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function model_diagnostics(M_,options_,oo_)
% function model_diagnostics(M_,options_,oo_)
% computes various diagnostics on the model
% INPUTS
% M_ [matlab structure] Definition of the model.
% options_ [matlab structure] Global options.
% oo_ [matlab structure] Results
%
% OUTPUTS
% none
%
% ALGORITHM
% ...
%
% SPECIAL REQUIREMENTS
% none.
%
% Copyright © 1996-2023 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/>.
endo_names = M_.endo_names;
lead_lag_incidence = M_.lead_lag_incidence;
maximum_endo_lag = M_.maximum_endo_lag;
if options_.ramsey_policy
%test whether specification matches
inst_nbr = size(options_.instruments,1);
if inst_nbr~=0
implied_inst_nbr = M_.ramsey_orig_endo_nbr - M_.ramsey_orig_eq_nbr;
if inst_nbr>implied_inst_nbr
warning('You have specified more steady state instruments than there are omitted equations. While there are use cases for this setup, it is rather unusual. Check whether this is desired.')
elseif inst_nbr<implied_inst_nbr
warning('You have specified fewer steady state instruments than there are omitted equations. While there are use cases for this setup, it is rather unusual. Check whether this is desired.')
end
else
if options_.steadystate_flag
warning('You have specified a steady state file, but not provided steady state instruments. In this case, you typically need to make sure to provide all steady state values, including the ones for the planner''s instrument(s).')
end
end
end
problem_dummy=0;
%naming conflict in steady state file
if options_.steadystate_flag == 1
if strmatch('ys',M_.endo_names,'exact')
disp('MODEL_DIAGNOSTICS: using the name ys for an endogenous variable will typically conflict with the internal naming in user-defined steady state files.')
problem_dummy=1;
end
if strmatch('ys',M_.param_names,'exact')
disp('MODEL_DIAGNOSTICS: using the name ys for a parameter will typically conflict with the internal naming in user-defined steady state files.')
problem_dummy=1;
end
if strmatch('M_',M_.endo_names,'exact')
disp('MODEL_DIAGNOSTICS: using the name M_ for an endogenous variable will typically conflict with the internal naming in user-defined steady state files.')
problem_dummy=1;
end
if strmatch('M_',M_.param_names,'exact')
disp('MODEL_DIAGNOSTICS: using the name M_ for a parameter will typically conflict with the internal naming in user-defined steady state files.')
problem_dummy=1;
end
end
%
% missing variables at the current period
%
k = find(lead_lag_incidence(maximum_endo_lag+1,:)==0);
if ~isempty(k)
problem_dummy=1;
disp(['MODEL_DIAGNOSTICS: The following endogenous variables aren''t present at ' ...
'the current period in the model:'])
for i=1:length(k)
disp(endo_names{k(i)})
end
end
%
% check steady state
%
info = 0;
if M_.exo_nbr == 0
oo_.exo_steady_state = [] ;
end
info=test_for_deep_parameters_calibration(M_);
if info
problem_dummy=1;
end
% check if ys is steady state
options_.debug=true; %locally set debug option to true
if options_.logged_steady_state %if steady state was previously logged, undo this
oo_.dr.ys=exp(oo_.dr.ys);
oo_.steady_state=exp(oo_.steady_state);
options_.logged_steady_state=0;
end
[dr.ys,M_.params,check1]=evaluate_steady_state(oo_.steady_state,[oo_.exo_steady_state; oo_.exo_det_steady_state],M_,options_,~options_.steadystate.nocheck);
if isfield(M_,'occbin')
if any(oo_.exo_steady_state)
disp('MODEL_DIAGNOSTICS: OccBin was detected in conjunction with a non-zero steady state of the exogenous variables. That will usually create issues.')
problem_dummy=1;
end
end
% testing for problem
if check1(1)
problem_dummy=1;
disp('MODEL_DIAGNOSTICS: The steady state cannot be computed')
if any(isnan(dr.ys))
disp('MODEL_DIAGNOSTICS: Steady state contains NaNs')
end
if any(isinf(dr.ys))
disp('MODEL_DIAGNOSTICS: Steady state contains Inf')
end
return
end
if ~isreal(dr.ys)
problem_dummy=1;
disp(['MODEL_DIAGNOSTICS: Steady state contains complex ' ...
'numbers'])
return
end
%
% singular Jacobian of static model
%
singularity_problem = 0;
if ~options_.block
nb = 1;
else
nb = length(M_.block_structure_stat.block);
end
exo = [oo_.exo_steady_state; oo_.exo_det_steady_state];
for b=1:nb
if options_.bytecode
if nb == 1
[~, jacob] = bytecode(M_, options_, dr.ys, exo, M_.params, dr.ys, 1, exo, ...
'evaluate', 'static');
else
[~, jacob] = bytecode(M_, options_, dr.ys, exo, M_.params, dr.ys, 1, exo, ...
'evaluate', 'static', 'block_decomposed', ['block=' ...
int2str(b)]);
end
n_vars_jacob=size(jacob,2);
else
if options_.block
T = NaN(M_.block_structure_stat.tmp_nbr, 1);
fh_static = str2func(sprintf('%s.sparse.block.static_%d', M_.fname, b));
[~, ~,~, jacob] = fh_static(dr.ys, exo, M_.params, M_.block_structure_stat.block(b).g1_sparse_rowval, ...
M_.block_structure_stat.block(b).g1_sparse_colval, ...
M_.block_structure_stat.block(b).g1_sparse_colptr, T);
n_vars_jacob=size(jacob,2);
else
[~, T_order, T] = feval([M_.fname '.sparse.static_resid'], dr.ys, exo, M_.params);
jacob = feval([M_.fname '.sparse.static_g1'], dr.ys, exo, M_.params, M_.static_g1_sparse_rowval, M_.static_g1_sparse_colval, M_.static_g1_sparse_colptr, T_order, T);
n_vars_jacob=M_.endo_nbr;
end
jacob=full(jacob);
end
if any(any(isinf(jacob) | isnan(jacob)))
problem_dummy=1;
[infrow,infcol]=find(isinf(jacob) | isnan(jacob));
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the static model contains Inf or NaN. The problem arises from: \n\n')
display_problematic_vars_Jacobian(infrow,infcol,M_,dr.ys,'static','MODEL_DIAGNOSTICS: ')
end
if any(any(~isreal(jacob)))
problem_dummy=1;
[imagrow,imagcol]=find(abs(imag(jacob))>1e-15);
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the static model contains imaginary parts. The problem arises from: \n\n')
display_problematic_vars_Jacobian(imagrow,imagcol,M_,dr.ys,'static','MODEL_DIAGNOSTICS: ')
end
try
if (~isoctave && matlab_ver_less_than('9.12')) || isempty(options_.jacobian_tolerance)
rank_jacob = rank(jacob); %can sometimes fail
else
rank_jacob = rank(jacob,options_.jacobian_tolerance); %can sometimes fail
end
catch
rank_jacob=size(jacob,1);
end
if rank_jacob < size(jacob,1)
problem_dummy=1;
singularity_problem = 1;
disp(['MODEL_DIAGNOSTICS: The Jacobian of the static model is ' ...
'singular'])
disp(['MODEL_DIAGNOSTICS: there is ' num2str(n_vars_jacob-rank_jacob) ...
' collinear relationships between the variables and the equations'])
if (~isoctave && matlab_ver_less_than('9.12')) || isempty(options_.jacobian_tolerance)
ncol = null(jacob);
else
ncol = null(jacob,options_.jacobian_tolerance); %can sometimes fail
end
n_rel = size(ncol,2);
for i = 1:n_rel
if n_rel > 1
disp(['Relation ' int2str(i)])
end
disp('Collinear variables:')
for j=1:10
k = find(abs(ncol(:,i)) > 10^-j);
if max(abs(jacob(:,k)*ncol(k,i))) < 1e-6
break
end
end
if options_.block && ~options_.bytecode
fprintf('%s\n',endo_names{M_.block_structure_stat.block(b).variable(k)})
else
fprintf('%s\n',endo_names{k})
end
end
if (~isoctave && matlab_ver_less_than('9.12')) || isempty(options_.jacobian_tolerance)
neq = null(jacob'); %can sometimes fail
else
neq = null(jacob',options_.jacobian_tolerance); %can sometimes fail
end
n_rel = size(neq,2);
for i = 1:n_rel
if n_rel > 1
disp(['Relation ' int2str(i)])
end
disp('Collinear equations')
for j=1:10
k = find(abs(neq(:,i)) > 10^-j);
if max(abs(jacob(k,:)'*neq(k,i))) < 1e-6
break
end
end
if options_.block && ~options_.bytecode
disp(M_.block_structure_stat.block(b).equation(k))
else
disp(k')
end
end
end
end
if singularity_problem
try
options_check=options_;
options_check.noprint=1;
[eigenvalues_] = check(M_, options_check, oo_);
if any(abs(abs(eigenvalues_)-1)<1e-6)
fprintf('MODEL_DIAGNOSTICS: The singularity seems to be (partly) caused by the presence of a unit root\n')
fprintf('MODEL_DIAGNOSTICS: as the absolute value of one eigenvalue is in the range of +-1e-6 to 1.\n')
fprintf('MODEL_DIAGNOSTICS: If the model is actually supposed to feature unit root behavior, such a warning is expected,\n')
fprintf('MODEL_DIAGNOSTICS: but you should nevertheless check whether there is an additional singularity problem.\n')
end
catch
end
fprintf('MODEL_DIAGNOSTICS: The presence of a singularity problem typically indicates that there is one\n')
fprintf('MODEL_DIAGNOSTICS: redundant equation entered in the model block, while another non-redundant equation\n')
fprintf('MODEL_DIAGNOSTICS: is missing. The problem often derives from Walras Law.\n')
end
%%check dynamic Jacobian
klen = M_.maximum_lag + M_.maximum_lead + 1;
exo_simul = [repmat(oo_.exo_steady_state',klen,1) repmat(oo_.exo_det_steady_state',klen,1)];
iyv = M_.lead_lag_incidence';
iyv = iyv(:);
iyr0 = find(iyv) ;
it_ = M_.maximum_lag + 1;
z = repmat(dr.ys,1,klen);
if options_.order == 1
if (options_.bytecode)
[~, loc_dr] = bytecode('dynamic','evaluate', M_, options_, z, exo_simul, ...
M_.params, dr.ys, 1);
jacobia_ = [loc_dr.g1 loc_dr.g1_x loc_dr.g1_xd];
else
[~,jacobia_] = feval([M_.fname '.dynamic'],z(iyr0),exo_simul, ...
M_.params, dr.ys, it_);
end
elseif options_.order >= 2
if (options_.bytecode)
[~, loc_dr] = bytecode('dynamic','evaluate', M_, options_, z, exo_simul, ...
M_.params, dr.ys, 1);
jacobia_ = [loc_dr.g1 loc_dr.g1_x];
else
[~,jacobia_,hessian1] = feval([M_.fname '.dynamic'],z(iyr0),...
exo_simul, ...
M_.params, dr.ys, it_);
end
end
if any(any(isinf(jacobia_) | isnan(jacobia_)))
problem_dummy=1;
[infrow,infcol]=find(isinf(jacobia_) | isnan(jacobia_));
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains Inf or NaN. The problem arises from: \n\n')
display_problematic_vars_Jacobian(infrow,infcol,M_,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
end
if any(any(~isreal(jacobia_)))
[imagrow,imagcol]=find(abs(imag(jacobia_))>1e-15);
if ~isempty(imagrow)
problem_dummy=1;
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains imaginary parts. The problem arises from: \n\n')
display_problematic_vars_Jacobian(imagrow,imagcol,M_,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
end
end
if exist('hessian1','var')
if any(any(isinf(hessian1) | isnan(hessian1)))
problem_dummy=1;
fprintf('\nMODEL_DIAGNOSTICS: The Hessian of the dynamic model contains Inf or NaN.\n')
end
end
if problem_dummy==0
fprintf('MODEL_DIAGNOSTICS: No obvious problems with this mod-file were detected.\n')
end
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