name2index

 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

0001 function i = name2index(options_, M_, estim_params_, type, name1, name2 )
0002 % Returns the index associated to an estimated object (deep parameter,
0003 % variance of a structural shock or measurement error, covariance between
0004 % two structural shocks, covariance between two measurement errors).
0005 %
0006 % INPUTS:
0007 %   options_        [structure]    Dynare structure.
0008 %   M_              [structure]    Dynare structure (related to model definition).
0009 %   estim_params_   [structure]    Dynare structure (related to estimation).
0010 %   type            [string]       'DeepParameter', 'MeasurementError' (for measurement equation error) or 'StructuralShock' (for structural shock).
0011 %   name1           [string]
0012 %   name2           [string]
0013 % OUTPUTS
0014 %   i               [integer]      column index (in x2, an array of mh draws) associated to name1[,name2].
0015 %
0016 % SPECIAL REQUIREMENTS
0017 %   none
0018 
0019 % Copyright (C) 2008-2010 Dynare Team
0020 %
0021 % This file is part of Dynare.
0022 %
0023 % Dynare is free software: you can redistribute it and/or modify
0024 % it under the terms of the GNU General Public License as published by
0025 % the Free Software Foundation, either version 3 of the License, or
0026 % (at your option) any later version.
0027 %
0028 % Dynare is distributed in the hope that it will be useful,
0029 % but WITHOUT ANY WARRANTY; without even the implied warranty of
0030 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
0031 % GNU General Public License for more details.
0032 %
0033 % You should have received a copy of the GNU General Public License
0034 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
0035 
0036 nvx     = estim_params_.nvx;
0037 nvn     = estim_params_.nvn;
0038 ncx     = estim_params_.ncx;
0039 ncn     = estim_params_.ncn;
0040 npa     = estim_params_.np ;
0041 nnn = nvx+nvn+ncx+ncn+npa;
0042 
0043 i = [];
0044 
0045 if strcmpi(type,'DeepParameter')
0046     i = nvx + nvn + ncx + ncn + ...
0047         strmatch(name1,M_.param_names(estim_params_.param_vals(:,1),:),'exact');
0048     if nargin>5
0049         disp('The last input argument is useless!')
0050     end
0051     if isempty(i)
0052         disp([name1 ' is not an estimated deep parameter!'])
0053     end
0054     return
0055 end
0056 
0057 if strcmpi(type,'StructuralShock')
0058     if nargin<6% Covariance matrix diagonal term.
0059         i = strmatch(name1,M_.exo_names(estim_params_.var_exo(:,1),:),'exact');
0060         if isempty(i)
0061             disp(['The standard deviation of ' name1  ' is not an estimated parameter!'])
0062             return
0063         end
0064     else% Covariance matrix off-diagonal term
0065         offset = nvx+nvn;
0066         try 
0067             list_of_structural_shocks = [ M_.exo_names(estim_params_.corrx(:,1),:) , M_.exo_names(estim_params_.corrx(:,2),:) ];
0068             k1 = strmatch(name1,list_of_structural_shocks(:,1),'exact');
0069             k2 = strmatch(name2,list_of_structural_shocks(:,2),'exact');
0070             i = offset+intersect(k1,k2);
0071             if isempty(i)
0072                 k1 = strmatch(name1,list_of_structural_shocks(:,2),'exact');
0073                 k2 = strmatch(name2,list_of_structural_shocks(:,1),'exact');
0074                 i = offset+intersect(k1,k2);
0075             end
0076             if isempty(i)
0077                 if isempty(i)
0078                     disp(['The correlation between' name1 ' and ' name2 ' is not an estimated parameter!'])
0079                     return
0080                 end
0081             end
0082         catch
0083             disp(['Off diagonal terms of the covariance matrix are not estimated (state equation)'])
0084         end
0085     end
0086 end
0087 
0088 if strcmpi(type,'MeasurementError')
0089     if nargin<6% Covariance matrix diagonal term
0090         i = nvx + strmatch(name1,M_.endo_names(estim_params_.var_endo(:,1),:),'exact');
0091         if isempty(i)
0092             disp(['The standard deviation of the measurement error on ' name1  ' is not an estimated parameter!'])
0093             return
0094         end
0095     else% Covariance matrix off-diagonal term
0096         offset = nvx+nvn+ncx;
0097         try
0098             list_of_measurement_errors = [ M_.endo_names(estim_params_.corrn(:,1),:) , M_.endo_names(estim_params_.corrn(:,2),:) ];
0099             k1 = strmatch(name1,list_of_measurement_errors(:,1),'exact');
0100             k2 = strmatch(name2,list_of_measurement_errors(:,2),'exact');
0101             i = offset+intersect(k1,k2);
0102             if isempty(i)
0103                 k1 = strmatch(name1,list_of_measurement_errors(:,2),'exact');
0104                 k2 = strmatch(name2,list_of_measurement_errors(:,1),'exact');
0105                 i = offset+intersect(k1,k2);
0106             end
0107             if isempty(i)
0108                 if isempty(i)
0109                     disp(['The correlation between the measurement errors on ' name1 ' and ' name2 ' is not an estimated parameter!'])
0110                     return
0111                 end
0112             end
0113         catch
0114             disp('Off diagonal terms of the covariance matrix are not estimated (measurement equation)')
0115         end
0116     end
0117 end