isempty(rhs)
% Note that the call to get_variables_and_parameters_in_equation()
% will not return the lhs variable in expectation_enames since
% the name is created on the fly and is not a member of M_.endo_names.
expectation_pnames = get_variables_and_parameters_in_equation('', rhs, M_);
expectation_enames = get_variables_and_parameters_in_expression(auxlhs);
expectation_xnames = get_variables_and_parameters_in_expression(rhs);
pnames = union(pnames, expectation_pnames);
xnames = union(xnames, setdiff(expectation_xnames, expectation_pnames));
enames = union(enames, expectation_enames);
if ischar(rhs)
fprintf(fid, '[name=''%s'']\n', auxlhs);
fprintf(fid, '%s = %s;\n\n', auxlhs, rhs);
else
for k=1:length(rhs)
fprintf(fid, '[name=''%s'']\n', auxlhs{k});
fprintf(fid, '%s = %s;\n\n', auxlhs{k}, rhs{k});
end
end
if ~isempty(ispac) && isfield(M_.pac.(ispac.name), 'components')
for k=1:length(M_.pac.(ispac.name).components)
if ~isequal(M_.pac.(ispac.name).components(k).coeff_str, '1')
params = get_variables_and_parameters_in_expression(M_.pac.(ispac.name).components(k).coeff_str);
pnames = union(pnames, params);
end
end
end
else
pRHS = get_variables_and_parameters_in_equation('', RHS, M_);
xRHS = get_variables_and_parameters_in_expression(RHS);
xnames = union(xnames, setdiff(xRHS, pRHS));
pnames = union(pnames, pRHS);
end
% Update pnames, enames and xnames if PAC with growth neutrality correction.
if ~isempty(ispac) && ~isempty(growthneutralitycorrection)
[growthneutralitycorrection_pnames, ...
growthneutralitycorrection_enames, ...
growthneutralitycorrection_xnames] = get_variables_and_parameters_in_equation('', growthneutralitycorrection, M_);
if ~isempty(growthneutralitycorrection_pnames)
pnames = union(pnames, growthneutralitycorrection_pnames);
end
if ~isempty(growthneutralitycorrection_enames)
xnames = union(xnames, growthneutralitycorrection_enames);
end
if ~isempty(growthneutralitycorrection_xnames)
xnames = union(xnames, growthneutralitycorrection_xnames);
end
end
% Print tags
if iscell(json.model)
tfields = fieldnames(json.model{eqnum}.tags);
tags = sprintf('%s=''%s''', tfields{1}, json.model{eqnum}.tags.(tfields{1}));
for j=2:length(tfields)
if ~isempty(json.model{eqnum}.tags.(tfields{j}))
tags = sprintf('%s, %s=''%s''', tags, tfields{j}, json.model{eqnum}.tags.(tfields{j}));
end
end
else
tfields = fieldnames(json.model.tags);
tags = sprintf('%s=''%s''', tfields{1}, json.model.tags.(tfields{1}));
for j=2:length(tfields)
if ~isempty(json.model.tags.(tfields{j}))
tags = sprintf('%s, %s=''%s''', tags, tfields{j}, json.model.tags.(tfields{j}));
end
end
end
fprintf(fid, '[%s]\n', tags);
% Print equation.
fprintf(fid, '%s = %s;\n\n', lhs_expression, RHS);
% Update lists of parameters, endogenous variables and exogenous variables.
plist = union(plist, pnames);
elist = union(elist, enames);
xlist = union(xlist, xnames);
end
catch e
fclose(fid);
fprintf(2, '%s\n', e.message)
fprintf(2, 'Delete ''%s'' file.\n', sprintf('%s/model.inc', outfold))
delete(sprintf('%s/model.inc', outfold))
return
end
fclose(fid);
% Export parameters
if ~isempty(plist)
fid = fopen(sprintf('%s/parameters.inc', outfold), 'w');
fprintf(fid, 'parameters %s;', sprintf('%s ', plist{:}));
fclose(fid);
end
% Export endogegnous variables
fid = fopen(sprintf('%s/endogenous.inc', outfold), 'w');
printlistofvariables(fid, 'endo', elist, M_, elist);
fclose(fid);
% Export exogenous variables
if ~isempty(xlist)
fid = fopen(sprintf('%s/exogenous.inc', outfold), 'w');
printlistofvariables(fid, 'exo', xlist, M_, xlist);
fclose(fid);
end
% Export parameter values
if ~isempty(plist)
fid = fopen(sprintf('%s/parameter-values.inc', outfold), 'w');
for i=1:length(plist)
id = strcmp(plist{i}, M_.param_names);
if any(id)
if isnan(M_.params(id))
warning('Parameter %s has no value.', plist{i})
else
fprintf(fid, '%s = %s;\n', plist{i}, num2str(M_.params(id), 16));
end
end
end
fclose(fid);
end
function printlistofvariables(fid, kind, list, DynareModel, vappend)
if isfield(DynareModel, sprintf('%s_partitions', kind))
% Some endogenous variables are tagged.
switch kind
case 'exo'
tfields = fieldnames(DynareModel.exo_partitions);
vlist = 'varexo';
vnames = DynareModel.exo_names;
partitions = DynareModel.exo_partitions;
case 'endo'
tfields = fieldnames(DynareModel.endo_partitions);
vlist = 'var';
vnames = DynareModel.endo_names(1:DynareModel.orig_endo_nbr);
partitions = DynareModel.endo_partitions;
otherwise
error('Illegal value for second input argument.')
end
for i = 1:length(list)
id = strmatch(list{i}, vnames, 'exact');
if ~isempty(id)
tags = '';
for j=1:length(tfields)
if ~isempty(partitions.(tfields{j}){id})
tags = sprintf('%s, %s=''%s''', tags, tfields{j}, partitions.(tfields{j}){id});
end
end
if ~isempty(tags)
tags = sprintf('(%s)', tags(3:end));
end
elseif ~isempty(strmatch(list{i}, vappend, 'exact'))
% Nothing to do, this variable was renamed by cherrypick
tags = '';
else
if isequal(kind, 'endo') && (isequal(list{i}(end-2:end), '_PE') || isequal(list{i}(end-2:end), '_VE'))
if isequal(list{i}(end-2:end), '_PE')
tags = sprintf('(expectation_kind=''%s'')', 'pac');
else
tags = sprintf('(expectation_kind=''%s'')', 'var');
end
else
error('Unknown variable.')
end
end
if isempty(tags)
vlist = sprintf('%s\n\t%s', vlist, list{i});
else
vlist = sprintf('%s\n\t%s %s', vlist, list{i}, tags);
end
end
fprintf(fid, '%s;', vlist);
else
switch kind
case 'exo'
vlist = 'varexo';
case 'endo'
vlist = 'var';
otherwise
error('Illegal value for second input argument.')
end
for i=1:length(list)
vlist = sprintf('%s\n\t%s', vlist, list{i});
end
fprintf(fid, '%s;', vlist);
end
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