dynare/matlab/get_posterior_parameters.m

75 lines
2.0 KiB
Matlab
Raw Normal View History

function xparam = get_posterior_parameters(type)
% function xparam = get_posterior_parameters(type)
% Selects (estimated) parameters (posterior mode or posterior mean).
%
% INPUTS
% o type [char] = 'mode' or 'mean'.
%
% OUTPUTS
% o xparam
%
% SPECIAL REQUIREMENTS
% None.
%
% part of DYNARE, copyright dynare Team (2006-2008)
% Gnu Public License.
global estim_params_ oo_ options_ M_
nvx = estim_params_.nvx;
nvn = estim_params_.nvn;
ncx = estim_params_.ncx;
ncn = estim_params_.ncn;
np = estim_params_.np;
xparam = zeros(nvx+nvn+ncx+ncn+np,1);
m = 1;
for i=1:nvx
k1 = estim_params_.var_exo(i,1);
name1 = deblank(M_.exo_names(k1,:));
xparam(m) = eval(['oo_.posterior_' type '.shocks_std.' name1]);
M_.Sigma_e(k1,k1) = xparam(m)^2;
m = m+1;
end
for i=1:nvn
k1 = estim_params_.var_endo(i,1);
name1 = deblank(options_.varobs(k1,:));
xparam(m) = eval(['oo_.posterior_' type '.measurement_errors_std.' name1]);
m = m+1;
end
for i=1:ncx
k1 = estim_params_.corrx(i,1);
k2 = estim_params_.corrx(i,2);
name1 = deblank(M_.var_exo(k1,:));
name2 = deblank(M_.var_exo(k2,:));
xparam(m) = eval(['oo_.posterior_' type '.shocks_corr.' name1 '_' name2]);
M_.Sigma_e(k1,k2) = xparam(m);
M_.Sigma_e(k2,k1) = xparam(m);
m = m+1;
end
for i=1:ncn
k1 = estim_params_.corrn(i,1);
k2 = estim_params_.corrn(i,2);
name1 = deblank(options_.varobs(k1,:));
name2 = deblank(options_.varobs(k2,:));
xparam(m) = eval(['oo_.posterior_' type '.measurement_errors_corr.' name1 '_' name2]);
m = m+1;
end
FirstDeep = m;
for i=1:np
name1 = deblank(M_.param_names(estim_params_.param_vals(i,1),:));
xparam(m) = eval(['oo_.posterior_' type '.parameters.' name1]);
assignin('base',name1,xparam(m));% Useless with version 4 (except maybe for users)
m = m+1;
end
if np
M_.params(estim_params_.param_vals(:,1)) = xparam(FirstDeep:end);
end