Fix regime-switching code to avoid assuming regimes has the :value ke…

…y. Fix counting algorithm of n_parameters_regime_switching.

src/ModelConstructors.jl

@@ -29,7 +29,7 @@ module ModelConstructors
         # abstractmodel.jl
         AbstractModel, description,
         n_states, n_states_augmented, n_shocks_exogenous, n_shocks_expectational,
-        n_equilibrium_conditions, n_observables, n_parameters, n_parameters_steady_states,
+        n_equilibrium_conditions, n_observables, n_parameters, n_parameters_regime_switching, n_parameters_steady_states,
         n_parameters_free, n_pseudo_observables, get_dict, get_key,
         spec, subspec, saveroot, dataroot,
         data_vintage, data_id, cond_vintage,

src/abstractmodel.jl

@@ -167,13 +167,7 @@ n_parameters_steady_state(m::AbstractModel) = length(m.steady_state)
 n_parameters_free(m::AbstractModel)         = sum([!α.fixed for α in m.parameters])
 
 function n_parameters_regime_switching(m::AbstractModel)
-    base_num = n_parameters(m)
-    for para in m.parameters
-        if !isempty(para.regimes)
-            base_num += length(para.regimes[:value])
-        end
-    end
-    return base_num
+    return n_parameters_regime_switching(m.parameters)
 end
 
 """

src/parameters.jl

@@ -1029,12 +1029,14 @@ function update!(pvec::ParameterVector, values::Vector{T};
             i = length(pvec)
             for para in pvec
                 if !isempty(para.regimes)
-                    for key in keys(para.regimes[:value])
-                        if key == 1
-                            set_regime_val!(para, key, para.value)
-                        else
-                            i += 1
-                            set_regime_val!(para, key, values[i])
+                    if haskey(para.regimes, :value)
+                        for key in keys(para.regimes[:value])
+                            if key == 1
+                                set_regime_val!(para, key, para.value)
+                            else
+                                i += 1
+                                set_regime_val!(para, key, values[i])
+                            end
                         end
                     end
                 end
@@ -1211,19 +1213,21 @@ function rand_regime_switching(p::Vector{AbstractParameter{Float64}})
     end
     for para in p
         if !isempty(para.regimes)
-            for regime in keys(para.regimes[:value])
-                if regime != 1
-                    one_draw = if para.fixed
-                        para.value
-                    else
-                        # Resample until all prior draws are within the value bounds
-                        prio = rand(para.prior.value)
-                        while !(para.valuebounds[1] < prio < para.valuebounds[2])
+            if haskey(para.regimes, :value)
+                for regime in keys(para.regimes[:value])
+                    if regime != 1
+                        one_draw = if para.fixed
+                            para.value
+                        else
+                            # Resample until all prior draws are within the value bounds
                             prio = rand(para.prior.value)
+                            while !(para.valuebounds[1] < prio < para.valuebounds[2])
+                                prio = rand(para.prior.value)
+                            end
+                            prio
                         end
-                        prio
+                        push!(draw, one_draw)
                     end
-                    push!(draw, one_draw)
                 end
             end
         end
@@ -1298,3 +1302,22 @@ function describe_prior(param::Parameter)
         error("Parameter must either be fixed or have non-null prior: " * string(param.key))
     end
 end
+
+"""
+```
+function n_parameters_regime_switching(p::ParameterVector)
+```
+
+calculates the total number of parameters in `p` across all regimes.
+"""
+function n_parameters_regime_switching(p::ParameterVector)
+    base_num = length(p)
+    for para in p
+        if !isempty(para.regimes)
+            if haskey(para.regimes, :value)
+                base_num += length(para.regimes[:value]) - 1 # first regime is already counted
+            end
+        end
+    end
+    return base_num
+end

src/regimes.jl

@@ -73,3 +73,52 @@ function toggle_regime!(p::Parameter{S}, i::Int64) where S <: Float64
         end
     end
 end
+
+"""
+```
+get_values(pvec::ParameterVector{S}; regime_switching::Bool = true) where {S <: Real}
+```
+
+constructs a vector of the underlying values in a `ParameterVector`, including
+if there are regime-switching values.
+"""
+function get_values(pvec::ParameterVector{S}; regime_switching::Bool = true) where {S <: Real}
+
+    if regime_switching  # Check if regime switching occurs
+        np_reg = n_parameters_regime_switching(pvec)
+        np     = length(pvec)
+        if np == np_reg # No regime-switching
+            vals = map(x -> x.value, pvec.parameters)
+        else
+            vals = Vector{S}(undef, np_reg)
+
+            # An initial pass to find regime 1 values
+            for i in 1:np
+                if isempty(pvec[i].regimes)
+                    vals[i] = pvec[i].value
+                elseif haskey(pvec[i].regimes, :value)
+                    vals[i] = pvec[i].regimes[:value][1]
+                end
+            end
+
+            # A second loop to add in the extra regimes
+            ct = np # a counter to assist us
+            for i in 1:np
+                if !isempty(pvec[i].regimes)
+                    if haskey(pvec[i].regimes, :value)
+                        for j in 1:length(pvec[i].regimes[:value])
+                            if j > 1
+                                ct += 1
+                                vals[ct] = pvec[i].regimes[:value][j]
+                            end
+                        end
+                    end
+                end
+            end
+        end
+    else # Regime switching doesn't occur, so just directly map
+        vals = map(x -> x.value, pvec)
+    end
+
+    return vals
+end

test/regimes.jl

@@ -2,11 +2,14 @@ using Test, ModelConstructors
 
 u = parameter(:bloop, 2.5230, (1e-8, 5.), (1e-8, 5.), ModelConstructors.SquareRoot(); fixed = true)
 ModelConstructors.set_regime_val!(u, 1, 2.5230)
-
 # CURRENTLY ONLY TESTS VALUE SWITCHING, NO REGIME SWITCHING IN OTHER CASES
+@info "The following error 'get_regime_val(), Input Error: No regime 3' is expected."
 @testset "Regime switching with parameters" begin
     @test_throws ParamBoundsError ModelConstructors.set_regime_val!(u, 2, 0.)
     ModelConstructors.set_regime_val!(u, 2, 0.; override_bounds = true)
+    uvec = ParameterVector{Float64}(undef, 2)
+    uvec[1] = u
+    uvec[2] = u
 
     @test !isempty(u.regimes)
     @test u.regimes[:value][1] == 2.5230
@@ -23,6 +26,11 @@ ModelConstructors.set_regime_val!(u, 1, 2.5230)
     @test u.value == 2.5230
     @test ModelConstructors.regime_val(u, 1) == 2.5230
     @test ModelConstructors.regime_val(u, 2) == 0.
+
+    @test n_parameters_regime_switching(uvec) == 4
+    ModelConstructors.toggle_regime!(u, 1)
+    @test ModelConstructors.get_values(uvec; regime_switching = false) == [2.5230, 2.5230]
+    @test ModelConstructors.get_values(uvec) == [2.5230, 2.5230, 0., 0.]
 end
 
     nothing