I know that this is done also in a lot of papers that are around; thus, it might be helpful for some RATS users.
- Code: Select all
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* UhligAccept2(q,first,last,constrained) returns a 1 (accept) or 0
* (reject) for the weight vector <<q>> (applied to the impulse responses
* in the global RECT[SERIES] impulses). <<first>> and <<last>> are the
* range of responses constrained (1 = impact response). <<constrained>>
* is a VECT[INTEGER] with the variable positions being constrained. Use
* +slot for a positivity constraint and -slot for a negativity
* constraint. That is, if you want the first 4 responses to be positive
* on the 2nd variable and the first 3 negative on the 3rd, you would use the function
*
* UhligAccept2(q,||1,1||,||4,3||,||2,-3||)
*
* If this returns 0, you would reject the draw, as not meeting the
* constraints.
*
function UhligAccept2 q first last constrained
type integer UhligAccept2
type vector *q
type vec[int] first last
type vect[int] constrained
*
local integer i k
local vector ik
dec rect[series] impulses
*
if %rows(first)<>%rows(constrained).or.%rows(last)<>%rows(constrained) {
disp "Error. Dimensions do not match!"
return
}
do i=1,%rows(constrained)
do k=first(i),last(i)
compute ik=%xt(impulses,k)*q
if constrained(i)<0
compute value= ik(-constrained(i))
else
compute value=-ik(constrained(i))
if value>0.0 {
*
* If we fail on the first slot being checked, just flip the sign
* of q and ik and continue.
*
if k==first(i).and.i==1
compute q=-1.0*q,ik=-1.0*ik
else {
compute UhligAccept2=0
return
}
}
end do k
end do i
compute UhligAccept2=1
end
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