2011-05-20 14:29:23 +02:00
|
|
|
function [options_, oo_]=ms_simulation(M_, options_, oo_)
|
2011-10-11 16:35:13 +02:00
|
|
|
% function [options_, oo_]=ms_simulation(M_, options_, oo_)
|
|
|
|
% Markov-switching SBVAR: Simulation
|
2011-05-11 19:02:39 +02:00
|
|
|
%
|
|
|
|
% INPUTS
|
2011-06-01 10:48:35 +02:00
|
|
|
% M_: (struct) model structure
|
|
|
|
% options_: (struct) options
|
|
|
|
% oo_: (struct) results
|
2011-05-11 19:02:39 +02:00
|
|
|
%
|
|
|
|
% OUTPUTS
|
2011-06-01 10:48:35 +02:00
|
|
|
% options_: (struct) options
|
|
|
|
% oo_: (struct) results
|
2011-05-11 19:02:39 +02:00
|
|
|
%
|
|
|
|
% SPECIAL REQUIREMENTS
|
|
|
|
% none
|
|
|
|
|
|
|
|
% Copyright (C) 2011 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 <http://www.gnu.org/licenses/>.
|
|
|
|
|
2011-07-29 14:55:07 +02:00
|
|
|
disp('MS-SBVAR Simulation');
|
|
|
|
options_ = set_file_tags(options_);
|
2011-06-01 14:05:08 +02:00
|
|
|
clean_ms_simulation_files(options_.ms.output_file_tag);
|
2011-10-07 11:13:54 +02:00
|
|
|
[options_, oo_] = set_ms_estimation_file(options_.ms.file_tag, options_, oo_);
|
2011-05-11 19:02:39 +02:00
|
|
|
|
2011-05-20 14:29:23 +02:00
|
|
|
% setup command line options
|
|
|
|
opt = ['-simulate -seed ' num2str(options_.DynareRandomStreams.seed)];
|
2011-10-06 17:42:05 +02:00
|
|
|
opt = [opt ' -ft ' options_.ms.file_tag];
|
2011-07-29 14:55:07 +02:00
|
|
|
opt = [opt ' -fto ' options_.ms.output_file_tag];
|
2011-05-20 14:29:23 +02:00
|
|
|
opt = [opt ' -ndraws ' num2str(options_.ms.mh_replic)];
|
|
|
|
opt = [opt ' -burnin ' num2str(options_.ms.drop)];
|
|
|
|
opt = [opt ' -thin ' num2str(options_.ms.thinning_factor)];
|
|
|
|
opt = [opt ' -mh ' num2str(options_.ms.adaptive_mh_draws)];
|
2011-05-11 19:02:39 +02:00
|
|
|
|
2011-05-20 14:29:23 +02:00
|
|
|
% simulation
|
|
|
|
[err] = ms_sbvar_command_line(opt);
|
2011-07-29 14:55:07 +02:00
|
|
|
mexErrCheck('ms_simulation',err);
|
2011-05-11 19:02:39 +02:00
|
|
|
end
|