Initialization of options_ in global_initialization (dynare_estimation+stoch_simul)

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1161 ac1d8469-bf42-47a9-8791-bf33cf982152

matlab/global_initialization.m

@@ -22,6 +22,8 @@ function global_initialization()
   options_.solve_tolx = 3.7e-11;
   options_.solve_maxit = 500;
 				 
+  
+  % steady state file
   if exist([M_.fname '_steadystate'])
     options_.steadystate_flag = 1;
   else
@@ -29,6 +31,7 @@ function global_initialization()
   end
   options_.steadystate_partial = [];
   
+  % subset of the estimated deep parameters
   options_.ParamSubSet = 'None';
   
   % bvar-dsge
@@ -43,6 +46,30 @@ function global_initialization()
   options_.graphics.ncols = 3;
   options_.graphics.line_types = {'b-'};
   options_.graphics.line_width = 1;
+  options_.nograph = 0;
+  options_.XTick = [];
+  options_.XTickLabel = [];  
+  
+  % IRFs & other stoch_simul output
+  options_.irf = 40;
+  options_.relative_irf = 0;
+  options_.ar = 5;
+  options_.simul_seed = [];
+  options_.hp_filter = 0;
+  options_.hp_ngrid = 512;
+  options_.nomoments = 0;
+  options_.nocorr = 0;
+  options_.periods = 0;
+  options_.noprint = 0;
+  options_.simul = 0;
+  options_.SpectralDensity = 0;
+  
+  % TeX output
+  options_.TeX = 0;
+
+  % Exel
+  options_.xls_sheet = '';
+  options_.xls_range = '';
   
   % Prior draws
   options_.forecast = 0;
@@ -55,6 +82,10 @@ function global_initialization()
   options_.order = 2;
   options_.dr_algo = 0;
   options_.solve_algo = 2;
+  options_.linear = 0;
+  options_.replic = 50;
+  options_.drop = 100;
+  options_.simul_algo = 0;
   
   % Ramsey policy
   options_.planner_discount = 1.0;
@@ -62,12 +93,45 @@ function global_initialization()
   
   % estimation
   options_.load_mh_file = 0;
+  options_.first_obs = 1;
+  options_.prefilter = 0;
+  options_.presample = 0;
+  options_.lik_algo = 1;
+  options_.lik_init = 1;
+  options_.mh_replic = 20000;
+  options_.mh_drop = 0.5;
+  options_.mh_jscale = 0.2;
+  options_.mh_init_scale = 2*options_.mh_jscale;
+  options_.mode_file = '';
+  options_.mode_compute = 4;
+  options_.mode_check = 0;
+  options_.prior_trunc = 1e-10;
+  options_.mh_conf_sig = 0.90;
+  options_.mh_mode = 1; 	
+  options_.mh_nblck = 2;	
+  options_.load_mh_file = 0;
+  options_.nodiagnostic = 0;
+  options_.loglinear = 0;
+  options_.unit_root_vars = [];
+  options_.bayesian_irf = 0;
+  options_.bayesian_th_moments = 0;  
+  options_.smoother = 0;
+  options_.moments_varendo = 0;
+  options_.filtered_vars = 0;
+  options_.kalman_algo = 1;
+  options_.kalman_tol = 1e-12;
+  options_.posterior_mode_estimation = 1;
+  options_.MaxNumberOfBytes = 1e6;
+  options_.filter_step_ahead = 0;
+  options_.diffuse_d = [];
+  options_.logdata = 0;
+  options_.use_mh_covariance_matrix = 0;
+  options_.noconstant = 0;
   
   % Misc
   options_.conf_sig = 0.9;
-  
   oo_.exo_simul = [];
   oo_.endo_simul = [];
   oo_.dr = [];
   oo_.exo_det_steady_state = [];
-  oo_.exo_det_simul = [];
+  oo_.exo_det_simul = [];

matlab/irf.m

@@ -27,4 +27,4 @@ function y = irf(dr, e1, long, drop, replic, iorder)
       y = y+(y2(:,M_.maximum_lag+drop+1:end)-y1(:,M_.maximum_lag+drop+1:end));
     end
     y=y/replic;
-  end
+  end

matlab/selec_posterior_draws.m

@@ -108,5 +108,5 @@ function SampleAddress = selec_posterior_draws(SampleSize,info,filepath,filename
         end
       end
       save([fname '_posterior_draws' num2str(fnum)],'pdraws')
-    end    
+    end
   end

matlab/stoch_simul.m

@@ -3,32 +3,10 @@
 function info=stoch_simul(var_list)
    global M_ options_ oo_ it_
 
-   options_old = options_;
-  options_ = set_default_option(options_,'TeX',0);  
-  options_ = set_default_option(options_,'order',2);
-  options_ = set_default_option(options_,'linear',0);
+  options_old = options_;
   if options_.linear
     options_.order = 1;
   end
-  options_ = set_default_option(options_,'ar',5);
-  options_ = set_default_option(options_,'irf',40);
-  options_ = set_default_option(options_,'relative_irf',0);
-  options_ = set_default_option(options_,'dr_algo',0);
-  options_ = set_default_option(options_,'simul_algo',0);
-  options_ = set_default_option(options_,'drop',100);
-  if options_.order == 1
-    options_.replic = 1;
-  else
-    options_ = set_default_option(options_,'replic',50);
-  end
-  options_ = set_default_option(options_,'nomoments',0);
-  options_ = set_default_option(options_,'nocorr',0);
-  options_ = set_default_option(options_,'simul_seed',[]);
-  options_ = set_default_option(options_,'hp_filter',0);
-  options_ = set_default_option(options_,'hp_ngrid',512);
-  options_ = set_default_option(options_,'simul',0);
-  options_ = set_default_option(options_,'periods',0);
-  options_ = set_default_option(options_,'noprint',0);
 
   TeX = options_.TeX;
 
@@ -272,10 +250,10 @@ function info=stoch_simul(var_list)
     end
   end
 
-if isfield(options_,'SpectralDensity')
+
   if options_.SpectralDensity == 1
-    [omega,f] = UnivariateSpectralDensity(oo_.dr,var_list);
+      [omega,f] = UnivariateSpectralDensity(oo_.dr,var_list);
   end
-end
+
 
 options_ = options_old;