diff --git a/matlab/evaluate_smoother.m b/matlab/evaluate_smoother.m index b0a2af3ed..fa154df36 100644 --- a/matlab/evaluate_smoother.m +++ b/matlab/evaluate_smoother.m @@ -1,9 +1,10 @@ -function oo = evaluate_smoother(parameters) +function oo = evaluate_smoother(parameters,var_list) % Evaluate the smoother at parameters. % % INPUTS % o parameters a string ('posterior mode','posterior mean','posterior median','prior mode','prior mean') or a vector of values for % the (estimated) parameters of the model. +% o var_list subset of endogenous variables % % % OUTPUTS @@ -24,7 +25,7 @@ function oo = evaluate_smoother(parameters) % [1] This function use persistent variables for the dataset and the description of the missing observations. Consequently, if this function % is called more than once (by changing the value of parameters) the sample *must not* change. -% Copyright (C) 2010-2012 Dynare Team +% Copyright (C) 2010-2013 Dynare Team % % This file is part of Dynare. % @@ -41,10 +42,17 @@ function oo = evaluate_smoother(parameters) % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . -global options_ M_ bayestopt_ oo_ +global options_ M_ bayestopt_ oo_ estim_params_ % estim_params_ may be emty persistent dataset_ + +if isempty(dataset_) || isempty(bayestopt_) + options = options_; + options.smoother = 1; % this is necessary because of a check in dynare_estimation_init() + [dataset_,xparam1, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options, oo_, estim_params_, bayestopt_); +end + if nargin==0 parameters = 'posterior_mode'; end @@ -78,49 +86,6 @@ if ischar(parameters) end end -if isempty(dataset_) - % Load and transform data. - transformation = []; - if options_.loglinear && ~options_.logdata - transformation = @log; - end - xls.sheet = options_.xls_sheet; - xls.range = options_.xls_range; - - if ~isfield(options_,'nobs') - options_.nobs = []; - end - - dataset_ = initialize_dataset(options_.datafile,options_.varobs,options_.first_obs,options_.nobs,transformation,options_.prefilter,xls); - options_.nobs = dataset_.info.ntobs; - - % Determine if a constant is needed. - if options_.steadystate_flag% if the *_steadystate.m file is provided. - [ys,params,info] = evaluate_steady_state(oo_.steady_state,M_,options_,oo_,1); - if size(ys,1) < M_.endo_nbr - if length(M_.aux_vars) > 0 - ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars,... - M_.fname,... - zeros(M_.exo_nbr,1),... - oo_.exo_det_steady_state,... - M_.params,... - options_.bytecode); - else - error([M_.fname '_steadystate.m doesn''t match the model']); - end - end - oo_.steady_state = ys; - else% if the steady state file is not provided. - [dd,info,M_,options_,oo_] = resol(0,M_,options_,oo_); - oo_.steady_state = dd.ys; clear('dd'); - end - if all(abs(oo_.steady_state(bayestopt_.mfys))<1e-9) - options_.noconstant = 1; - else - options_.noconstant = 0; - end -end - pshape_original = bayestopt_.pshape; bayestopt_.pshape = Inf(size(bayestopt_.pshape)); clear('priordens') diff --git a/matlab/shock_decomposition.m b/matlab/shock_decomposition.m index 5ec938978..34a3b4acf 100644 --- a/matlab/shock_decomposition.m +++ b/matlab/shock_decomposition.m @@ -14,7 +14,7 @@ function oo_ = shock_decomposition(M_,oo_,options_,varlist) % SPECIAL REQUIREMENTS % none -% Copyright (C) 2009-2011 Dynare Team +% Copyright (C) 2009-2013 Dynare Team % % This file is part of Dynare. % @@ -57,7 +57,7 @@ if isempty(parameter_set) end end -oo = evaluate_smoother(parameter_set); +oo = evaluate_smoother(parameter_set,varlist); % reduced form dr = oo.dr;