function [z, endo_names, endo_names_tex, steady_state, i_var, oo_] = annualized_shock_decomposition(oo_, M_, options_, i_var, t0, t1, realtime_, vintage_, steady_state, q2a, cumfix)
% function oo_ = annualized_shock_decomposition(oo_,t0,options_.nobs);
% Computes annualized shocks contribution to a simulated trajectory. The fields set are
% oo_.annualized_shock_decomposition, oo_.annualized_realtime_shock_decomposition,
% oo_.annualized_realtime_conditional_shock_decomposition and oo_.annualized_realtime_forecast_shock_decomposition.
% Subfields are arrays n_var by nshock+2 by nperiods. The
% first nshock columns store the respective shock contributions, column n+1
% stores the role of the initial conditions, while column n+2 stores the
% value of the smoothed variables.  Both the variables and shocks are stored
% in the order of endo_names and M_.exo_names, respectively.
%
% INPUTS
%    oo_:          [structure] Storage of results
%    M_:           [structure] Storage of model
%    opts:         [structure] options for shock decomp
%    i_var:        [array] index of vars
%    t0:           [integer]  first period
%    t1:           [integer] last period
%    realtime_:    [integer]
%    vintage_:     [integer]
%    steady_state: [array] steady state value of quarterly (log-) level vars
%    q2a:          [structure] info on q2a
%
% OUTPUTS
%    z:              [matrix] shock decomp to plot
%    endo_names:     [cell] updated var names
%    endo_names_tex: [cell] updated TeX var names
%    steady_state:   [array] updated stady state of vars
%    i_var:          [integer array] updated var indices to plot
%    oo_:            [structure]  Storage of results
%
% SPECIAL REQUIREMENTS
%    none

% Copyright © 2018 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 <https://www.gnu.org/licenses/>.

opts = options_.plot_shock_decomp;
nvar = length(i_var);
GYTREND0 = q2a.GYTREND0;
var_type = q2a.type;
islog    = q2a.islog;
aux      = q2a.aux;
aux0 = aux;
cumfix      = q2a.cumfix;
qvintage_ = vintage_;
tpoints = t0:4:t1;
if ~ismember(vintage_,tpoints) && vintage_
    ind1=min(find(tpoints>vintage_));
    ind2=max(find(tpoints<vintage_));
    vintage_=tpoints(ind1);
end

nfrcst = options_.shock_decomp.forecast/4;
%% initialize names
mytype=var_type;
if isfield(q2a,'name')
    mytxt = q2a.name;
    mytex = q2a.name;
    if isfield(q2a,'tex_name')
        mytex = q2a.tex_name;
    end
    if mytype==2
        gtxt = ['PHI' mytxt]; % inflation rate
        gtex = ['{\pi(' mytex ')}'];
    elseif mytype
        gtxt = ['G' mytxt]; % inflation rate
        gtex = ['{g(' mytex ')}'];
    end
    if isfield(q2a,'gname')
        gtxt = q2a.gname;
    end
    if isfield(q2a,'tex_gname')
        gtex = q2a.tex_gname;
    end
    mytype=0;
end

for j=1:nvar
    if j>1
        endo_names = vertcat(endo_names, sprintf('%s_A', M_.endo_names{i_var(j)}));
        endo_names_tex = vertcat(endo_names_tex, sprintf('{%s}^A', M_.endo_names_tex{i_var(j)}));
        gendo_names = vertcat(gendo_names,[gtxt endo_names{j}]);
        gendo_names_tex = vertcat(gendo_names_tex,[gtex '(' endo_names_tex{j} ')']);
    else
        if nvar==1 && ~mytype
            endo_names = {mytxt};
            endo_names_tex = {mytex};
            gendo_names = {gtxt};
            gendo_names_tex = {gtex};
        else
            endo_names = {sprintf('%s_A', M_.endo_names{i_var(j)})};
            endo_names_tex = {sprintf('{%s}^A', M_.endo_names_tex{i_var(j)})};
            gendo_names = {[gtxt endo_names{j}]};
            gendo_names_tex = {[gtex '(' endo_names_tex{j} ')']};
        end
    end
end

if q2a.plot ==1
    endo_names = gendo_names;
    endo_names_tex = gendo_names_tex;
elseif q2a.plot ~= 2
    endo_names = vertcat(endo_names,gendo_names);
    endo_names_tex = vertcat(endo_names_tex,gendo_names_tex);
end

% end initialize names
steady_state=steady_state(i_var);

if realtime_==0
    % usual shock decomp
    if isstruct(oo_)
        %     z = oo_.shock_decomposition;
        myopts=options_;
        myopts.plot_shock_decomp.type='qoq';
        myopts.plot_shock_decomp.realtime=0;
        [z, ~] = plot_shock_decomposition(M_,oo_,myopts,[]);
    else
        z = oo_;
    end
    z = z(i_var,:,:);
    if isstruct(aux)
        if ischar(aux.y)
            myopts=options_;
            myopts.plot_shock_decomp.type='qoq';
            myopts.plot_shock_decomp.realtime=0;
            [y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux.y);
            aux.y=y_aux;
            aux.yss=steady_state_aux;
        end
    end
    % make annualized shock decomp
    [z, steady_state_a, steady_state_ga] = annualiz(z,t0,q2a,aux,steady_state);
end

% realtime
if realtime_ && isstruct(oo_) && isfield(oo_, 'realtime_shock_decomposition')
    init=1;
    for i=t0:4:t1
        yr=floor(i/4);
        myopts=options_;
        myopts.plot_shock_decomp.type='qoq';
        myopts.plot_shock_decomp.realtime=1;
        myopts.plot_shock_decomp.vintage=i;
        % retrieve quarterly shock decomp
        [z, ~] = plot_shock_decomposition(M_,oo_,myopts,[]);
        zdim = size(z);
        z = z(i_var,:,:);
        if isstruct(aux)
            if ischar(aux0.y)
                % retrieve quarterly shock decomp for aux variable
                [y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux0.y);
                aux.y=y_aux;
                aux.yss=steady_state_aux;
            end
        end

        % make annualized shock decomp
        [z, steady_state_a, steady_state_ga] = annualiz(z,t0,q2a,aux,steady_state);


        if init==1
            oo_.annualized_realtime_shock_decomposition.pool = z;
        else
            oo_.annualized_realtime_shock_decomposition.pool(:,:,yr) = z(:,:,end-nfrcst);
        end
        oo_.annualized_realtime_shock_decomposition.(['yr_' int2str(yr)]) = z;

        if options_.shock_decomp.forecast
            if qvintage_>i-4 && qvintage_<i
                myopts.plot_shock_decomp.vintage=qvintage_;
                % retrieve quarterly shock decomp
                [z, ~] = plot_shock_decomposition(M_,oo_,myopts,[]);
                z(:,:,end+1:zdim(3))=nan; % fill with nan's remaining time points to reach Q4
                z = z(i_var,:,:);
                if isstruct(aux)
                    if ischar(aux0.y)
                        % retrieve quarterly shock decomp for aux variable
                        [y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux0.y);
                        y_aux(:,:,end+1:zdim(3))=nan; % fill with nan's remaining time points to reach Q4
                        aux.y=y_aux;
                        aux.yss=steady_state_aux;
                    end
                end

                % make annualized shock decomp
                z = annualiz(z,t0,q2a,aux,steady_state);

            end
            oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr)]) = z(:,:,end-nfrcst:end);
            oo_.annualized_realtime_forecast_shock_decomposition.pool(:,:,yr+1) = squeeze(z(:,:,end-nfrcst+1));
            if init>nfrcst
                oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-nfrcst)]) = ...
                    oo_.annualized_realtime_shock_decomposition.pool(:,:,yr-nfrcst:end) - ...
                    oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr-nfrcst)]);
                % fix others
                oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-nfrcst)])(:,end-1,:) = ...
                    oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-nfrcst)])(:,end-1,:) + ...
                    oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr-nfrcst)])(:,end,:);
                % fix total
                oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-nfrcst)])(:,end,:) = ...
                    oo_.annualized_realtime_shock_decomposition.pool(:,end,yr-nfrcst:end);
                if i==t1
                    for my_forecast_=(nfrcst-1):-1:1
                        oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)]) = ...
                            oo_.annualized_realtime_shock_decomposition.pool(:,:,yr-my_forecast_:yr) - ...
                            oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,:,1:my_forecast_+1);
                        oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end-1,:) = ...
                            oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end-1,:) + ...
                            oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end,1:my_forecast_+1);
                        oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end,:) = ...
                            oo_.annualized_realtime_shock_decomposition.pool(:,end,yr-my_forecast_:yr);
                        oo_.annualized_realtime_conditional_shock_decomposition.pool(:,:,yr-my_forecast_+1) = ...
                            oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,:,2);
                    end
                end
                oo_.annualized_realtime_conditional_shock_decomposition.pool(:,:,yr-nfrcst+1) = ...
                    oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-nfrcst)])(:,:,2);
            end
        end
        % ztmp=oo_.realtime_shock_decomposition.pool(:,:,21:29)-oo_.realtime_forecast_shock_decomposition.time_21;



        init=init+1;
    end


    switch realtime_

      case 0
        z = oo_.annualized_shock_decomposition;

      case 1 % realtime
        if vintage_
            z = oo_.annualized_realtime_shock_decomposition.(['yr_' int2str(floor(vintage_/4))]);
        else
            z = oo_.annualized_realtime_shock_decomposition.pool;
        end

      case 2 % conditional
        if vintage_
            z = oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(floor(vintage_/4))]);
        else
            z = oo_.annualized_realtime_conditional_shock_decomposition.pool;
        end

      case 3 % forecast
        if vintage_
            z = oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(floor(vintage_/4))]);
        else
            z = oo_.annualized_realtime_forecast_shock_decomposition.pool;
        end
    end
end

if q2a.plot ==0
    i_var=1:2*nvar;
    steady_state = [steady_state_a;steady_state_ga];
else
    i_var=1:nvar;
    if q2a.plot ==1
        steady_state = steady_state_ga;
    else
        steady_state = steady_state_a;
    end
end

return

function [z, steady_state_a, steady_state_ga] = annualiz(z,t0,q2a,aux,steady_state)

GYTREND0 = q2a.GYTREND0;
var_type = q2a.type;
islog    = q2a.islog;
cumfix   = q2a.cumfix;
if isstruct(aux)
    yaux=aux.y;
end

[nvar, nterms, ~] = size(z);
for j=1:nvar
    for k =1:nterms
        ztmp = squeeze(z(j,k,min((t0-3):-4:1):end));
        if isstruct(aux)
            aux.y = squeeze(yaux(j,k,min((t0-3):-4:1):end));
        end
        [za(j,k,:), steady_state_a(j,1), gza(j,k,:), steady_state_ga(j,1)] = ...
            quarterly2annual(ztmp,steady_state(j),GYTREND0,var_type,islog,aux);
    end
    ztmp=squeeze(za(j,:,:));
    if cumfix==0
        zres = ztmp(end,:) - sum(ztmp(1:end-1,:));
        w = abs(ztmp(1:end-1,:))./sum(abs(ztmp(1:end-1,:)));
        ztmp(1:end-1,:) = ztmp(1:end-1,:) + repmat(zres,[nterms-1 1]).*w;
%         zscale = sum(ztmp(1:end-1,:))./ztmp(end,:);
%         ztmp(1:end-1,:) = ztmp(1:end-1,:)./repmat(zscale,[nterms-1,1]);
    else
        zres = ztmp(end,:)-sum(ztmp(1:end-1,:));
        ztmp(1:end-1,:) = ztmp(1:end-1,:) + repmat(zres,[nterms-1 1])/(nterms-1);
    end
    gztmp=squeeze(gza(j,:,:));
    if cumfix==0
        gres = gztmp(end,:) - sum(gztmp(1:end-1,:));
        w = abs(gztmp(1:end-1,:))./sum(abs(gztmp(1:end-1,:)));
        gztmp(1:end-1,:) = gztmp(1:end-1,:) + repmat(gres,[nterms-1 1]).*w;
%         gscale = sum(gztmp(1:end-1,:))./ gztmp(end,:);
%         gztmp(1:end-1,:) = gztmp(1:end-1,:)./repmat(gscale,[nterms-1,1]);
    else
        gres = gztmp(end,:) - sum(gztmp(1:end-1,:));
        gztmp(1:end-1,:) = gztmp(1:end-1,:) + repmat(gres,[nterms-1 1])/(nterms-1);
    end
    za(j,:,:) = ztmp;
    gza(j,:,:) = gztmp;
end

if q2a.plot ==1
    z=gza;
elseif q2a.plot == 2
    z=za;
else
    z=cat(1,za,gza);
end